An explicit difference scheme for solving parabolic equations with mixed derivatives. (Chinese. English summary) Zbl 0572.65082
The first boundary value problem for three-dimensional parabolic partial differential equations with mixed derivatives is considered. For solving this problem, an explicit difference scheme is derived. This scheme is absolute stable. A numerical example is presented, which shows that this scheme is more accurate than the ADI method.
MSC:
| 65N12 | Stability and convergence of numerical methods for boundary value problems involving PDEs |
| 35K20 | Initial-boundary value problems for second-order parabolic equations |
