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.
Citation
Dong, H., & Krylov, N. V. (2005). Rate of convergence of finite-difference approximations for degenerate linear parabolic equations with C1 and C2 coefficients. Electronic Journal of Differential Equations, 2005(102), pp. 1-25.Rights License
This work is licensed under a Creative Commons Attribution 4.0 International License.
