Higher-order difference and higher-order splitting methods for 2D parabolic problems with mixed derivatives

DOI10.12988/IMF.2007.07308MaRDI QIDQ3518928zbMATH OpenOpenAlexFDO

Authors Jürgen Geiser

Publication date 12 August 2008

Published in International Mathematical Forum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12988/imf.2007.07308

zbMATH Keywords

alternating directions implicit methodsbackward differentiation formula methodsfinite difference methodsfourth-order finite difference methodsfourth-order splitting methodsoperator splittingparabolic PDEparabolic problemsstability

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) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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