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Title
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Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term
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Author
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Abstract
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| 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. |
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Language
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English
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Source (journal)
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Mathematics and computers in simulation. - Amsterdam
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Publication
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Amsterdam
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2011
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ISSN
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0378-4754
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Volume/pages
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81
:11
(2011)
, p. 2540-2548
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ISI
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000292494800013
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Full text (Publisher's DOI)
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Full text (publisher's version - intranet only)
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