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Stability of the modified Craig–Sneyd scheme for two-dimensional convection–diffusion equations with mixed derivative term
- Source :
-
Mathematics & Computers in Simulation . Jul2011, Vol. 81 Issue 11, p2540-2548. 9p. - Publication Year :
- 2011
-
Abstract
- 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. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 03784754
- Volume :
- 81
- Issue :
- 11
- Database :
- Academic Search Index
- Journal :
- Mathematics & Computers in Simulation
- Publication Type :
- Periodical
- Accession number :
- 61488251
- Full Text :
- https://doi.org/10.1016/j.matcom.2011.04.004