MAXIMUM PRINCIPLE FOR FINITE-DIFFERENCE SCHEMES WITH NON SIGH-CONSTANT INPUT DATA
Abstract
In this article, for the so-called canonical form of a difference scheme under usual positivity conditions on the equation coefficients two-sided estimates for the approximate solution are obtained at the arbitrary non sigh-constant input data of the problem. The obtained results are used both for deriving two-sided estimates of monotone difference schemes, which approximate the initial boundary-value problem for the quasi-linear parabolic convection-diffusion equation, and for studying the correctness of the Gamma equation that is used for describing the option price in financial mathematics.
About the Authors
P. P. MATUS
The John Paul II Catholic Univercity of Lublin
Poland
Poland
L. M. HIEU
Belarusian State University, Minsk
Belarus
Belarus
L. G. VULKOV
«Angel Kanchev» University of Ruse, Ruse
Bulgaria
Bulgaria
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