Error estimates for approximations of nonlinear uniformly parabolic equations

Abstract

We introduce the notion of δ-viscosity solutions for fully nonlinear uniformly parabolic PDE on bounded domains. We prove that δ-viscosity solutions are uniformly close to the actual viscosity solution. As a consequence we obtain an error estimate for implicit monotone finite difference approximations of uniformly parabolic PDE.

34 pages; improved exposition from previous version

Cited by in corpus (2)

• Algebraic Error Estimates for the Stochastic Homogenization of Uniformly Parabolic Equations
• To the theory of viscosity solutions for uniformly elliptic Isaacs equations