Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space

Details Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space

2009-05-20

arxiv.org/abs/0905.3299v1

Mathematics

Analysis of PDEs

30 pages

Scientific paper

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.

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