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An optimum implicit recurrence formula for the heat conduction equation

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Publication:3226003
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DOI10.1090/QAM/73292zbMATH Open0066.10501OpenAlexW2566747797MaRDI QIDQ3226003FDOQ3226003


Authors: Stephen H. Crandall Edit this on Wikidata


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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