Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms

Authors:
K. J. In T Hout;C. Mishra
Affiliations:
-;-
Venue:
Applied Numerical Mathematics
Year:
2013

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Abstract

In this paper the unconditional stability of four well-known ADI schemes is analyzed in the application to time-dependent multidimensional diffusion equations with mixed derivative terms. Necessary and sufficient conditions on the parameter @q of each scheme are obtained that take into account the actual size of the mixed derivative coefficients. Our results generalize results obtained previously by Craig & Sneyd (1988) and In @?t Hout & Welfert (2009). Numerical experiments are presented illustrating our main theorems.