Displaying similar documents to “Smoothing properties in multistep backward difference method and time derivative approximation for linear parabolic equations.”

Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise

Georgios T. Kossioris, Georgios E. Zouraris (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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We consider an initial and Dirichlet boundary value problem for a fourth-order linear stochastic parabolic equation, in one space dimension, forced by an additive space-time white noise. Discretizing the space-time white noise a modelling error is introduced and a regularized fourth-order linear stochastic parabolic problem is obtained. Fully-discrete approximations to the solution of the regularized problem are constructed by using, for discretization in space, a Galerkin finite element...

On a parabolic integrodifferential equation of Barbashin type

B. G. Pachpatte (2011)

Commentationes Mathematicae Universitatis Carolinae

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In the present paper we study some basic qualitative properties of solutions of a nonlinear parabolic integrodifferential equation of Barbashin type which occurs frequently in applications. The fundamental integral inequality with explicit estimate is used to establish the results.

Semilinear evolution equations of the parabolic type

Jan Bochenek (1999)

Annales Polonici Mathematici

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This paper is devoted to the investigation of the abstract semilinear initial value problem du/dt + A(t)u = f(t,u), u(0) = u₀, in the "parabolic" case.