Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation

DOI10.1016/S0893-9659(03)90027-9zbMath1046.65081MaRDI QIDQ1431851

Rafael Company, Enrique Ponsoda, Lucas Jodar

Publication date: 11 June 2004

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

convection-diffusion equation; initial value problem; Fourier transform method; a priori error bound; Simpson's integration formula

Mathematics Subject Classification ID

65M70: Spectral, collocation and related 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

Uses Software

• Mathematica

Cites Work

• Applications of analysis on nilpotent groups to partial differential equations
• Some mathematical results in the pricing of American options
• Exact solution of mixed problems for variable coefficient one-dimensional diffusion equation
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