Year: 2010
Journal of Computational Mathematics, Vol. 28 (2010), Iss. 4 : pp. 474–488
Abstract
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 $(C^{2,\alpha})$ solutions of uniformly parabolic equations, we also establish of convergence rate of $\mathcal{O}(\alpha)$. A case study along with supporting numerical results is included.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jcm.1003-m0013
Journal of Computational Mathematics, Vol. 28 (2010), Iss. 4 : pp. 474–488
Published online: 2010-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 15
Keywords: Error estimates Convergence rate Viscosity solutions Finite difference schemes