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arXiv · 1309.6268

Error estimates for approximations of nonlinear uniformly parabolic equations

Olga Turanova
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Abstract

We introduce the notion of δ-viscosity solutions for fully nonlinear uniformly parabolic PDE on bounded domains. We prove that δ-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.

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Olga Turanova. 2016-03-04. Error estimates for approximations of nonlinear uniformly parabolic equations. https://doi.org/10.1007/s00030-014-0286-x

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