The rate of convergence of parabolic difference schemes with constant coefficients

1969 ◽  
Vol 9 (1) ◽  
pp. 1-17 ◽  
Author(s):  
G. W. Hedstrom
Keyword(s):  
Rate Of Convergence ◽  
Difference Schemes ◽  
Constant Coefficients ◽  
Parabolic Difference

On the rate of convergence for parabolic difference schemes, II

1970 ◽  
Vol 23 (1) ◽  
pp. 79-96 ◽  
Author(s):  
Olof B. Widlund
Keyword(s):  
Rate Of Convergence ◽  
Difference Schemes ◽  
Parabolic Difference

The Rate of Convergence of Some Difference Schemes

1968 ◽  
Vol 5 (2) ◽  
pp. 363-406 ◽  
Author(s):  
G. W. Hedstrom
Keyword(s):  
Rate Of Convergence ◽  
Difference Schemes

scholarly journals Rate of Convergence to Self-Similarity for Smoluchowski's Coagulation Equation with Constant Coefficients

2010 ◽  
Vol 41 (6) ◽  
pp. 2283-2314 ◽  
Author(s):  
José A. Cañizo ◽  
Stéphane Mischler ◽  
Clément Mouhot
Keyword(s):  
Rate Of Convergence ◽  
Self Similarity ◽  
Constant Coefficients ◽  
Coagulation Equation ◽  
Smoluchowski's Coagulation Equation

scholarly journals Exact Finite-Difference Schemes ford-Dimensional Linear Stochastic Systems with Constant Coefficients

2013 ◽  
Vol 2013 ◽  
pp. 1-6 ◽  
Author(s):  
Peng Jiang ◽  
Xiaofeng Ju ◽  
Dan Liu ◽  
Shaoqun Fan
Keyword(s):  
Finite Difference ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Symplectic Structure ◽  
Stochastic Systems ◽  
First Integral ◽  
Difference Schemes ◽  
Finite Difference Schemes ◽  
Linear Stochastic Systems ◽  
Constant Coefficients

The authors attempt to construct the exact finite-difference schemes for linear stochastic differential equations with constant coefficients. The explicit solutions to Itô and Stratonovich linear stochastic differential equations with constant coefficients are adopted with the view of providing exact finite-difference schemes to solve them. In particular, the authors utilize the exact finite-difference schemes of Stratonovich type linear stochastic differential equations to solve the Kubo oscillator that is widely used in physics. Further, the authors prove that the exact finite-difference schemes can preserve the symplectic structure and first integral of the Kubo oscillator. The authors also use numerical examples to prove the validity of the numerical methods proposed in this paper.

Rate of convergence bound of difference schemes for the first boundary-value problem of elasticity theory in arbitrary domains

1993 ◽  
Vol 66 (3) ◽  
pp. 2272-2279
Author(s):  
S. A. Voitsekhovskii ◽  
V. M. Kalinin ◽  
V. L. Makarov
Keyword(s):  
Boundary Value Problem ◽  
Rate Of Convergence ◽  
Elasticity Theory ◽  
Boundary Value ◽  
Difference Schemes ◽  
Convergence Bound

scholarly journals Convergence rates of parabolic difference schemes for non-smooth data

1974 ◽  
Vol 28 (125) ◽  
pp. 1-1
Author(s):  
Vidar Thom{ée ◽  
Lars Wahlbin
Keyword(s):  
Convergence Rates ◽  
Difference Schemes ◽  
Parabolic Difference ◽  
Smooth Data

scholarly journals On the Rate of Convergence of Difference Schemes for the Poisson Equation with Dynamic Interface Conditions

2003 ◽  
Vol 3 (1) ◽  
pp. 177-188 ◽  
Author(s):  
Boško Jovanovič ◽  
Lubin G. Vulkov
Keyword(s):  
Rate Of Convergence ◽  
Difference Schemes ◽  
Interface Condition ◽  
Problem Solution ◽  
Two Dimensional ◽  
Differential Problem ◽  
Logarithmic Factor ◽  
The Poisson Equation ◽  
Dynamic Interface ◽  
Sobolev Norms

AbstractThe convergence of difference schemes for the two–dimensional weakly parabolic equation (elliptic equation with a dynamic interface condition) is studied. Estimates for the rate of convergence “almost” (except for the logarithmic factor) compatible with the smoothness of the differential problem solution in special discrete Sobolev norms are obtained.

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