The study of differential-difference equations and boundary value problems occupies an essential niche in applied mathematics, linking the theory of differential operators with discrete translation ...

Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...

In this paper, the solution of back-Euler implicit difference scheme for a semi-linear parabolic equation is proved to converge to the solution of difference scheme for the corresponding semi-linear ...