Stability and convergence of difference schemes for multi-dimensional parabolic equations with variable coefficients and mixed derivatives

DOI10.1080/00207160.2017.1381336zbMath1390.65071OpenAlexW2760796820MaRDI QIDQ4641528

Cui-cui Ji, Rui Du, Zhi-zhong Sun

Publication date: 17 May 2018

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2017.1381336

zbMATH Keywords

stabilityconvergencefinite difference schemeparabolic equationRichardson extrapolationvariable coefficientsmixed derivatives

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Related Items (3)

Numerical analysis of fractional viscoelastic fluid problem solved by finite difference scheme ⋮ On the numerical solution of a class of variable coefficients parabolic moving boundary problems ⋮ Convergence analysis of an IMEX scheme for an integro-differential equation with inexact boundary arising in option pricing with stochastic intensity jumps

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