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Paper detail

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 introduced by In 't Hout & Welfert (2009) 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 of the scheme are derived concerning unconditional stability in the von Neumann sense.

preprint2010arXivOpen access
K. J. in 't HoutC. Mishra
math.NA
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K. J. in 't HoutC. Mishra

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