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Convergence Rate for Difference Schemes for Polyhedral Nonlinear Parabolic Equations

Convergence Rate for Difference Schemes for Polyhedral Nonlinear Parabolic Equations

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 (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.

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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

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