Hongjie Dong, Nicolai V. Krylov
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.
Submitted August 23, 2005. Published September 21, 2005.
Math Subject Classifications: 65M15, 35J60, 93E20.
Key Words: Finite-difference approximations; linear elliptic and parabolic equations.
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| Hongjie Dong |
Department of Mathematics
University of Chicago
5734 S. University Avenue, Chicago, IL 60637, USA
| Nicolai V. Krylov |
127 Vincent Hall, University of Minnesota
Minneapolis, MN 55455, USA
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