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arXiv · 1309.4343

Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations

Olga Turanova
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Abstract

We obtain an error estimate between viscosity solutions and δ-viscosity solutions of nonhomogeneous fully nonlinear uniformly elliptic equations. The main assumption, besides uniform ellipticity, is that the nonlinearity is Lipschitz-continuous in space with linear growth in the Hessian. We also establish a rate of convergence for monotone and consistent finite difference approximation schemes for such equations.

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Olga Turanova. 2016-03-04. Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations. https://doi.org/10.1007/s00526-015-0890-6

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