Electron. J. Diff. Eqns., Vol. 2005(2005), No. 102, pp. 1-25.

Rate of convergence of finite-difference approximations for degenerate linear parabolic equations with C1 and C2 coefficients

Hongjie Dong, Nicolai V. Krylov

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.

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
email: hjdong@math.uchicago.edu
Nicolai V. Krylov
127 Vincent Hall, University of Minnesota
Minneapolis, MN 55455, USA
email: krylov@math.umn.edu

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