Laplace transform method for parabolic problems with time-dependent coefficients

DOI10.1137/110824000MaRDI QIDQ4918798zbMATH OpenOpenAlexFDO

Authors H. Lee, D. Sheen, Jin Woo Lee

Publication date 6 May 2013

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/b37ce5e8e1aace21b1fcfc1056dfc1949a740813

zbMATH Keywords

dual variableparallel method

Mathematics Subject Classification ID

Transform methods (e.g., integral transforms) applied to PDEs (35A22) Theoretical approximation in context of PDEs (35A35) Abstract parabolic equations (35K90) Laplace transform (44A10) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical methods for integral transforms (65R10)

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(13)

• Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing
• Fast Laplace transform methods for free-boundary problems of fractional diffusion equations
• An ergodic approach to Laplace transforms on time scales
• A contour method for time-fractional PDEs and an application to fractional viscoelastic beam equations
• Second-order and nonuniform time-stepping schemes for time fractional evolution equations with time-space dependent coefficients
• Second-order nonuniform time-stepping schemes for time-fractional evolution equations with general elliptic operator
• Fast numerical contour integral method for fractional diffusion equations
• scientific article; zbMATH DE number 952344 (Why is no real title available?)
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• A parallel-in-time algorithm for high-order BDF methods for diffusion and subdiffusion equations
• Subdiffusion with a time-dependent coefficient: Analysis and numerical solution
• Generalization of the Laplace transform for solving differential equations with piecewise constant coefficients
• Multitask kernel-learning parameter prediction method for solving time-dependent linear systems

Describes a project that uses

Uses Software

• Sinc-Pack

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