Rate of convergence of finite-difference approximations for degenerate linear parabolic equations with $C^1$ and $C^2$ coefficients
Autor: | Hongjie Dong, Nicolai V. Krylov |
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Jazyk: | angličtina |
Rok vydání: | 2005 |
Předmět: | |
Zdroj: | Electronic Journal of Differential Equations, Vol 2005, Iss 102, Pp 1-25 (2005) |
Druh dokumentu: | article |
ISSN: | 1072-6691 |
Popis: | We consider degenerate parabolic and elliptic equations of second order with $C^1$ and $C^2$ coefficients. Error bounds for certain types of finite-difference schemes are obtained. |
Databáze: | Directory of Open Access Journals |
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