A New Alternating Direction Method for Parabolic Equations in Three Space Variables

DOI10.1137/0113063MaRDI QIDQ5511624zbMATH OpenOpenAlexFDO

Authors A. R. Mitchell, Graeme Fairweather

Publication date 1965

Published in Journal of the Society for Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0113063

zbMATH Keywords

numerical analysis

Cited in

(6)

• A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing
• Some high accuracy difference with a Splitting operator for equations of parabolic and elliptic type
• On the numerical solution of a heat equations associated with a thermal print-head
• A higher-order difference method for 3-D parabolic partial differential equations with nonlinear first derivative terms
• Fourth order operator splitting method for the three space parabolic equation with variable coefficients
• Intermediate boundary corrections for split operator methods in three dimensions

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