A nonuniform grid method for solving PDE's

DOI10.1016/S0165-1889(98)00020-7MaRDI QIDQ1274220zbMATH OpenFDO

Authors Ivailo Izvorski

Publication date 12 January 1999

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

finite difference methodconstant coefficientsvariable step-size algorithm

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Initial value problems for second-order parabolic equations (35K15) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

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Cites work

• Alternating direction methods for parabolic equations in two space dimensions with a mixed derivative

Cited in

(7)

• On the direct solution of Poisson's equation on a non-uniform grid
• The method of quasiuniform grids in an infinite domain.
• scientific article; zbMATH DE number 3999236 (Why is no real title available?)
• Solving finite difference schemes arising in trivariate option pricing.
• On solving non-homogeneous partial differential equations with right-hand side defined on the grid
• scientific article; zbMATH DE number 3907975 (Why is no real title available?)
• scientific article; zbMATH DE number 5307812 (Why is no real title available?)

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