Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation

DOI10.1016/S0893-9659(03)90027-9zbMath1046.65081OpenAlexW2068744291MaRDI QIDQ1431851

Enrique Ponsoda, Rafael Company, Lucas Jodar

Publication date: 11 June 2004

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0893-9659(03)90027-9

zbMATH Keywords

convection-diffusion equationinitial value problemFourier transform methoda priori error boundSimpson's integration formula

Mathematics Subject Classification ID

Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Initial value problems for second-order parabolic equations (35K15)

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Cites Work

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• Applications of analysis on nilpotent groups to partial differential equations
• Some mathematical results in the pricing of American options
• Exact solution of mixed problems for variable coefficient one-dimensional diffusion equation

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