Generalized trapezoidal formulas for parabolic equations

DOI10.1080/00207169908804765zbMath0926.65081OpenAlexW2040358792MaRDI QIDQ4243267

M. A. Al-Zanaidi, M. M. Chawla, David J. Evans

Publication date: 22 November 1999

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207169908804765

zbMATH Keywords

convergencecomparison of methodsnumerical exampleserror boundsparabolic equationsgeneralized trapezoidal formulassecond-order difference scheme

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Initial value problems for second-order parabolic equations (35K15)

Related Items (22)

Generalized Trapezoidal Formulas For The Symmetric Heat Equation In Polar Coordinates II. The Case Of Point Sources ⋮ Lod generalized trapezoidal formula schemes for parabolic differential equations in two space dimensions ⋮ Unconditionally stable C¹-cubic spline collocation method for solving parabolic equations ⋮ An accurate solution for the generalized Black-Scholes equations governing option pricing ⋮ Spline methods for the solutions of hyperbolic equations ⋮ Generalized Trapezoidal Formulas for the Symmetric Heat Equation in Polar Coordinates ⋮ Generalized trapezoidal formulas for valuing American options ⋮ A class of parameter estimation methods for nonlinear Muskingum model using hybrid invasive weed optimization algorithm ⋮ On a weakly L‐stable time integration formula coupled with nonstandard finite difference scheme with application to nonlinear parabolic partial differential equations ⋮ \(L\)-stable Simpson's 3/8 rule and Burgers' equation ⋮ \(L\)-stable derivative-free error-corrected trapezoidal rule for Burgers' equation with inconsistent initial and boundary conditions ⋮ A novel parameter estimation method for muskingum model using new Newton-type trust region algorithm ⋮ A three-term conjugate gradient algorithm with quadratic convergence for unconstrained optimization problems ⋮ An alternating direction generalized trapezoidal formula scheme for parabolic differential equations in two space dimensions ⋮ Fourth-order schemes of exponential type for singularly perturbed parabolic partial differential equations ⋮ Quartic spline methods for solving one-dimensional telegraphic equations ⋮ On the positivity step size threshold of Runge--Kutta methods ⋮ Compact difference schemes for solving telegraphic equations with Neumann boundary conditions ⋮ Linearly implicit generalized trapezoidal formulas for nonlinear differential equations ⋮ Parameters spline methods for the solution of hyperbolic equations ⋮ Generalized trapezoidal formulas for the black–scholes equation of option pricing ⋮ Extended one-step time-integration schemes for convection-diffusion equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On spatial adaptivity and interpolation when using the method of lines
• A class of generalized trapezoidal formulas for the numerical integration of
• The Extrapolation of First Order Methods for Parabolic Partial Differential Equations. I

This page was built for publication: Generalized trapezoidal formulas for parabolic equations