Numercial Solution of Boundary-Valtue Problems for Second-Order Elliptic Equations with Mixed Derivatives by Effective Iteration Methods

摘要

The paper considers the numerical solution of boundary-value problems for second-order elliptic equations with mixed derivatives occurring, in particular, in the mathematical simulation of physical processes in the anisotropic medium. The spectral properties of matrices obtained from a center-difference approximation of the problem are investigated. For an approximated solution of the system of linear algebraic equations, a new two-step skew-symmetric iteration method is used.