Semi-Lagrangian schemes for parabolic equations (Q2849676)

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Semi-Lagrangian schemes for parabolic equations
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    Semi-Lagrangian schemes for parabolic equations (English)
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    24 September 2013
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    numerical schemes
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    linear and fully nonlinear parabolic equations of second order
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    fractional or nonlocal versions of the equations of order less than or equal to two
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    (singular) integral terms
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    numerical quadrature
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