Rate of convergence of finite difference approximations for degenerate ordinary differential equations

Mathematics of Computation ◽

10.1090/s0025-5718-06-01876-x ◽

2006 ◽

Vol 75 (256) ◽

pp. 1755-1778 ◽

Author(s):

Jianfeng Zhang

Keyword(s):

Finite Difference ◽

Differential Equations ◽

Ordinary Differential Equations ◽

Rate Of Convergence ◽

Finite Difference Approximations ◽

Difference Approximations

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Minimising truncation error in finite difference approximations to ordinary differential equations

Mathematics of Computation ◽

10.1090/s0025-5718-1967-0223107-x ◽

1967 ◽

Vol 21 (98) ◽

pp. 133-133 ◽

Author(s):

M. R. Osborne

Keyword(s):

Finite Difference ◽

Differential Equations ◽

Ordinary Differential Equations ◽

Truncation Error ◽

Finite Difference Approximations ◽

Difference Approximations

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The Construction of Finite Difference Approximations to Ordinary Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/0715029 ◽

1978 ◽

Vol 15 (3) ◽

pp. 450-465 ◽

Author(s):

Eusebius J. Doedel

Keyword(s):

Finite Difference ◽

Differential Equations ◽

Ordinary Differential Equations ◽

Finite Difference Approximations ◽

Difference Approximations

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Use of Finite Difference Approximations to Partial Differential Equations for Problems Having Boundaries at Infinity (Correspondence)

IEEE Transactions on Microwave Theory and Techniques ◽

10.1109/tmtt.1971.1127551 ◽

1971 ◽

Vol 19 (5) ◽

pp. 484-486 ◽

Author(s):

F. Sandy ◽

J. Sage

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations

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Introduction to finite difference approximations to initial value problems for partial differential equations

Symposium on the Theory of Numerical Analysis - Lecture Notes in Mathematics ◽

10.1007/bfb0060345 ◽

1971 ◽

pp. 111-152

Author(s):

Olof Widlund

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Initial Value Problems ◽

Initial Value ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations

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Probability limit theorems and the convergence of finite difference approximations of partial differential equations

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(70)90319-7 ◽

1970 ◽

Vol 32 (1) ◽

pp. 77-103 ◽

Author(s):

Harold J Kushner

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Limit Theorems ◽

Partial Differential ◽

Probability Limit ◽

Finite Difference Approximations ◽

Difference Approximations

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On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients

St Petersburg Mathematical Journal ◽

10.1090/s1061-0022-06-00905-8 ◽

2006 ◽

Vol 17 (2) ◽

pp. 295-313 ◽

Author(s):

Hongjie Dong ◽

N. V. Krylov

Keyword(s):

Finite Difference ◽

Rate Of Convergence ◽

Bellman Equations ◽

Finite Difference Approximations ◽

Difference Approximations ◽

Constant Coefficients

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Some results on the stability and dynamics of finite difference approximations to nonlinear partial differential equations

Numerical Methods for Partial Differential Equations ◽

10.1002/num.1690090203 ◽

1993 ◽

Vol 9 (2) ◽

pp. 117-133 ◽

Author(s):

S. Roy Choudhury

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Nonlinear Partial Differential Equations ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations ◽

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The Rate of Convergence of Finite-Difference Approximations for Parabolic Bellman Equations with Lipschitz Coefficients in Cylindrical Domains

Applied Mathematics & Optimization ◽

10.1007/s00245-007-0879-4 ◽

2007 ◽

Vol 56 (1) ◽

pp. 37-66 ◽

Author(s):

Hongjie Dong ◽

Nicolai V. Krylov

Keyword(s):

Finite Difference ◽

Rate Of Convergence ◽

Bellman Equations ◽

Finite Difference Approximations ◽

Difference Approximations ◽

Cylindrical Domains

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Accurate finite difference approximations for the solution of parabolic partial differential equations by semi-discretization

International Journal for Numerical Methods in Engineering ◽

10.1002/nme.1620231213 ◽

1986 ◽

Vol 23 (12) ◽

pp. 2325-2346 ◽

Author(s):

E. Huntley

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Parabolic Partial Differential Equations ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations

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Continuous finite difference approximations for solving differential equations

International Journal of Computer Mathematics ◽

10.1080/00207169908804831 ◽

1999 ◽

Vol 72 (1) ◽

pp. 15-27 ◽

Author(s):

P. Onumanyi ◽

U.W. Sirisena ◽

S.N. Jator

Keyword(s):

Finite Difference ◽

Differential Equations ◽

Finite Difference Approximations ◽

Difference Approximations

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