Title
Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
Amsterdam ,
Subject
Mathematics
Source (journal)
Applied numerical mathematics. - Amsterdam
Volume/pages
74(2013) , p. 83-94
ISSN
0168-9274
ISI
000328098200006
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
In this paper the unconditional stability of four well-known ADI schemes is analyzed in the application to time-dependent multidimensional diffusion equations with mixed derivative terms. Necessary and sufficient conditions on the parameter θ of each scheme are obtained that take into account the actual size of the mixed derivative coefficients. Our results generalize results obtained previously by Craig & Sneyd (1988) and In ʼt Hout & Welfert (2009). Numerical experiments are presented illustrating our main theorems.
E-info
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