High-order ADI schemes for convection-diffusion equations with mixed derivative terms
Numerical Analysis
2015-05-29 v1
Abstract
We present new high-order Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-boundary value problems for convection-diffusion equations with mixed derivative terms. Our approach is based on the unconditionally stable ADI scheme proposed by Hundsdorfer. Different numerical discretizations which lead to schemes which are fourth-order accurate in space and second-order accurate in time are discussed.
Keywords
Cite
@article{arxiv.1505.07621,
title = {High-order ADI schemes for convection-diffusion equations with mixed derivative terms},
author = {Bertram Düring and Michel Fournié and Alain Rigal},
journal= {arXiv preprint arXiv:1505.07621},
year = {2015}
}
Comments
10 pages. The final publication is available at Springer via http://dx.doi.org/10.1007/978-3-319-01601-6_17