Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term

K. J. in t Hout, C. Mishra. Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term. Mathematics and Computers in Simulation, 81(11):2540-2548, 2011. [doi]

Abstract

Abstract is missing.