Implicit Euler scheme for an abstract evolution inequality

DOI10.1134/S0012266111080076zbMath1236.65097MaRDI QIDQ647736

A. I. Mikheeva, R. Z. Dautov

Publication date: 24 November 2011

Published in: Differential Equations (Search for Journal in Brave)

Mathematics Subject Classification ID

Theoretical approximation of solutions to ordinary differential equations (34A45) Differential inequalities involving functions of a single real variable (34A40) Finite difference and finite volume methods for ordinary differential equations (65L12)

Related Items (3)

Error estimates for backward Euler finite element approximations of American call option valuation ⋮ Investigation of Lagrange-Galerkin method for an obstacle parabolic problem ⋮ Sharp error estimate for implicit finite element scheme for American put option

Cites Work

• Unnamed Item
• Error Analysis for Implicit Approximations to Solutions to Cauchy Problems

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