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

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.

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Year of publication:	2011
Authors:	in 't Hout, K.J. ; Mishra, C.
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 81.2011, 11, p. 2540-2548
Publisher:	Elsevier
Subject:	Initial-boundary value problems \| Convection–diffusion equations \| Method-of-lines \| ADI splitting schemes \| Von Neumann stability analysis

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011050601