Discretisation of abstract linear evolution equations of parabolic type

DOI10.1186/1687-1847-2012-14zbMath1278.65078WikidataQ59271299 ScholiaQ59271299MaRDI QIDQ387293

Maria do Rosário Grossinho, Eva Morais, Fernando F. Gonçalves

Publication date: 20 December 2013

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2012-14

zbMATH Keywords

finite-difference methods; financial mathematics; parabolic evolution equations

Mathematics Subject Classification ID

39A12: Discrete version of topics in analysis

65J10: Numerical solutions to equations with linear operators

Related Items

Spatial approximation of nondivergent type parabolic PDEs with unbounded coefficients related to finance

Cites Work

• Rate of convergence of space time approximations for stochastic evolution equations
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• On variable stepsize Runge-Kutta approximations of a Cauchy problem for the evolution equation
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• Semidiscretization in Time for Parabolic Problems
• On the Use of Stability Regions in the Numerical Analysis of Initial Value Problems
• On Rational Approximations of Semigroups
• Stability of Runge-Kutta methods for abstract time-dependent parabolic problems: The Hölder case
• Stability of Time-Stepping Methods for Abstract Time-Dependent Parabolic Problems
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