most citedSharp error estimate of variable time-step IMEX BDF2 scheme for parabolic integro-differential equations with initial singularity arising in finance

2 citations · 2 across the 1 of their papers we have counts for

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math.NA2022★ 2 cited

Sharp error estimate of variable time-step IMEX BDF2 scheme for parabolic integro-differential equations with initial singularity arising in finance

Chengchao Zhao, Ruoyu Yang, Yana Di +1

The recently developed technique of DOC kernels has been a great success in the stability and convergence analysis for BDF2 scheme with variable time steps. However, such an analys…