An optimum implicit recurrence formula for the heat conduction equation

DOI10.1090/QAM/73292MaRDI QIDQ3226003zbMATH OpenOpenAlexFDO

Authors Stephen H. Crandall

Publication date 1955

Published in Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/qam/73292

zbMATH Keywords

numerical analysis

Cited in

(9)

• Numerical solution of one-dimensional parabolic inverse problem
• High accuracy compact operator methods for two-dimensional fourth order nonlinear parabolic partial differential equations
• Numerical schemes for one-dimensional parabolic equations with nonstandard initial condition.
• Derivative formulae and errors for non-uniformly spaced points
• Efficient techniques for the second-order parabolic equation subject to nonlocal specifications
• Finding a control parameter in one-dimensional parabolic equations
• Solution of a partial integro-differential equation arising from viscoelasticity
• Optimal numerical algorithms
• Accurate and efficient pricing of vanilla stock options via the Crandall-Douglas scheme.

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