High-order ADI schemes for convection-diffusion equations with mixed derivative terms
نویسنده
چکیده
We consider new high-order Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-boundary value problems for convection-diffusion equations with cross derivative terms. Our approach is based on the unconditionally stable ADI scheme proposed by Hundsdorfer [12]. Different numerical discretizations which lead to schemes which are fourth-order accurate in space and secondorder accurate in time are discussed.
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