Publication
Title
Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms
Author
Abstract
We consider the unconditional stability of second-order ADI schemes in the numerical solution of finite difference discretizations of multi-dimensional diffusion problems containing mixed spatial-derivative terms. We investigate an ADI scheme proposed by Craig and Sneyd, an ADI scheme that is a modified version thereof, and an ADI scheme introduced by Hundsdorfer and Verwer. Both sufficient and necessary conditions are derived on the parameters of each of these schemes for unconditional stability in the presence of mixed derivative terms. Our main result is that, under a mild condition on its parameter è, the second-order Hundsdorfer and Verwer scheme is unconditionally stable when applied to semi-discretized diffusion problems with mixed derivative terms in arbitrary spatial dimensions k2.
Language
English
Source (journal)
Applied numerical mathematics. - Amsterdam
Publication
Amsterdam : 2009
ISSN
0168-9274
Volume/pages
59:3/4(2009), p. 677-692
ISI
000263527300022
Full text (Publisher's DOI)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 10.02.2009
Last edited 17.07.2017
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