High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique

In this article we combine the ideas of high-order (HO) and alternating direction implicit (ADI) schemes on sparse grids for diffusion equations with mixed derivatives. With the help of HO and ADI schemes solutions can be computed, which are fourth-order accurate in space and second-order accurate in time. For each implicit step of the ADI scheme we use a high-order-compact (HOC) discretisation such that the computational effort consists of only solving tridiagonal systems. In order to reduce the number of grid points, we use the combination technique to construct a solution defined on the sparse grid. This approach allows to further reduce the computational effort and memory consumption.

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