2 papers
math.NA2016
A partial Fourier transform method for a class of hypoelliptic Kolmogorov equations
Christoph Reisinger, Endre Süli, Alan Whitley
We consider hypoelliptic Kolmogorov equations in spatial dimensions, with , where the differential operator in the first spatial variables featuring in the equat…
math.NA2012
The impact of a natural time change on the convergence of the Crank-Nicolson scheme
C. Reisinger, A. Whitley
We first analyse the effect of a square root transformation to the time variable on the convergence of the Crank-Nicolson scheme when applied to the solution of the heat equation w…