Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space

Nicolai Krylov; Istvan Gyongy

doi:10.1090/S0025-5718-2011-02478-6

Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space

Nicolai Krylov, Istvan Gyongy

School of Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We give sufficient conditions under which the convergence of finite difference approximations in the space variable of possibly degenerate second order parabolic and elliptic equations can be accelerated to any given order of convergence by Richardson's method.

Original language	English
Pages (from-to)	1431-1458
Number of pages	28
Journal	Mathematics of computation
Volume	80
Issue number	275
DOIs	https://doi.org/10.1090/S0025-5718-2011-02478-6
Publication status	Published - Jul 2011

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Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole spaceSubmitted manuscript, 272 KB

http://www.ams.org/journals/mcom/2011-80-275/S0025-5718-2011-02478-6/home.html

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title = "Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space",

abstract = "We give sufficient conditions under which the convergence of finite difference approximations in the space variable of possibly degenerate second order parabolic and elliptic equations can be accelerated to any given order of convergence by Richardson's method.",

author = "Nicolai Krylov and Istvan Gyongy",

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DO - 10.1090/S0025-5718-2011-02478-6

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Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space

Abstract

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