Displaying similar documents to “Implicit difference methods for quasilinear parabolic functional differential problems of the Dirichlet type”

Difference methods for parabolic functional differential problems of the Neumann type

K. Kropielnicka (2007)

Annales Polonici Mathematici

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Nonlinear parabolic functional differential equations with initial boundary conditions of the Neumann type are considered. A general class of difference methods for the problem is constructed. Theorems on the convergence of difference schemes and error estimates of approximate solutions are presented. The proof of the stability of the difference functional problem is based on a comparison technique. Nonlinear estimates of the Perron type with respect to the functional variable for given...

Comparison of explicit and implicit difference schemes for parabolic functional differential equations

Zdzisław Kamont, Karolina Kropielnicka (2012)

Annales Polonici Mathematici

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Initial-boundary value problems of Dirichlet type for parabolic functional differential equations are considered. Explicit difference schemes of Euler type and implicit difference methods are investigated. The following theoretical aspects of the methods are presented. Sufficient conditions for the convergence of approximate solutions are given and comparisons of the methods are presented. It is proved that the assumptions on the regularity of the given functions are the same for both...

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.

Comparison of explicit and implicit difference methods for quasilinear functional differential equations

W. Czernous, Z. Kamont (2011)

Applicationes Mathematicae

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We give a theorem on error estimates of approximate solutions for explicit and implicit difference functional equations with unknown functions of several variables. We apply this general result to investigate the stability of difference methods for quasilinear functional differential equations with initial boundary condition of Dirichlet type. We consider first order partial functional differential equations and parabolic functional differential problems. We compare the properties...

Numerical approximations of parabolic differential functional equations with the initial boundary conditions of the Neumann type

Roman Ciarski (2004)

Annales Polonici Mathematici

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The aim of this paper is to present a numerical approximation for quasilinear parabolic differential functional equations with initial boundary conditions of the Neumann type. The convergence result is proved for a difference scheme with the property that the difference operators approximating mixed derivatives depend on the local properties of the coefficients of the differential equation. A numerical example is given.

Explicit difference schemes for nonlinear differential functional parabolic equations with time dependent coefficients-convergence analysis

A. Poliński (2006)

Annales Polonici Mathematici

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We study the initial-value problem for parabolic equations with time dependent coefficients and with nonlinear and nonlocal right-hand sides. Nonlocal terms appear in the unknown function and its gradient. We analyze convergence of explicit finite difference schemes by means of discrete fundamental solutions.

Implicit difference methods for nonlinear first order partial functional differential systems

Elżbieta Puźniakowska-Gałuch (2010)

Applicationes Mathematicae

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Initial problems for nonlinear hyperbolic functional differential systems are considered. Classical solutions are approximated by solutions of suitable quasilinear systems of difference functional equations. The numerical methods used are difference schemes which are implicit with respect to the time variable. Theorems on convergence of difference schemes and error estimates of approximate solutions are presented. The proof of the stability is based on a comparison technique with nonlinear...

A finite difference method for quasi-linear and nonlinear differential functional parabolic equations with Dirichlet's condition

Lucjan Sapa (2008)

Annales Polonici Mathematici

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We deal with a finite difference method for a wide class of nonlinear, in particular strongly nonlinear or quasi-linear, second-order partial differential functional equations of parabolic type with Dirichlet's condition. The functional dependence is of the Volterra type and the right-hand sides of the equations satisfy nonlinear estimates of the generalized Perron type with respect to the functional variable. Under the assumptions adopted, quasi-linear equations are a special case of...

Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation

Bertram Düring, Michel Fournié, Ansgar Jüngel (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides. ...