Analysis of finite difference schemes : for linear partial differential equations with generalized solutions

By B. Jovanovic, Endre Süli. 2014

58 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/49c46c3953ff2fc3fd8f7e3356d29896b850b49a

Citations in the corpus

• Error analysis of finite difference and Markov chain approximations for option pricing (2018, unknown): “A recent book by Jovanović and Süli (2014) and the references therein address the topic of the finite difference approximation of general linear PDEs with nonsmooth data.”