Title of article
A sharp error estimate for the numerical solution of multivariate Dirichlet problems
Author/Authors
Anastassiou، نويسنده , , George A. and Bendikov، نويسنده , , Alexander، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
15
From page
215
To page
229
Abstract
For the multidimensional Dirichlet problem of the Poisson equation on an arbitrary compact domain, this study examines convergence properties with rates of approximate solutions, obtained by a standard difference scheme over inscribed uniform grids. Sharp quantitative estimates are given by the use of second moduli of continuity of the second single partial derivatives of the exact solution. This is achieved by employing the probabilistic method of simple random walk.
Keywords
Wiener process and simple random walk , convergence with rates , second modulus of continuity , approximate solution. Secondary , first exit time , Lipschitz class , sharp inequality , A , Primary , Dirichlet problem—continuous and discrete , Average operator , uniform grid
Journal title
Journal of Computational and Applied Mathematics
Serial Year
1996
Journal title
Journal of Computational and Applied Mathematics
Record number
1547628
Link To Document