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

DOI10.1007/978-3-319-01601-6_17zbMATH Open1282.65101arXiv1505.07621OpenAlexW1594880188MaRDI QIDQ5745784FDOQ5745784

Michel Fournié, Alain Rigal, Bertram Düring

Publication date: 31 January 2014

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

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.

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

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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)

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