Flux-splitting schemes for parabolic equations with mixed derivatives

DOI10.1134/S0965542513080137zbMath1299.35147WikidataQ57694566 ScholiaQ57694566MaRDI QIDQ5413192

Petr N. Vabishchevich

Publication date: 28 April 2014

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

Cauchy problemflux-splitting schemesflux variablesparabolic equations with mixed derivatives

Mathematics Subject Classification ID

Second-order parabolic equations (35K10)

Related Items (7)

Flux formulation of parabolic equations with highly heterogeneous coefficients ⋮ Monotone schemes for convection-diffusion problems with convective transport in different forms ⋮ Splitting schemes for one class of operator differential equations ⋮ Numerical solution of the Cauchy problem for Volterra integrodifferential equations with difference kernels ⋮ Operator-difference schemes on non-uniform grids for second-order evolutionary equations ⋮ Stability and convergence of difference schemes for multi-dimensional parabolic equations with variable coefficients and mixed derivatives ⋮ A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem

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