Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms
DOI10.1016/j.apnum.2013.07.003zbMath1302.65194arXiv1205.1163OpenAlexW2028789893MaRDI QIDQ2448368
Publication date: 30 April 2014
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.1163
time-discretizationAlternating Direction Implicit schemes stabilitymultidimensional diffusion equations
Stability in context of PDEs (35B35) Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)
Related Items (17)
Cites Work
- Unnamed Item
- Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term
- Alternating direction methods for three space variables
- Stability of ADI schemes applied to convection--diffusion equations with mixed derivative terms
- Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms
- An alternating-direction implicit scheme for parabolic equations with mixed derivatives
- One-step splitting methods for semi-discrete parabolic equations
- Accuracy and stability of splitting with stabilizing corrections
- Stochastic calculus for finance. II: Continuous-time models.
- Efficient and stable numerical solution of the Heston–Cox–Ingersoll–Ross partial differential equation by alternating direction implicit finite difference schemes
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- Matrix Analysis
- Alternating direction methods for parabolic equations in two space dimensions with a mixed derivative
This page was built for publication: Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms