IMEX variable step-size Runge-Kutta methods for parabolic integro-differential equations with nonsmooth initial data (Q6974555)
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scientific article; zbMATH DE number 8049860
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| English | IMEX variable step-size Runge-Kutta methods for parabolic integro-differential equations with nonsmooth initial data |
scientific article; zbMATH DE number 8049860 |
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IMEX variable step-size Runge-Kutta methods for parabolic integro-differential equations with nonsmooth initial data (English)
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6 June 2025
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parabolic integro-differential equations
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IMEX Runge-Kutta methods
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stage-based interpolation Runge-Kutta methods
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option pricing models
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nonsmooth initial data
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stability
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error estimates
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