Finite Difference Schemes with Cross Derivatives Correctors for Multidimensional Parabolic Systems

Abstract. We propose finite difference schemes for multidimensional quasilinear parabolic systems whose main feature is the introduction of correctors which control the second-order terms with mixed derivatives. We show that with these correctors the schemes inherit physically relevant properties present at the continuous level, such as the existence of invariant domains and/or the nonincrease of the total amount of entropy. The analysis is performed with some general tools that could be used also in the analysis of finite volume methods of flux vector splitting type for first-order hyperbolic problems on unstructured meshes. Applications to the compressible Navier-Stokes system are given.