Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space
Analysis of PDEs
2009-05-21 v1
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.
Cite
@article{arxiv.0905.3299,
title = {Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space},
author = {I. Gyongy and N. Krylov},
journal= {arXiv preprint arXiv:0905.3299},
year = {2009}
}
Comments
30 pages