Analysis of second order difference schemes on non-uniform grids for quasilinear parabolic equations

DOI10.1016/J.CAM.2016.04.006MaRDI QIDQ311435zbMATH OpenOpenAlexFDO

Authors Le Minh Hieu, Lubin G. Vulkov, Peter P. Matus

Publication date 13 September 2016

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2016.04.006

zbMATH Keywords

numerical experimentsmaximum principleerror estimategamma equationmonotone difference schemenon-uniform spatial gridsquasilinear convection-diffusion equationquasilinear parabolic equation

Mathematics Subject Classification ID

Quasilinear parabolic equations (35K59) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

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Cited in

(22)

• Computation of the unknown volatility from integral option price observations in jump-diffusion models
• On convergence of difference schemes for Dirichlet IBVP for two-dimensional quasilinear parabolic equations with mixed derivatives and generalized solutions
• Monotone finite-difference schemes of second-order accuracy for quasilinear parabolic equations with mixed derivatives
• Second order monotone difference schemes with approximation on non-uniform grids for two-dimensional quasilinear parabolic convection-diffusion equations
• On the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations
• Maximum principle for finite-difference schemes with non sigh-constant input data
• On the consistent two-side estimates for the solutions of quasilinear convection-diffusion equations and their approximations on non-uniform grids
• Consistent two-sided estimates for the solutions of homogeneous quasi-linear parabolic equations and their approximations
• Difference schemes on nonuniform grids for the two-dimensional convection-diffusion equation
• Using operator inequalities in studying the stability of difference schemes for nonlinear boundary value problems with nonlinearities of unbounded growth
• Consistent two-sided estimates for the solutions of quasilinear parabolic equations and their approximations
• Compact and monotone difference schemes for parabolic equations
• Criterion for the stability of difference schemes for nonlinear differential equations
• Second order monotone finite-difference schemes on non-uniform grids for multi-dimensional convection-diffusion problem with a boundary condition of the third kind
• Monotone difference schemes of higher accuracy for parabolic equations
• Unconditionally monotone and globally stable difference schemes for the Fisher equation
• Monotone difference schemes for nonlinear parabolic equations
• scientific article; zbMATH DE number 6965187 (Why is no real title available?)
• Globally stable difference schemes for the Fisher equation
• Monotone difference schemes on non-uniform grids for 2d quasi-linear parabolic convection-diffusion equation
• Compact and monotone difference schemes for the generalized Fisher equation
• Monotone difference schemes for weakly coupled elliptic and parabolic systems

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