"Sharp error estimate of variable time-step IMEX BDF2 scheme for parabolic ..."

Chengchao Zhao et al. (2022)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2022-02-01

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  dblp key:
  - journals/corr/abs-2201-09322
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  - https://dblp.org/rec/journals/corr/abs-2201-09322
Chengchao Zhao, Ruoyu Yang, Yana Di, Jiwei Zhang:
Sharp error estimate of variable time-step IMEX BDF2 scheme for parabolic integro-differential equations with initial singularity arising in finance. CoRR abs/2201.09322 (2022)

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