Stability and error estimates for the variable step-size BDF2 method for linear and semilinear parabolic equations
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10444-020-09839-2.pdf
Reference26 articles.
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3. Almendral, A., Oosterlee, C.W.: Numerical valuation of options with jumps in the underlying. Appl. Numer Math. 53, 1–18 (2005)
4. Auzinger, W., Kramer, F.: On the stability and error structure of BDF schemes applied to linear parabolic evolution equations. BIT 50, 455–480 (2010)
5. Becker, J.: A second order backward difference method with variable steps for a parabolic problem. BIT 38, 644–662 (1998)
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