文章基本信息

标题：Discretisation of abstract linear evolution equations of parabolic type
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作者：Fernando F Gonçalves ; Maria do Rosário Grossinho ; Eva Morais 等
期刊名称：Advances in Difference Equations
印刷版ISSN：1687-1839
电子版ISSN：1687-1847
出版年度：2012
卷号：2012
期号：1
页码：14
DOI：10.1186/1687-1847-2012-14
语种：English
出版社：Hindawi Publishing Corporation
摘要：We investigate the discretisation of the linear parabolic equation du/dt = A(t)u + f(t) in abstract spaces, making use of both the implicit and the explicit finite-difference schemes. The stability of the explicit scheme is obtained, and the schemes' rates of convergence are estimated. Additionally, we study the special cases where A and f are approximated by integral averages and also by weighted arithmetic averages. MSC 2010: 65J10.
关键词：parabolic evolution equations ; finite-difference methods ; financial mathematics