Publicação
A note on the spatial approximation of PDEs with unbounded coefficients : The special one-dimensional case
| Resumo: | We consider the spatial approximation of the Cauchy problem for a linear uniformly parabolic PDE of second order, with nondivergent operator and unbounded time- and space-dependent coefficients, where equation’s free term and initial data are also allowed to grow. We concentrate on the special case where the PDE has one dimension in space. As in [10], we consider a suitable variational framework and approximate the PDE problem’s generalised solution in the spatial variable, with the use of finite-difference methods, but we obtain, for this case, consistency and convergence results sharper than the corresponding results obtained in [10] for the more general multidimensional case. |
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| Autores principais: | Gonçalves, F.F. |
| Outros Autores: | Grossinho, Maria do Rosário; Morais, E. |
| Assunto: | Cauchy Problem Parabolic PDEs Unbounded Coefficients Non-divergent Operators Weighted Sobolev Spaces Finite-difference Methods |
| Ano: | 2020 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade de Lisboa |
| Idioma: | inglês |
| Origem: | Repositório da Universidade de Lisboa |
| Resumo: | We consider the spatial approximation of the Cauchy problem for a linear uniformly parabolic PDE of second order, with nondivergent operator and unbounded time- and space-dependent coefficients, where equation’s free term and initial data are also allowed to grow. We concentrate on the special case where the PDE has one dimension in space. As in [10], we consider a suitable variational framework and approximate the PDE problem’s generalised solution in the spatial variable, with the use of finite-difference methods, but we obtain, for this case, consistency and convergence results sharper than the corresponding results obtained in [10] for the more general multidimensional case. |
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