A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators

DOI10.1090/S0025-5718-07-01953-9zbMath1112.65087arXivmath/0611112OpenAlexW1837225993MaRDI QIDQ3426019

Nicolai V. Krylov

Publication date: 7 March 2007

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

Full work available at URL: https://arxiv.org/abs/math/0611112

zbMATH Keywords

finite-differencea priori error estimates

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) A priori estimates in context of PDEs (35B45) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Related Items

On finite-difference approximations for normalized Bellman equations ⋮ On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra ⋮ Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations ⋮ Finite difference schemes for stochastic partial differential equations in Sobolev spaces ⋮ First derivatives estimates for finite-difference schemes ⋮ On randomized stopping ⋮ On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations ⋮ Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman’s equations

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