Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...
SIAM Journal on Numerical Analysis, Vol. 55, No. 2 (2017), pp. 980-1001 (22 pages) This paper presents a numerical method for verifying the existence and local uniqueness of a solution for an ...
Journal of Computational Mathematics, Vol. 21, No. 1, SPECIAL ISSUE DEDICATED TO THE 80TH BIRTHDAY OF PROFESSOR ZHOU YULIN (JANUARY 2003), pp. 63-70 (8 pages) In this paper we are going to discuss the ...