Bergische Universität Wuppertal Fachbereich Mathematik und Naturwissenschaften Angewandte Mathematik - Numerische Analysis

People Research Publications Teaching

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Fichera Theory and Finite Difference Methods for Degenerate Parabolic Equations

Masterarbeit Mathematik

Supervision

• Prof. Dr. Matthias Ehrhardt

Description

In this thesis we discuss ...

Keywords

Fichera theory, term-structure equation, degenerate parabolic equation, boundary conditions, Fichera function, Feller condition

References:

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10. G. Pealat, D.J. Duffy, The Alternating Direction Explicit (ADE) Method for One-Factor Problems, Wilmott Magazine (2011), .