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Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space. (English) Zbl 1223.65068

For second-order degenerate elliptic and parabolic problems in the whole space, the authors study the accelerated finite difference method. Richardson’s method is applied to the numerical methods and sufficient conditions are given to get a higher-order convergence rate.

MSC:

65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
65M15 Error bounds for initial value and initial-boundary value problems involving PDEs
35J70 Degenerate elliptic equations
35K65 Degenerate parabolic equations
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References:

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