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Convergence of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term - MaRDI portal

Convergence of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q898943)

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Convergence of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term
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    Convergence of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (English)
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    21 December 2015
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    initial-boundary value problems
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    convection-diffusion equations
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    ADI splitting schemes
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    convergence analysis
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