Additive difference schemes for solving parabolic equations with mixed derivatives

MaRDI QIDQ1323931zbMATH OpenFDO

Authors A. N. Muchinskii, V. A. Tsurko

Publication date 6 July 1994

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

additive two-layer difference schemeserror estimatesfirst boundary value problemmixed derivativesmulti dimensional linear parabolic equationnumerical results

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Review text

A family of additive two-layer difference schemes for the first boundary value problem for a multi dimensional linear parabolic equation with mixed derivatives is constructed. Error estimates are proved. Numerical results are given.

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