Schémas compacts d'ordre élevé: application aux problèmes bidimensionnels de diffusion-convection instationnaire I

DOI10.1016/S0764-4442(99)80205-5MaRDI QIDQ4262010zbMATH OpenOpenAlexFDO

Authors Alain Rigal

Publication date 22 May 2000

Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0764-4442(99)80205-5

zbMATH Keywords

compact difference schemesdiffusion-convection problems

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)

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Cited in

(17)

• A full analysis of a new second order finite volume approximation based on a low-order scheme using general admissible spatial meshes for the unsteady one dimensional heat equation
• Exponential compact higher-order schemes and their stability analysis for unsteady convection-diffusion equations
• A class of higher order compact schemes for the unsteady two-dimensional convection-diffusion equation with variable convection coefficients
• Two-level compact implicit schemes for three-dimensional parabolic problems
• A high-order compact ADI method for solving three-dimensional unsteady convection-diffusion problems
• High-order bicompact schemes for the quasilinear multidimensional diffusion equation
• A class of two-level compact implicit schemes for three-dimensional unsteady convection-diffusion problems
• Bicompact schemes for the multidimensional convection-diffusion equation
• On the 18th and 22nd order differential schemes for the equations with convective and diffusion terms
• High-order compact scheme with multigrid local mesh refinement procedure for convection-diffusion problems.
• High-order compact boundary value method for the solution of unsteady convection-diffusion problems
• High order ADI method for solving unsteady convection-diffusion problems
• High-order ADI scheme for option pricing in stochastic volatility models
• High-order difference schemes for 2D elliptic and parabolic problems with mixed derivatives
• The compact second-order upwind finite difference schemes for the convection-diffusion equations
• Sparse grid high-order ADI scheme for option pricing in stochastic volatility models
• Extension of high-order compact schemes to time-dependent problems

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• AXIOM

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