Error estimates for approximations of nonlinear uniformly parabolic equations

被引：0

作者：

Olga Turanova

机构：

[1] University of Chicago,

来源：

Nonlinear Differential Equations and Applications NoDEA | 2015年 / 22卷

关键词：

Fully nonlinear parabolic equations; Finite difference methods; 35K55; 65N06; 35B05;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We introduce the notion of δ-viscosity solutions for fully nonlinear uniformly parabolic PDE on bounded domains. We prove that δ-viscosity solutions are uniformly close to the actual viscosity solution, with an explicit error of order δα. As a consequence we obtain an error estimate for implicit monotone finite difference approximations of uniformly parabolic PDE.

引用

页码：345 / 389

页数：44

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