Remote Access Mathematics of Computation
Green Open Access

Mathematics of Computation

ISSN 1088-6842(online) ISSN 0025-5718(print)



A finite-difference method for parabolic differential equations with mixed derivatives

Author: Jan Krzysztof Kowalski
Journal: Math. Comp. 25 (1971), 675-698
MSC: Primary 65M05
MathSciNet review: 0309322
Full-text PDF Free Access

Abstract | References | Similar Articles | Additional Information

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 [Enhancements On Off] (What's this?)

Similar Articles

Retrieve articles in Mathematics of Computation with MSC: 65M05

Retrieve articles in all journals with MSC: 65M05

Additional Information

Keywords: Parabolic differential operator, boundary-value problem, mixed derivatives, positive difference operator, consistency of operators, convergence on the mesh, discrete barrier
Article copyright: © Copyright 1971 American Mathematical Society