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Items for "parabolic problem"

Monotone algorithms for solving nonlinear monotone difference schemes of parabolic type in the canonical form

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 Gruyter
The small deviations of multi-dimensional diffusion processes and rarefaction by boundaries

We 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