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Old   April 14, 2009, 12:58
Default ADI and mixed derivatives
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i want to know how to make a program for crank nicholson scheme using ADI. i want to extend the program from the noraml derivatives to cross derivative terms.. i know how to do it for simple derivatives but how can i incorporate the mixed derivative term in tridaignal form, i have no clue... if anybody has any algorithm tht shows how to apply this or a good read or paper will be helpful..

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Old   May 9, 2009, 12:43
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Alpana Agarwal
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I came across this problem recently. I think you are talking about d2u/dxdy kind of terms. They are usually included in the source term. If you are using FVM, then a good reference would be:

An Introduction to Computational Fluid Dynamics- The Finite Volume Method- H K Versteeg and W Malalasekera

This is given in the appendix.
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