Stability of the modified Craig–Sneyd scheme for two-dimensional convection–diffusion equations with mixed derivative term

K.J. in 't Hout and C. Mishra

Mathematics and Computers in Simulation (MATCOM), 2011, vol. 81, issue 11, 2540-2548

Abstract: The modified Craig–Sneyd (MCS) scheme is a promising splitting scheme of the ADI type for multi-dimensional pure diffusion equations having mixed spatial-derivative terms. In this paper we investigate the extension of the MCS scheme to two-dimensional convection–diffusion equations with a mixed derivative. Both necessary and sufficient conditions on the parameter θ of the scheme are derived concerning unconditional stability in the von Neumann sense.

Keywords: Initial-boundary value problems; Convection–diffusion equations; Method-of-lines; ADI splitting schemes; Von Neumann stability analysis (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:81:y:2011:i:11:p:2540-2548

DOI: 10.1016/j.matcom.2011.04.004

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