A second order backward difference method with variable steps for a parabolic problem

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

35K15: Initial value problems for second-order parabolic equations

65M50: Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs

Related Items

Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data, Shout options: A framework for pricing contracts which can be modified by the investor, Stability of linear multistep methods and applications to nonlinear parabolic problems., Estimates of variable stepsize Runge-Kutta methods for sectorial evolution equations with nonsmooth data, Convergence of the variable two-step BDF time discretisation of nonlinear evolution problems governed by a monotone potential operator, Stability and error of the variable two-step BDF for semilinear parabolic problems

Cites Work