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Title
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A stability result for the modified Craig-Sneyd scheme applied to 2D and 3D pure diffusion equations
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Author
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Abstract
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| 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. |
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Language
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English
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Source (journal)
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AIP conference proceedings / American Institute of Physics. - New York
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Publication
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New York
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2010
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ISSN
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0094-243X
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DOI
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10.1063/1.3498342
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Volume/pages
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1281
(2010)
, p. 2029-2032
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ISI
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000289661501165
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Full text (Publisher's DOI)
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Full text (open access)
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