A carregar...
Publicação
Discretisation of abstract linear evolution equations of parabolic type
| Nome: | Descrição: | Tamanho: | Formato: | |
|---|---|---|---|---|
| 851.9 KB | Adobe PDF |
Orientador(es)
Resumo(s)
We investigate the discretisation of the linear parabolic equation du/dt = A(t)u + f(t) in abstract spaces, making use of both the implicit and the explicit finite-difference schemes. The stability of the explicit scheme is obtained, and the schemes’ rates of convergence are estimated. Additionally, we study the special cases where A and f are approximated by integral averages and also by weighted arithmetic averages.
Descrição
Palavras-chave
Parabolic Evolution Equations Finite-difference Methods Financial Mathematics
Contexto Educativo
Citação
Gonçalves, Fernando F., Maria do Rosário Grossinho and Eva Morais . (2012). “Discretisation of abstract linear evolution equations of parabolic type”. Advances in Difference Equations Vol. 1: pp 1-29.
Editora
A SpringerOpen Journal