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 :
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