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

DOI10.12988/imf.2007.07308zbMath1157.65050MaRDI QIDQ3518928

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

stability; backward differentiation formula methods; operator splitting; finite difference methods; parabolic problems; parabolic PDE; fourth-order finite difference methods; alternating directions implicit methods; fourth-order splitting methods

Mathematics Subject Classification ID

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

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

35K15: Initial value problems for second-order parabolic equations