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

DOI10.1093/IMANUM/23.3.465MaRDI QIDQ4457847zbMATH OpenOpenAlexFDO

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

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)

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• A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations
• The numerical approximation of nonlinear Black--Scholes model for exotic path-dependent American options with transaction cost
• An ETD Crank-Nicolson method for reaction-diffusion systems
• Smoothing properties in multistep backward difference method and time derivative approximation for linear parabolic equations
• Analysis of time discretization methods for Stokes equations with a nonsmooth forcing term
• Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data

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