This article is cited in 1 paper

Economic difference scheme for a parabolic equation with a mixed spatial derivative

L. F. Yukhno

Institute of Mathematical Modeling, Russian Academy of Sciences, Miusskaya pl. 4a, Moscow, 125047, Russia

Abstract: A modification of a well-known locally one-dimensional method for a parabolic equation is proposed. The method remains economic even if the equation involves a mixed derivative with respect to spatial variables. A model case study of the method is presented. Numerical results are given that demonstrate the efficiency of the method.

Key words: parabolic equation, economic difference scheme, stability.

UDC: 519.633

Received: 24.02.2009

 English version: Computational Mathematics and Mathematical Physics, 2009, 49:9, 1547–1553

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