On a variant of the matrix transformation method for approximate solution of partial differential equations of second degree
The Schwarz alternating method can be used to solve elliptic boundary value problems on domains which consist of two or more overlapping subdomains. The solution is approximated by an infinite sequence of functions which results from solving a sequence of elliptic boundary value problems in each of the subdomains. In this paper, proofs of convergence of some Schwarz alternating methods for nonlinear elliptic problems which are known to have solutions by the monotone method (also known as the method...
The Schwarz alternating method can be used to solve elliptic boundary value problems on domains which consist of two or more overlapping subdomains. The solution is approximated by an infinite sequence of functions which results from solving a sequence of elliptic boundary value problems in each of the subdomains. In this paper, proofs of convergence of some Schwarz alternating methods for nonlinear elliptic problems which are known to have solutions by the monotone method (also known as the method...
The paper is concerned with the finite difference approximation of the Dirichlet problem for a second order elliptic partial differential equation in an -dimensional domain. Considering the simplest finite difference scheme and assuming a sufficient smoothness of the domain, coefficients of the equation, right-hand part, and boundary condition, the author develops a general error expansion formula in which the mesh sizes of an (-dimensional) rectangular grid in the directions of the individual...
Using systematically a tricky idea of N.V. Krylov, we obtain general results on the rate of convergence of a certain class of monotone approximation schemes for stationary Hamilton-Jacobi-Bellman equations with variable coefficients. This result applies in particular to control schemes based on the dynamic programming principle and to finite difference schemes despite, here, we are not able to treat the most general case. General results have been obtained earlier by Krylov for finite difference...
Using systematically a tricky idea of N.V. Krylov, we obtain general results on the rate of convergence of a certain class of monotone approximation schemes for stationary Hamilton-Jacobi-Bellman equations with variable coefficients. This result applies in particular to control schemes based on the dynamic programming principle and to finite difference schemes despite, here, we are not able to treat the most general case. General results have been obtained earlier by Krylov for finite...