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Mathematics of Computation

Published by the American Mathematical Society, the Mathematics of Computation (MCOM) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.98.

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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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Additional Information
  • István Gyöngy
  • Affiliation: School of Mathematics and Maxwell Institute, University of Edinburgh, King’s Buildings, Edinburgh, EH9 3JZ, United Kingdom
  • MR Author ID: 230651
  • Email: gyongy@maths.ed.ac.uk
  • Nicolai Krylov
  • Affiliation: School of Mathematics, 127 Vincent Hall, University of Minnesota, Minneapolis, Minnesota 55455
  • MR Author ID: 189683
  • Email: krylov@math.umn.edu
  • Received by editor(s): June 4, 2009
  • Received by editor(s) in revised form: December 31, 2009
  • Published electronically: March 3, 2011
  • Additional Notes: The work of the second author was partially supported by NSF grant DMS-0653121
  • © Copyright 2011 American Mathematical Society
    The copyright for this article reverts to public domain 28 years after publication.
  • Journal: Math. Comp. 80 (2011), 1431-1458
  • MSC (2010): Primary 65M15, 35J70, 35K65
  • DOI: https://doi.org/10.1090/S0025-5718-2011-02478-6
  • MathSciNet review: 2785464