High-order ADI schemes for convection-diffusion equations with mixed derivative terms

DOI10.1007/978-3-319-01601-6_17zbMATH Open1282.65101OpenAlexW1594880188MaRDI QIDQ5745784FDOQ5745784

Authors Bertram Düring, Michel Fournié, Alain Rigal

Publication date 31 January 2014

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1505.07621

zbMATH Keywords

numerical examplesstabilityconvection-diffusion equationsfinite difference schemeinitial boundary value problemsalternating direction implicit schemes

Mathematics Subject Classification ID

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)

Abstract: We present new high-order Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-boundary value problems for convection-diffusion equations with mixed derivative terms. Our approach is based on the unconditionally stable ADI scheme proposed by Hundsdorfer. Different numerical discretizations which lead to schemes which are fourth-order accurate in space and second-order accurate in time are discussed.

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