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
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