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Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations

2013/09/30 by Olga Turanova
Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #Nonlinear Partial Differential Equations #Numerical methods in inverse problems #math.AP

paper · pdf · doi:10.1007/s00526-015-0890-6

published as Calc. Var. (2015) 54:2939-2983 · 37 pages; improved exposition from previous version

openalex publication_date 2015/07/02 · arxiv created 2016/03/04 · arxiv updated 2016/03/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29

Abstract

We obtain an error estimate between viscosity solutions and δ-viscosity solutions of nonhomogeneous fully nonlinear uniformly elliptic equations. The main assumption, besides uniform ellipticity, is that the nonlinearity is Lipschitz-continuous in space with linear growth in the Hessian. We also establish a rate of convergence for monotone and consistent finite difference approximation schemes for such equations.

Citations