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

DOI10.1090/S0025-5718-2011-02478-6zbMath1223.65068arXiv0905.3299OpenAlexW2167743355MaRDI QIDQ3015042

István Gyöngy, Nicolai V. Krylov

Publication date: 8 July 2011

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.3299

zbMATH Keywords

convergenceCauchy problemfinite differenceextrapolation to the limitRichardson's methodsecond-order degenerate elliptic and parabolic problems

Mathematics Subject Classification ID

Degenerate parabolic equations (35K65) Degenerate elliptic equations (35J70) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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Cites Work

• Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations
• Asymptotic error expansion and Richardson extrapolation for linear finite elements
• On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra
• First derivatives estimates for finite-difference schemes
• Survey of Extrapolation Processes in Numerical Analysis
• Convergence acceleration during the 20th century
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