Rate of convergence of finite-difference approximations for degenerate linear parabolic equations with $C^1$ and $C^2$ coefficients

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.

Bibliographic Details
Main Authors: Hongjie Dong, Nicolai V. Krylov
Format: Article
Language:English
Published: Texas State University 2005-09-01
Series:Electronic Journal of Differential Equations
Subjects:
Online Access:http://ejde.math.txstate.edu/Volumes/2005/102/abstr.html