A new stability result for the modified Craig-Sneyd scheme applied to two-dimensional convection-diffusion equations with mixed derivatives
type: Item
instance of: scholarly article
title: A new stability result for the modified Craig-Sneyd scheme applied to two-dimensional convection-diffusion equations with mixed derivatives
zbMATH Open document ID: 1410.65319
author: Chittaranjan Mishra
published in: Applied Mathematics and Computation
publication date: 2019-03-21T00:00:00Z
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 65M22
Mathematics Subject Classification ID: 35K20
zbMATH DE Number: 7040165
zbMATH Keywords: convection-diffusion equations
zbMATH Keywords: initial-boundary value problems
zbMATH Keywords: ADI schemes
zbMATH Keywords: von Neumann stability analysis
zbMATH Keywords: computational finance
MaRDI profile type: Publication
full work available at URL: j.amc.2016.03.022
OpenAlex ID: W2314642887
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DOI: 10.1016/J.AMC.2016.03.022
description: scientific article; zbMATH DE number 7040165