ALTERNATING DIRECTION METHODS FOR PARABOLIC EQUATIONS IN TWO SPACE DIMENSIONS WITH A MIXED DERIVATIVE

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Abstract

The method is shown to be unconditionally stable for two semi- infinite ranges of an auxiliary parameter. Other existing finited difference schemes are mentioned and numerical results are presented.

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MCKEE S, & MITCHELL AR. (1970). ALTERNATING DIRECTION METHODS FOR PARABOLIC EQUATIONS IN TWO SPACE DIMENSIONS WITH A MIXED DERIVATIVE. Computer Journal, 13(1), 81–86. https://doi.org/10.1093/comjnl/13.1.81

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