A finite-difference method for parabolic differential equations with mixed derivatives
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- by Jan Krzysztof Kowalski PDF
- Math. Comp. 25 (1971), 675-698 Request permission
Abstract:
In a recent paper, P. Jamet constructed a positive difference operator for a parabolic differential operator whose coefficients are singular on the boundary, and proved the existence of a unique solution of the boundary-value problem for the differential equation using discrete barriers. In the present paper, Jamet’s results are extended to the parabolic operator with mixed derivatives.References
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- Avner Friedman, Partial differential equations of parabolic type, Prentice-Hall, Inc., Englewood Cliffs, N.J., 1964. MR 0181836
- Pierre Jamet, Numerical methods and existence theorems for parabolic differential equations whose coefficients are singular on the boundary, Math. Comp. 22 (1968), 721–743. MR 255084, DOI 10.1090/S0025-5718-1968-0255084-0
- Fritz John, Lectures on advanced numerical analysis, Gordon and Breach Science Publishers, New York-London-Paris, 1967. MR 0221721
Additional Information
- © Copyright 1971 American Mathematical Society
- Journal: Math. Comp. 25 (1971), 675-698
- MSC: Primary 65M05
- DOI: https://doi.org/10.1090/S0025-5718-1971-0309322-6
- MathSciNet review: 0309322