FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2968719020> ?p ?o ?g. }

• W2968719020 endingPage "934" @default.
• W2968719020 startingPage "900" @default.
• W2968719020 abstract "Abstract Finite difference schemes, using backward differentiation formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term of the form $$begin{equation*}min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v- varphi(t,x))= f(t,x).end{equation*}$$For the scheme building on the second-order BDF formula, we discuss unconditional stability, prove an $L^2$-error estimate and show numerically second-order convergence, in both space and time, unconditionally on the ratio of the mesh steps. In the analysis an equivalence of the obstacle equation with a Hamilton–Jacobi–Bellman equation is mentioned, and a Crank–Nicolson scheme is tested in this context. Two academic problems for parabolic equations with an obstacle term with explicit solutions and the American option problem in mathematical finance are used for numerical tests." @default.
• W2968719020 created "2019-08-22" @default.
• W2968719020 creator A5001917610 @default.
• W2968719020 creator A5046325535 @default.
• W2968719020 date "2020-07-01" @default.
• W2968719020 modified "2023-10-14" @default.
• W2968719020 title "Backward differentiation formula finite difference schemes for diffusion equations with an obstacle term" @default.
• W2968719020 cites W132394777 @default.
• W2968719020 cites W1967021195 @default.
• W2968719020 cites W1983345526 @default.
• W2968719020 cites W1985543218 @default.
• W2968719020 cites W1995504856 @default.
• W2968719020 cites W2001506566 @default.
• W2968719020 cites W2018135382 @default.
• W2968719020 cites W2026365342 @default.
• W2968719020 cites W2032316144 @default.
• W2968719020 cites W2044171143 @default.
• W2968719020 cites W2054756613 @default.
• W2968719020 cites W2065956202 @default.
• W2968719020 cites W2076351635 @default.
• W2968719020 cites W2077177053 @default.
• W2968719020 cites W2082154179 @default.
• W2968719020 cites W2088299544 @default.
• W2968719020 cites W2090708196 @default.
• W2968719020 cites W2137275615 @default.
• W2968719020 cites W2155809947 @default.
• W2968719020 cites W2393124234 @default.
• W2968719020 cites W3106269269 @default.
• W2968719020 cites W4232156323 @default.
• W2968719020 doi "https://doi.org/10.1093/imanum/draa014" @default.
• W2968719020 hasPublicationYear "2020" @default.
• W2968719020 type Work @default.
• W2968719020 sameAs 2968719020 @default.
• W2968719020 citedByCount "3" @default.
• W2968719020 countsByYear W29687190202020 @default.
• W2968719020 countsByYear W29687190202021 @default.
• W2968719020 countsByYear W29687190202022 @default.
• W2968719020 crossrefType "journal-article" @default.
• W2968719020 hasAuthorship W2968719020A5001917610 @default.
• W2968719020 hasAuthorship W2968719020A5046325535 @default.
• W2968719020 hasBestOaLocation W29687190202 @default.
• W2968719020 hasConcept C10138342 @default.
• W2968719020 hasConcept C112972136 @default.
• W2968719020 hasConcept C119857082 @default.
• W2968719020 hasConcept C121332964 @default.
• W2968719020 hasConcept C132369183 @default.
• W2968719020 hasConcept C134306372 @default.
• W2968719020 hasConcept C136264566 @default.
• W2968719020 hasConcept C151730666 @default.
• W2968719020 hasConcept C152522140 @default.
• W2968719020 hasConcept C162324750 @default.
• W2968719020 hasConcept C17744445 @default.
• W2968719020 hasConcept C181330731 @default.
• W2968719020 hasConcept C182306322 @default.
• W2968719020 hasConcept C199539241 @default.
• W2968719020 hasConcept C202444582 @default.
• W2968719020 hasConcept C205951836 @default.
• W2968719020 hasConcept C2126413 @default.
• W2968719020 hasConcept C2776650193 @default.
• W2968719020 hasConcept C2779343474 @default.
• W2968719020 hasConcept C2780069185 @default.
• W2968719020 hasConcept C2780378061 @default.
• W2968719020 hasConcept C28826006 @default.
• W2968719020 hasConcept C33923547 @default.
• W2968719020 hasConcept C41008148 @default.
• W2968719020 hasConcept C51544822 @default.
• W2968719020 hasConcept C571446 @default.
• W2968719020 hasConcept C61797465 @default.
• W2968719020 hasConcept C62354387 @default.
• W2968719020 hasConcept C62520636 @default.
• W2968719020 hasConcept C78045399 @default.
• W2968719020 hasConcept C86803240 @default.
• W2968719020 hasConceptScore W2968719020C10138342 @default.
• W2968719020 hasConceptScore W2968719020C112972136 @default.
• W2968719020 hasConceptScore W2968719020C119857082 @default.
• W2968719020 hasConceptScore W2968719020C121332964 @default.
• W2968719020 hasConceptScore W2968719020C132369183 @default.
• W2968719020 hasConceptScore W2968719020C134306372 @default.
• W2968719020 hasConceptScore W2968719020C136264566 @default.
• W2968719020 hasConceptScore W2968719020C151730666 @default.
• W2968719020 hasConceptScore W2968719020C152522140 @default.
• W2968719020 hasConceptScore W2968719020C162324750 @default.
• W2968719020 hasConceptScore W2968719020C17744445 @default.
• W2968719020 hasConceptScore W2968719020C181330731 @default.
• W2968719020 hasConceptScore W2968719020C182306322 @default.
• W2968719020 hasConceptScore W2968719020C199539241 @default.
• W2968719020 hasConceptScore W2968719020C202444582 @default.
• W2968719020 hasConceptScore W2968719020C205951836 @default.
• W2968719020 hasConceptScore W2968719020C2126413 @default.
• W2968719020 hasConceptScore W2968719020C2776650193 @default.
• W2968719020 hasConceptScore W2968719020C2779343474 @default.
• W2968719020 hasConceptScore W2968719020C2780069185 @default.
• W2968719020 hasConceptScore W2968719020C2780378061 @default.
• W2968719020 hasConceptScore W2968719020C28826006 @default.
• W2968719020 hasConceptScore W2968719020C33923547 @default.
• W2968719020 hasConceptScore W2968719020C41008148 @default.
• W2968719020 hasConceptScore W2968719020C51544822 @default.
• W2968719020 hasConceptScore W2968719020C571446 @default.

• next