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

Roman Ciarski (2004)

Annales Polonici Mathematici

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.

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