Rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations

Details Rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations Rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations

2012-03-13

arxiv.org/abs/1203.2905v1

Mathematics

Analysis of PDEs

24 pages

Scientific paper

We show that the rate of convergence of solutions of finite-difference
approximations for uniformly elliptic Bellman's equations is of order at least
$h^{2/3}$, where $h$ is the mesh size. The equations are considered in smooth
bounded domains.

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