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A modified backward Euler scheme for the diffusion equation subject to purely integral conditions
Diffusion equation Modified backward Euler method
2010/9/25
In this paper, a modified backward Euler scheme is developped for obtaining approximate solution to the initial-boundary value problem for one-dimensional diffusion equation with purely integral condi...
Sharp estimates for the convergence of the density of the Euler scheme in small time
Sharp estimates Euler scheme marginal laws
2009/3/20
In this work, we approximate a diffusion process by its Euler scheme and we study the convergence of the density of the marginal laws. We improve previous estimates especially for small time.