Title
Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative termStability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Research group
Applied mathematics
Publication type
article
Publication
Amsterdam,
Subject
Mathematics
Computer. Automation
Source (journal)
Mathematics and computers in simulation. - Amsterdam
Volume/pages
81(2011):11, p. 2540-2548
ISSN
0378-4754
ISI
000292494800013
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
The modified CraigSneyd (MCS) scheme is a promising splitting scheme of the ADI type for multi-dimensional pure diffusion equations having mixed spatial-derivative terms. In this paper we investigate the extension of the MCS scheme to two-dimensional convectiondiffusion equations with a mixed derivative. Both necessary and sufficient conditions on the parameter θ of the scheme are derived concerning unconditional stability in the von Neumann sense.
E-info
https://repository.uantwerpen.be/docman/iruaauth/00f2b9/0624830.pdf
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