Probability methods for the convergence of finite difference approximations to partial differential equations

DOI10.1016/0022-247X(73)90280-1zbMath0271.35029OpenAlexW2093043749MaRDI QIDQ759314

Harold J. Kushner, Chen-Fu. Yu

Publication date: 1973

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(73)90280-1

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Degenerate elliptic equations (35J70) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Parabolic equations and parabolic systems (35K99) Numerical methods for partial differential equations, boundary value problems (65N99)

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Cites Work

• Probability limit theorems and the convergence of finite difference approximations of partial differential equations
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