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

Hongjie Dong, Nicolai V. Krylov

Research output: Contribution to journalArticlepeer-review

16 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 languageEnglish (US)
JournalElectronic Journal of Differential Equations
Volume2005
StatePublished - Sep 21 2005

Keywords

  • Finite-difference approximations
  • Linear elliptic and parabolic equations

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