2013
DOI: 10.1137/110824000
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Laplace Transform Method for Parabolic Problems with Time-Dependent Coefficients

Abstract: (Wednesday) Time : 3.30pm-4.30pm Venue: MAS Executive Classroom 1, MAS-03-06 School of Physical and Mathematical Sciences Laplace transformation method has proven to be very efficient to deal with parabolic problems whose coefficients are time-independent, and is easily parallelizable. Applications include solving integrodifferential equations backward parabolic problems, and option pricing. The numerical schemes proposed and analyzed in these papers are based fundamentally on the line of thoughts from the ear… Show more

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Cited by 15 publications
(6 citation statements)
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“…There are a few relevant works on standard parabolic problems with a time-dependent coefficient [24,30,31,19]. For example, Luskin and Rannacher [24] proved optimal order error estimates for both spatially semidiscrete and fully discrete problems (by BE method) using a novel energy argument, and Sammon [30] analyzed fully discrete schemes with linear multistep methods.…”
Section: Introductionmentioning
confidence: 99%
“…There are a few relevant works on standard parabolic problems with a time-dependent coefficient [24,30,31,19]. For example, Luskin and Rannacher [24] proved optimal order error estimates for both spatially semidiscrete and fully discrete problems (by BE method) using a novel energy argument, and Sammon [30] analyzed fully discrete schemes with linear multistep methods.…”
Section: Introductionmentioning
confidence: 99%
“…Finally, time-dependent coefficients pose a challenging problem since taking the Laplace transform leads to a convolution. There are works that deal with this case [118], and it would be interesting to combine them with the techniques of this paper.…”
Section: Discussionmentioning
confidence: 99%
“…There have been many works on the theoretical and numerical study of classical parabolic and hyperbolic equations with general time-space dependent elliptic operator, e.g. [2,11,18]. To the best of our knowledge, taking the weak initial singularity into account, there is no study on the efficient numerical methods for time fractional evolution equations (sub-diffusion and diffusion-wave) where the elliptic operators include general time-space dependent coefficients, i.e., the elliptic operators take the form (1.4).…”
Section: Introductionmentioning
confidence: 99%