Smoothing properties and approximation of time derivatives for parabolic equations: constant time steps

DOI10.1093/IMANUM/23.3.465zbMATH Open1047.65074OpenAlexW2087083915MaRDI QIDQ4457847FDOQ4457847

Authors: Y. Yan 

Publication date: 17 March 2004

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/23.3.465

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zbMATH Keywords

smoothingconvergencenumerical examplesstabilityerror estimatesfinite differenceBanach spacesone-step methodtime derivativelinear finite elementsRitz projection

Mathematics Subject Classification ID

Abstract parabolic equations (35K90) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70) 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) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Linear differential equations in abstract spaces (34G10)

Cited In (10)

• Partial differential integral equation model for pricing American option under multi state regime switching with jumps
• A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations
• Smoothing \(A\) properties and approximation of time derivatives for parabolic equations: Variable time steps
• Analysis of time discretization methods for Stokes equations with a nonsmooth forcing term
• Smoothing schemes for reaction-diffusion systems with nonsmooth data
• The numerical approximation of nonlinear Black--Scholes model for exotic path-dependent American options with transaction cost
• Smoothing properties in multistep backward difference method and time derivative approximation for linear parabolic equations
• An ETD Crank-Nicolson method for reaction-diffusion systems
• Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data
• Strong stability and non-smooth data error estimates for discretizations of linear parabolic problems

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