A novel adaptive mesh strategy for singularly perturbed parabolic convection diffusion problems

DOI10.1007/s12591-017-0394-2zbMath1416.65271OpenAlexW2758600624MaRDI QIDQ2415435

Vivek Kumar, Balaji Srinivasan

Publication date: 21 May 2019

Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12591-017-0394-2

zbMATH Keywords

entropyconvection-diffusion problemsBlack-Scholes equationsingularly perturbationcentral finite difference schemeslayer-adaptive meshes

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Singular perturbations in context of PDEs (35B25) Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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