scholarly journals An alternating-direction implicit scheme for parabolic equations with mixed derivatives

1988 ◽  
Vol 16 (4) ◽  
pp. 341-350 ◽  
Author(s):  
I.J.D. Craig ◽  
A.D. Sneyd
2014 ◽  
Vol 998-999 ◽  
pp. 1000-1003
Author(s):  
Fang Wang

The solution of 2D parabolic equations based on the alternating direction implicit scheme is one of the important methods to solve high dimension problems.A alternating direction implicit scheme is presented in this paper, the stability and convergence of the alternating direction implicit scheme is to be proved, and the scheme of the errors are analyzed. Through the numerical experiment, the result shows that the method has good stability and high precision.


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