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.