Discretisation of abstract linear evolution equations of parabolic type

DOI10.1186/1687-1847-2012-14zbMath1278.65078OpenAlexW2147832041WikidataQ59271299 ScholiaQ59271299MaRDI QIDQ387293

Maria do Rosário Grossinho, Eva Morais, Fernando F. Gonçalves

Publication date: 20 December 2013

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2012-14

zbMATH Keywords

finite-difference methodsfinancial mathematicsparabolic evolution equations

Mathematics Subject Classification ID

Discrete version of topics in analysis (39A12) Numerical solutions to equations with linear operators (65J10)

Related Items (1)

Spatial approximation of nondivergent type parabolic PDEs with unbounded coefficients related to finance

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Rate of convergence of space time approximations for stochastic evolution equations
• On multistep approximation of semigroups in Banach spaces
• On variable stepsize Runge-Kutta approximations of a Cauchy problem for the evolution equation
• The stability of rational approximations of analytic semigroups
• A Stability Result for Sectorial Operators in Banach Bpaces
• Semidiscretization in Time for Parabolic Problems
• On the Use of Stability Regions in the Numerical Analysis of Initial Value Problems
• On Rational Approximations of Semigroups
• Stability of Runge-Kutta methods for abstract time-dependent parabolic problems: The Hölder case
• Stability of Time-Stepping Methods for Abstract Time-Dependent Parabolic Problems

This page was built for publication: Discretisation of abstract linear evolution equations of parabolic type