Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams (Q2568628): Difference between revisions

Using viscosity and comparison techniques, the authors study a scalar Hamilton-Jacobi equation perturbed by a nonlinear (possibly degenerate) viscous term and with nonlinear right-hand side. This equation is discretized in time, the nonlinear problem being solved by an explicit Euler step followed by an exact solution of the corresponding homogeneous equation, on the time interval \([t,t+\Delta t]\). For this approach they prove convergence in \(L_\infty\) of order \(O(\Delta t^{1/2})\), whereas, supposing more regularity, they recover the usual \(O(\Delta)\) result. Finally, for a special case of a 2D degenerate parabolic equation, they also consider the fully discretized method and obtain convergence of order \(O(\Delta^{1/4}+h^{1/2})\).