Sharp error estimate of variable time-step IMEX BDF2 scheme for parabolic integro-differential equations with initial singularity arising in finance.
Chengchao ZhaoRuoyu YangYana DiJiwei ZhangPublished in: CoRR (2022)
Keyphrases
- differential equations
- dynamical systems
- reduced complexity
- nonlinear differential equations
- numerical solution
- ordinary differential equations
- estimation error
- boundary value problem
- numerical methods
- brownian motion
- partial differential equations
- unbiased estimator
- transmission line
- feed forward artificial neural networks
- machine learning
- difference equations
- dynamic systems
- vector quantization