Compact difference methods applied to initial-boundary value problems for mixed systems

DOI10.1007/s002110050194zbMath0856.65099OpenAlexW1968585714MaRDI QIDQ1923292

H. Joachim Schroll, Rudolf Bodenmann

Publication date: 11 February 1997

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/145768

zbMATH Keywords

stabilityconvergencenumerical examplesinitial-boundary value problemsmixed systemscompact difference methods

Mathematics Subject Classification ID

PDEs of mixed type (35M10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

Related Items (1)

Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation

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