Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms

By K. I. Hout, Bruno D. Welfert. 2009

122 citations recorded by the source corpus.

Subfields: Computational Mechanics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/18389266b4eca19270b2cdf2cb305aa14c716fab

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Mechanics

1. G. Em Karniadakis
2. Fangying Song
3. Chuanju Xu
4. Maizar Raissi
5. Paris Perdikaris
6. Suchuan Dong
7. Chi-Wang Shu
8. Xiaofeng Yang

In Numerical Analysis

1. G. Em Karniadakis
2. Fangying Song
3. Chuanju Xu
4. Anatoly A. Alikhanov
5. Bangti Jin
6. Ali H. Bhrawy
7. Martin Stynes
8. Fawang Liu

Citations in the corpus

• ADI Schemes for Pricing American Options under the Heston Model (2013, unknown): “In the literature substantial attention has recently been given to the study of unconditional von Neumann stability for ADI schemes when applied to multidimensional convection-diffusion equations with mixed spatial derivative terms, cf. [8, 17, 19, 20, 27, 28].”
• A fractional phase-field model for two-phase flows with tunable sharpness: Algorithms and simulations (2016, methodology): “The ADI scheme we develop below for the fractional phase field model is a straight-forward extension of its counterpart for the traditional diffusion equation [42,43].”