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

Date
2005-09-21
Authors
Dong, Hongjie
Krylov, Nicolai V.
Journal Title
Journal ISSN
Volume Title
Publisher
Texas State University-San Marcos, Department of Mathematics
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.
Description
Keywords
Finite-difference approximations, Linear elliptic and parabolic equations
Citation
Dong, H., & Krylov, N. V. (2005). Rate of convergence of finite-difference approximations for degenerate linear parabolic equations with C1 and C2 coefficients. <i>Electronic Journal of Differential Equations, 2005</i>(102), pp. 1-25.