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    An iterative time-sharing method suitable for the solution of parabolic differential equations on a small scale digital-analog hybrid computing system is presented.

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    In this paper, an inverse problem of a nonlinear parabolic partial differential equation of formation damage caused by the solids invading during the course of injection is presented.

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    Using the critical estimates of parabolic type partial differential equation. we obtain the error estimates of price and optimal exercise boundary of American option in a jump-diffusion model.

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  • 本文对双曲-抛物微分方程奇异摄动问题构造了一个指数拟合差分格式

    In this paper we constructed an exponentially fitted difference scheme for singular perturbation problem of hyperbolic-parabolic partial differential equation.

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  • 本文对双曲-抛物微分方程奇异摄动问题构造了一个指数拟合差分格式

    In this paper we constructed an exponentially fitted difference scheme for singular perturbation problem of hyperbolic-parabolic partial differential equation.

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