Maximum Norm Error Estimates for Difference Schemes for Fully Nonlinear Parabolic Equations
نویسنده
چکیده
This article establishes error bounds for finite difference schemes for fully nonlinear parabolic Partial Differential Equations (PDEs). For classical solutions the global error is bounded by a known constant times the truncation error of the exact solution. As a corollary, this gives a convergence rate of 1 or 2 for first or second order accurate schemes, respectively. Our results also apply for schemes where the local truncation error depends on multiple parameters.
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