Error estimates for approximations of nonlinear uniformly parabolic equations
Analysis of PDEs
2016-03-07 v2
Abstract
We introduce the notion of \delta-viscosity solutions for fully nonlinear uniformly parabolic PDE on bounded domains. We prove that \delta-viscosity solutions are uniformly close to the actual viscosity solution. As a consequence we obtain an error estimate for implicit monotone finite difference approximations of uniformly parabolic PDE.
Cite
@article{arxiv.1309.6268,
title = {Error estimates for approximations of nonlinear uniformly parabolic equations},
author = {Olga Turanova},
journal= {arXiv preprint arXiv:1309.6268},
year = {2016}
}
Comments
34 pages; improved exposition from previous version