Stability of the modified Craig–Sneyd scheme for two-dimensional convection–diffusion equations with mixed derivative term
KJ in't Hout, C Mishra - Mathematics and Computers in Simulation, 2011 - Elsevier
Mathematics and Computers in Simulation, 2011•Elsevier
Abstract The modified Craig–Sneyd (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
convection–diffusion 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.
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
convection–diffusion 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.
Abstract
The modified Craig–Sneyd (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 convection–diffusion 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.
Elsevier
以上显示的是最相近的搜索结果。 查看全部搜索结果