کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4646213 | 1342090 | 2007 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Spectral method for differential equations of degenerate type on unbounded domains by using generalized Laguerre functions
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات محاسباتی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
In this paper, we develop the orthogonal approximation by using generalized Laguerre functions. Some basic results on this approximation are established, which serve as the mathematical foundation of spectral methods for various differential equations on unbounded domains. As an example of applications, we propose a spectral method for a partial differential equation of degenerate type, which plays an important role in financial mathematics and other fields. The convergence of proposed scheme is proved. Numerical results show its spectral accuracy in space.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Numerical Mathematics - Volume 57, Issue 4, April 2007, Pages 455-471
Journal: Applied Numerical Mathematics - Volume 57, Issue 4, April 2007, Pages 455-471