This paper deals with monotone iterative algorithms for solving nonlinear monotone difference schemes of parabolic type...
Keywords: monotone scheme, parabolic problem, method of upper and lower solutions, domain decomposition
12/2006 | Journal of Numerical Mathematics, Walter de GruyterWe consider the algorithm of calculation of all constants of principal member of asymptotic of sojourn probability of multi-dimensional diffusion processes in small domain...
Keywords: parabolic problem, small domain, algorithm of expansion, number of unabsorbed processes
01/2008 | Random Operators and Stochastic Equations, Walter de Gruyter