Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations

被引:0
作者
Olga Turanova
机构
[1] University of Chicago,Department of Mathematics
来源
Calculus of Variations and Partial Differential Equations | 2015年 / 54卷
关键词
Fully nonlinear elliptic equations; Finite difference methods; 35J60; 65N06; 35B05;
D O I
暂无
中图分类号
学科分类号
摘要
We obtain an error estimate between viscosity solutions and δ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta $$\end{document}-viscosity solutions of nonhomogeneous fully nonlinear uniformly elliptic equations. The main assumption, besides uniform ellipticity, is that the nonlinearity is Lipschitz-continuous in space with linear growth in the Hessian. We also establish a rate of convergence for monotone and consistent finite difference approximation schemes for such equations.
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页码:2939 / 2983
页数:44
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