In this article we consider the Modified Craig–Sneyd (MCS) scheme which forms a prominent time-stepping method of the Alternating Direction Implicit type for. View the profiles of people named Craig Sneyd. Join Facebook to connect with Craig Sneyd and others you may know. Facebook gives people the power to. Craig Sneyd. /; People; /; Managers; /; Craig Sneyd. Find us at. ; Bella Vista Oval, Crown Tce, Bella Vista. Quicklinks. HFI · FNSW · Laws of the.
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This study is relevant to an observation of apparent discrepancy in a real world application of the scheme, i. Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term Karel J. Unconditional stability of second – order ADI schemes applied to multi – dimensional diffusion equations with mixed derivative terms. From This Paper Figures, tables, and topics from this paper. Stability of ADI schemes formultidimensional diffusion equationswithmixed derivative terms.
Receive exclusive offers craib updates from Oxford Academic. If you originally registered with a username please use that to sign in. We prove crzig this undesirable feature can be resolved by replacing the very first MCS timesteps by several sub steps of the implicit Euler scheme.
A new stability result craiv the modified Craig—Sneyd scheme applied to two-dimensional convection—diffusion equations with mixed derivatives Chittaranjan Mishra Applied Mathematics and Computation, vol.
This item may be available elsewhere in EconPapers: It is one of the most prominent ADI schemes currently known for their efficiency in solving above type of problems. Showing of 16 references.
Mathematics > Numerical Analysis
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The stability of the scheme is analyzed craih the von Neumann framework, effectively taking into account the actual size of the mixed derivative term. We derive a useful convergence sneye for the MCS scheme combined with Rannacher time stepping when it is applied to a model two-dimensional convection—diffusion equation with mixed-derivative term and with Dirac-delta initial data. This technique is often called Rannacher time stepping.
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Stepping level Numerical method. Ample numerical experiments are provided that show the sharpness of our obtained error bound. Sign In or Create an Account.
Numerical solution of fractional elliptic stochastic PDEs with spatial white noise. Stability of the modified Craig — Sneyd scheme for two – dimensional convection — diffusion equations with mixed derivative term. Alternating direction implicit method Search for additional papers on this topic.
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Latest Most Read Most Cited A spectral interpolation scheme on the unit sphere based on the nodes of spherical Lissajous curves. This article is also available for rental through DeepDyve. Is your work missing from RePEc? Mishra Mathematics and Computers in Simulation Alternating direction implicit method Essence Discretization.
Convergence analysis of the Modified Craig—Sneyd scheme for two-dimensional convection—diffusion equations with nonsmooth initial data Maarten Wyns. Skip to search form Skip to main content. You do not currently have access to this article. Convergence analysis of the Modified Craig—Sneyd scheme for two-dimensional convection—diffusion equations with nonsmooth initial data, submitted for publication. This paper deals with a useful stability result for the Modified Craig—Sneyd scheme when applied to two-dimensional convection—diffusion equations with mixed derivative term.
Related articles in Web of Science Ccraig Scholar. Such equations arise often, notably, in the field of financial mathematics. Sign in via your Institution Rcaig in. Sign In Forgot password?
Here is how to contribute. Numerical methods for ordinary differential equations Experiment Relevance. Topics Discussed in This Paper. Citations Publications citing this paper. The obtained results not only generalize some of the existing stability results, but also clearly justify this surprising observation theoretically. To purchase short term access, please sign in to your Oxford Academic account above.
In this article we consider the Modified Craig—Sneyd MCS scheme which forms a prominent time-stepping method of the Alternating Direction Implicit type for multidimensional time-dependent convection—diffusion equations with mixed spatial derivative terms.
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