Grid approximation of singularly perturbed parabolic equations with piecewise continuous initial-boundary conditions (Q764717): Difference between revisions

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+Differencing scheme for a differential equation with a small parameter affecting the highest derivative
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+Approximation of the solution and its derivative for the singularly perturbed Black-Scholes equation with nonsmooth initial data
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+GRID APPROXIMATION OF SINGULARLY PERTURBED PARABOLIC REACTION‐DIFFUSION EQUATIONS WITH PIECEWISE SMOOTH INITIAL‐BOUNDARY CONDITIONS
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