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

Karel J. in 't Hout, Maarten Wyns. Convergence of the Modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term. J. Computational Applied Mathematics, 296:170-180, 2016. [doi]

Abstract

Abstract is missing.