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CONVERGENCE RATES FOR DIFFERENCE SCHEMES FOR POLYHEDRAL NONLINEAR PARABOLIC EQUATIONS

CONVERGENCE RATES FOR DIFFERENCE SCHEMES FOR POLYHEDRAL NONLINEAR PARABOLIC EQUATIONS
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摘要 We build finite difference schemes for a class of fully nonlinear parabolic equations. The schemes are polyhedral and grid aligned. While this is a restrictive class of schemes, a wide class of equations are well approximated by equations from this class. For regular （C2,α） solutions of uniformly parabolic equations, we also establish of convergence rate of O（α）. A case study along with supporting numerical results is included. We build finite difference schemes for a class of fully nonlinear parabolic equations. The schemes are polyhedral and grid aligned. While this is a restrictive class of schemes, a wide class of equations are well approximated by equations from this class. For regular （C2,α） solutions of uniformly parabolic equations, we also establish of convergence rate of O（α）. A case study along with supporting numerical results is included.
作者 Adam M.Oberman
机构地区 Department of Mathematics
出处 《Journal of Computational Mathematics》 SCIE CSCD 2010年第4期474-488,共15页 计算数学（英文）
关键词 Error estimates Convergence rate Viscosity solutions Finite difference schemes Error estimates, Convergence rate, Viscosity solutions, Finite difference schemes
分类号 O241.82 [理学—计算数学]
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Journal of Computational Mathematics
2010年 第4期

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