Rate of convergence of finite-difference approximations for degenerate linear parabolic equations with C1 and C2 coefficients

Hongjie Dong; Nicolai V. Krylov

Rate of convergence of finite-difference approximations for degenerate linear parabolic equations with C¹ and C² coefficients

Hongjie Dong, Nicolai V. Krylov

School of Mathematics

Research output: Contribution to journal › Article › peer-review

19 Scopus citations

Abstract

We consider degenerate parabolic and elliptic equations of second order with C¹ and C² coefficients. Error bounds for certain types of finite-difference schemes are obtained.

Original language	English (US)
Journal	Electronic Journal of Differential Equations
Volume	2005
State	Published - Sep 21 2005

Keywords

Finite-difference approximations
Linear elliptic and parabolic equations

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title = "Rate of convergence of finite-difference approximations for degenerate linear parabolic equations with C1 and C2 coefficients",

abstract = "We consider degenerate parabolic and elliptic equations of second order with C1 and C2 coefficients. Error bounds for certain types of finite-difference schemes are obtained.",

keywords = "Finite-difference approximations, Linear elliptic and parabolic equations",

author = "Hongjie Dong and Krylov, {Nicolai V.}",

year = "2005",

month = sep,

day = "21",

language = "English (US)",

volume = "2005",

journal = "Electronic Journal of Differential Equations",

issn = "1072-6691",

publisher = "Texas State University - San Marcos",

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AU - Dong, Hongjie

AU - Krylov, Nicolai V.

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N2 - We consider degenerate parabolic and elliptic equations of second order with C1 and C2 coefficients. Error bounds for certain types of finite-difference schemes are obtained.

AB - We consider degenerate parabolic and elliptic equations of second order with C1 and C2 coefficients. Error bounds for certain types of finite-difference schemes are obtained.

KW - Finite-difference approximations

KW - Linear elliptic and parabolic equations

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JO - Electronic Journal of Differential Equations

JF - Electronic Journal of Differential Equations

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Rate of convergence of finite-difference approximations for degenerate linear parabolic equations with C¹ and C² coefficients

Abstract

Keywords

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