PDE-W-methods for parabolic problems with mixed derivatives

@article{GonzlezPinto2017PDEWmethodsFP,
  title={PDE-W-methods for parabolic problems with mixed derivatives},
  author={Severiano Gonz{\'a}lez-Pinto and E. Hairer and D. Hern{\'a}ndez-Abreu and Severiano P{\'e}rez-Rodr{\'i}guez},
  journal={Numerical Algorithms},
  year={2017},
  volume={78},
  pages={957-981}
}
The present work considers the numerical solution of differential equations that are obtained by space discretization (method of lines) of parabolic evolution equations. Main emphasis is put on the presence of mixed derivatives in the elliptic operator. An extension of the alternating-direction-implicit (ADI) approach to this situation is presented. Our stability analysis is based on a scalar test equation that is relevant to the considered class of problems. The novel treatment of mixed… CONTINUE READING

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