ACCELERATED FINITE DIFFERENCE SCHEMES FOR SECOND ORDER DEGENERATE ELLIPTIC AND PARABOLIC PROBLEMS IN THE WHOLE SPACE

作者：Gyoengy Istvan; Krylov Nicolai

来源：Mathematics of Computation, 2011, 80(275): 1431-1458.

• Cauchy problem
• finite differences
• extrapolation to the limit
• Richardson's method

We give sufficient conditions under which the convergence of finite difference approximations in the space variable of possibly degenerate second order parabolic and elliptic equations can be accelerated to any given order of convergence by Richardson's method.

• 出版日期2011-7