Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...

This is a preview. Log in through your library . Abstract A method is considered for the integration in time of a partial integro-differential equation. The ...

This is a preview. Log in through your library . Abstract In highly diffusive regimes, the transfer equation with anisotropic boundary conditions has an asymptotic behavior as the mean free path ε ...