On positivity, shape, and norm-bound preservation of time-stepping methods for semigroups
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Publication:1772288
DOI10.1016/j.jmaa.2004.09.069zbMath1068.47050OpenAlexW2142641722WikidataQ60580311 ScholiaQ60580311MaRDI QIDQ1772288
Publication date: 18 April 2005
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2004.09.069
One-parameter semigroups and linear evolution equations (47D06) Functional calculus for linear operators (47A60)
Related Items (11)
Multivariate approximation by modified Gauss-Weierstrass operators ⋮ Operator splitting for non-autonomous evolution equations ⋮ Rational approximation schemes for bi-continuous semigroups ⋮ On shape preserving semigroups ⋮ Runge-Kutta convolution quadrature methods for well-posed equations with memory ⋮ Rational inversion of the Laplace transform ⋮ Stabilized approximations of strongly continuous semigroups ⋮ Positivity of exponential Runge-Kutta methods ⋮ Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator ⋮ Numerical analysis view on the general Trotter–Kato product formulae ⋮ On the convergence of rational approximations of semigroups on intermediate spaces
Uses Software
Cites Work
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