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

2009/05/20 by I. Gyongy, Gyongy, I., N. Krylov +1
Mathematics · #35J70 #35K65 #65M15 #Analysis of PDEs (math.AP) #FOS: Mathematics #math.AP #msc:35J70 #msc:35K65 #msc:65M15

paper · pdf · doi:10.48550/arxiv.0905.3299

30 pages

arxiv created 2009/05/20 · arxiv updated 2009/12/01

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.

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