On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains

N. V. Krylov

doi:10.1080/03605302.2015.1029074

On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains

N. V. Krylov

Mathematics

Research output: Contribution to journal › Article › peer-review

9 Scopus citations

Abstract

We show that there exists an algebraic rate of convergence of solutions of finite-difference approximations for uniformly elliptic Isaacs equations in smooth bounded domains.

Original language	English (US)
Pages (from-to)	1393-1407
Number of pages	15
Journal	Communications in Partial Differential Equations
Volume	40
Issue number	8
DOIs	https://doi.org/10.1080/03605302.2015.1029074
State	Published - Aug 3 2015

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Publisher Copyright:
© 2015, Copyright Taylor & Francis Group, LLC.

Keywords

Finite differences
Fully nonlinear elliptic equations
Isaacs equations

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10.1080/03605302.2015.1029074

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abstract = "We show that there exists an algebraic rate of convergence of solutions of finite-difference approximations for uniformly elliptic Isaacs equations in smooth bounded domains.",

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On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains

Abstract

Bibliographical note

Keywords

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