A sharp error estimate for the numerical solution of multivariate Dirichlet problems

Journal of Computational and Applied Mathematics

Volumn 75, Issue 2, 1996, Pages 215-229

  Anastassiou, George A ^a   Bendikov, Alexander ^a  

^a University of Memphis   (United States)

Author keywords

Approximate solution; Average operator; Convergence with rates; Dirichlet problem continuous and discrete; First exit time; Lipschitz class; Primary; Second modulus of continuity; Secondary; Sharp inequality; Uniform grid; Wiener process and simple random walk

Indexed keywords

APPROXIMATION THEORY; ERROR ANALYSIS; MATHEMATICAL OPERATORS; PROBABILITY; PROBLEM SOLVING; RANDOM PROCESSES; STATISTICAL METHODS;

DIRICHLET PROBLEMS; LIPSCHITZ CLASS; POISSON EQUATION; SECOND SINGLE PARTIAL DERIVATIVES; SIMPLE RANDOM WALK; WIENER PROCESS;

CONVERGENCE OF NUMERICAL METHODS;

EID: 0041730144     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(96)00052-0     Document Type: Article

References (7)

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