Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms

DOI10.1016/j.apnum.2008.03.016zbMath1161.65073OpenAlexW2092439997MaRDI QIDQ1007389

Karel J. in 't Hout, Bruno D. Welfert

Publication date: 20 March 2009

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2008.03.016

zbMATH Keywords

finite difference method initial boundary value problems Neumann stability analysis ADI splitting scheme diffusion equitions

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Second-order parabolic equations (35K10)

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