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

Gyöngy, István; Krylov, Nicolai

doi:10.1090/S0025-5718-2011-02478-6

Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space
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by István Gyöngy and Nicolai Krylov PDF

Math. Comp. 80 (2011), 1431-1458 Request permission

Abstract:

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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