New schemes for a two-dimensional inverse problem with temperature overspecification.
Dehghan, Mehdi (2001)
Mathematical Problems in Engineering
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Displaying similar documents to “Determination of an unknown parameter in a semi-linear parabolic equation.”
New schemes for a two-dimensional inverse problem with temperature overspecification.
Finite difference approximations for a class of nonlocal parabolic equations.
Lin, Yanping, Xu, Shuzhan, Yin, Hong-Ming (1997)
International Journal of Mathematics and Mathematical Sciences
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On the numerical solution of the diffusion equation with a nonlocal boundary condition.
Dehghan, Mehdi (2003)
Mathematical Problems in Engineering
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Implicit difference schemes for mixed problems related to parabolic functional differential equations
Milena Netka (2011)
Annales Polonici Mathematici
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Solutions of initial boundary value problems for parabolic functional differential equations are approximated by solutions of implicit difference schemes. The existence and uniqueness of approximate solutions is proved. The proof of the stability is based on a comparison technique with nonlinear estimates of the Perron type for given operators. It is shown that the new methods are considerably better than the explicit difference schemes. Numerical examples are presented.
Well-posedness of the boundary value problem for parabolic equations in difference analogues of spaces of smooth functions.
Ashyralyev, A. (2007)
Mathematical Problems in Engineering
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High-order compact implicit difference methods for parabolic equations in geodynamo simulation.
Liu, Don, Kuang, Weijia, Tangborn, Andrew (2009)
Advances in Mathematical Physics
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Solution of the porous media equation by a compact finite difference method.
Sari, Murat (2009)
Mathematical Problems in Engineering
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Convergence of a mimetic finite difference method for static diffusion equation.
Guevara-Jordan, J.M., Rojas, S., Freites-Villegas, M., Castillo, J.E. (2007)
Advances in Difference Equations [electronic only]
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On some finite difference schemes for solution of hyperbolic heat conduction problems
Raimondas Čiegis, Aleksas Mirinavičius (2011)
Open Mathematics
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We consider the accuracy of two finite difference schemes proposed recently in [Roy S., Vasudeva Murthy A.S., Kudenatti R.B., A numerical method for the hyperbolic-heat conduction equation based on multiple scale technique, Appl. Numer. Math., 2009, 59(6), 1419–1430], and [Mickens R.E., Jordan P.M., A positivity-preserving nonstandard finite difference scheme for the damped wave equation, Numer. Methods Partial Differential Equations, 2004, 20(5), 639–649] to solve an initial-boundary...
Immersed interface method for a system of linear reaction-diffusion equations with nonlinear singular own sources
J. D. Kandilarov (2007)
Kragujevac Journal of Mathematics
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A new second order finite difference conservative scheme.
Guevara-Jordan, J.M., Rojas, S., Freites-Villegas, M., Castillo, J.E. (2005)
Divulgaciones Matemáticas
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Numerical experiments with different schemes for a singularly perturbed problem.
Herceg, Dragoslav, Surla, Katarina, Radeka, Ivana, Maličić, Helena (2001)
Novi Sad Journal of Mathematics
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Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs
Rafael Company, Lucas Jódar, José-Ramón Pintos (2009)
ESAIM: Mathematical Modelling and Numerical Analysis
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This paper deals with the numerical solution of nonlinear Black-Scholes equation modeling European vanilla call option pricing under transaction costs. Using an explicit finite difference scheme consistent with the partial differential equation valuation problem, a sufficient condition for the stability of the solution is given in terms of the stepsize discretization variables and the parameter measuring the transaction costs. This stability condition is linked to some properties of...