Title
A stability result for the modified Craig-Sneyd scheme applied to 2D and 3D pure diffusion equations
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
New York ,
Subject
Mathematics
Computer. Automation
Source (journal)
AIP conference proceedings / American Institute of Physics. - New York
Volume/pages
1281(2010) , p. 2029-2032
ISSN
0094-243X
ISI
000289661501165
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
The stability of ADI type schemes is considered when applied to two- and three-dimensional pure diffusion equations with mixed derivative terms. We present a first stability result that takes the actual size of the mixed derivative coefficients into account.
Full text (open access)
https://repository.uantwerpen.be/docman/irua/fef951/6bae9491.pdf
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