Resolvent conditions for discretizations of diffusion-convection-reaction equations in several space dimensions

DOI10.1016/S0168-9274(98)00017-8zbMath0929.65069OpenAlexW2064735777MaRDI QIDQ1294493

F. A. J. Straetemans

Publication date: 11 January 2000

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0168-9274(98)00017-8

zbMATH Keywords

stabilityresolvent conditionsdiffusion-convection-reaction equationsmutidimensional problems

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

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Numerical solution of two asset jump diffusion models for option valuation ⋮ Convergence in $\ell_2$ and $\ell_\infty$ Norm of One-Stage AMF-W-Methods for Parabolic Problems ⋮ A bound on powers of linear operators, with relevance to numerical stability ⋮ Stability in the numerical solution of the heat equation with nonlocal boundary conditions ⋮ Sharpening the estimate of the stability constant in the maximum-norm of the Crank-Nicolson scheme for the one-dimensional heat equation

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