Geodesic
Economic difference scheme for a parabolic equation with a mixed spatial derivative
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 9, pp. 1622-1628 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
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     title = {Economic difference scheme for a~parabolic equation with a~mixed spatial derivative},
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L. F. Yukhno. Economic difference scheme for a parabolic equation with a mixed spatial derivative. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 9, pp. 1622-1628. http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_9_a8/

[1] Kalitkin H. H., Chislennye metody, Nauka, M., 1978 | MR

[2] Samarskii A. A., Nikolaev E. S., Metody resheniya setochnykh uravnenii, Nauka, M., 1978 | MR

[3] Bakhvalov N. S., Zhidkov H. P., Kobelkov G. M., Chislennye metody, Nauka, M., 1987 | MR | Zbl