Stability of approximate factorization with \(\theta\)-methods

DOI10.1023/A:1022318619173zbMath0940.65084OpenAlexW1540199570MaRDI QIDQ1307242

Willem H. Hundsdorfer

Publication date: 1 December 1999

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022318619173

zbMATH Keywords

stabilitytheta-methodapproximate factorization methodtime splitting method

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Related Items (7)

High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique ⋮ Stability of ADI schemes applied to convection--diffusion equations with mixed derivative terms ⋮ Convergence in the maximum norm of ADI-type methods for parabolic problems ⋮ An ADI Sparse Grid method for Pricing Efficiently American Options under the Heston Model ⋮ Convergence in $\ell_2$ and $\ell_\infty$ Norm of One-Stage AMF-W-Methods for Parabolic Problems ⋮ Power boundedness in the maximum norm of stability matrices for ADI methods ⋮ Accuracy and stability of splitting with stabilizing corrections

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