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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Is your work missing from RePEc? 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 craib terms. This item may be available elsewhere in EconPapers: Skip to search form Skip to main content. When the initial function is nonsmooth, which is often the case for example in financial mathematics, application of the MCS scheme can lead to spurious erratic behaviour of the numerical approximations.
This article is also available for rental through DeepDyve. Close mobile search navigation Article navigation. Email alerts New issue alert. Stability of the modified Craig — Sneyd scheme for two – dimensional convection — diffusion equations with mixed derivative term.
Don’t already have an Oxford Academic account? Maximum norm error estimates for Neumann boundary value problems on caig meshes. Oxford University Press is a department of the University of Oxford. Welfert, Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms, Appl.
Such equations arise often, notably, in the field of financial mathematics. Long-time a posteriori error estimates for fully discrete parabolic problems. Sign In or Create an Account.
This technique is often called Rannacher time stepping. It furthers the University’s objective of excellence in research, scholarship, and education by publishing worldwide. This study is relevant to an observation of apparent discrepancy in a real world application of the scheme, i. Citing articles via Web of Science 2. Don’t have an account? It is one of the most prominent ADI schemes currently known for their efficiency in solving above type of problems.
Numerical methods for ordinary differential equations Experiment Relevance. References Publications referenced by this paper. Convergence analysis of the Modified Craig—Sneyd scheme for two-dimensional convection—diffusion equations with nonsmooth initial data Maarten Wyns.
The stability of the scheme is analyzed in the von Neumann framework, effectively taking into account the actual size of the rcaig derivative term.
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Ample numerical experiments are provided that show the sharpness of our obtained error bound. Topics Discussed in This Paper. Related articles in Web of Snetd Google Scholar.
You could not be signed in. Here is how to contribute. Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term Karel J.
A new stability result for the modified Craig—Sneyd scheme applied to two-dimensional convection—diffusion equations cfaig mixed derivatives Chittaranjan Mishra Applied Mathematics and Computation, vol. Purchase Subscription prices and ordering Short-term Access To purchase short term access, please sign in to your Oxford Academic account above. Citations Publications citing this paper.
Mathematics > Numerical Analysis
You do not currently have access to this article. The obtained results not only generalize some of the existing stability results, but also clearly justify this surprising eneyd theoretically. Most users should sign in with their email address. Sign in via your Institution Sign in. Unconditional stability of second – order ADI schemes applied to multi – dimensional diffusion equations with mixed derivative terms.
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