Monotone difference schemes for equations with mixed derivatives
There are considered elliptic and parabolic equations of arbitrary dimension with alternating coefficients at mixed derivatives. For such equations, monotone difference schemes of the second order of local approximation are constructed. Schemes suggested satisfy the principle of maximum. A priori es...
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Veröffentlicht in: | Computers & mathematics with applications (1987) 2002-08, Vol.44 (3), p.501-510 |
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Hauptverfasser: | , , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | There are considered elliptic and parabolic equations of arbitrary dimension with alternating coefficients at mixed derivatives. For such equations, monotone difference schemes of the second order of local approximation are constructed. Schemes suggested satisfy the principle of maximum.
A priori estimates of stability in the norm
C without limitation on the grid steps τ and
hα, α = 1,2,…,
p are obtained (unconditional stability). |
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ISSN: | 0898-1221 1873-7668 |
DOI: | 10.1016/S0898-1221(02)00164-5 |