A numerical method for solving time-dependent convection-diffusion problems

MaRDI QIDQ4627603zbMATH OpenFDO

Authors M. El Merzguioui, A. El Hajaji, Hilal Khalid, Saadia Chadli Lalla

Publication date 11 March 2019

Full work available at URL http://www.spm.uem.br/bspm/pdf/vol35-1/Art15.pdf

zbMATH Keywords

convection-diffusion equationspline collocation method\(\theta\)-method

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Initial-boundary value problems for second-order parabolic equations (35K20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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Cites work

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• A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation
• A practical guide to splines
• A simpler analysis of a hybrid numerical method for time-dependent convection-diffusion problems
• A uniformly convergent scheme on a nonuniform mesh for convection-diffusion parabolic problems
• An exponentially-fitted method for singularly perturbed, one-dimensional, parabolic problems
• Pricing American bond options using a cubic spline collocation method
• Robust Numerical Methods for Singularly Perturbed Differential Equations

Cited in

(13)

• A fitted operator finite difference method of lines for singularly perturbed parabolic convection-diffusion problems
• A quintic spline collocation method for solving time-dependent convection-diffusion problems
• Fitted operator method for parabolic singularly perturbed convection-diffusion problems via polynomial cubic spline
• Numerical solution of quenching problems using mesh-dependent variable temporal steps
• Incremental unknowns method based on the -scheme for time-dependent convection-diffusion equations
• Numerical solution of time-dependent problems with different time scales
• A fractional step \(\theta\) -method for convection-diffusion problems
• Fitted cubic spline scheme for two-parameter singularly perturbed time-delay parabolic problems
• A numerical scheme for solving nonhomogeneous time-dependent problems
• scientific article; zbMATH DE number 857659 (Why is no real title available?)
• Stably determining time-dependent convection–diffusion coefficients from a partial Dirichlet-to-Neumann map
• Theoretical study of a numerical method to solve a diffusion-convection problem
• Finite-difference schemes for time-dependent diffusion-convection problems

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