Stability of ADI schemes applied to convection–diffusion equations with mixed derivative terms
KJ In't Hout, BD Welfert - Applied numerical mathematics, 2007 - Elsevier
Applied numerical mathematics, 2007•Elsevier
We consider Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-
boundary value problems for convection–diffusion equations with cross derivative terms. We
derive new linear stability results for three ADI schemes that have previously been studied in
the literature. These results are subsequently used to show that the ADI schemes under
consideration are unconditionally stable when applied to finite difference discretizations of
general parabolic two-dimensional convection–diffusion equations. Supporting numerical …
boundary value problems for convection–diffusion equations with cross derivative terms. We
derive new linear stability results for three ADI schemes that have previously been studied in
the literature. These results are subsequently used to show that the ADI schemes under
consideration are unconditionally stable when applied to finite difference discretizations of
general parabolic two-dimensional convection–diffusion equations. Supporting numerical …
We consider Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-boundary value problems for convection–diffusion equations with cross derivative terms. We derive new linear stability results for three ADI schemes that have previously been studied in the literature. These results are subsequently used to show that the ADI schemes under consideration are unconditionally stable when applied to finite difference discretizations of general parabolic two-dimensional convection–diffusion equations. Supporting numerical evidence is included.
Elsevier
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