A sharp error estimate for the numerical solution of multivariate Dirichlet problems (Q2564265)
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English | A sharp error estimate for the numerical solution of multivariate Dirichlet problems |
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A sharp error estimate for the numerical solution of multivariate Dirichlet problems (English)
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27 July 1997
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For the multidimensional Dirichlet problem for the Poisson equation on an arbitrary compact domain, this study examines convergence rates of approximate solutions, obtained by elementary discretization. Sharp, quantitative error estimates are obtained in terms of the second moduli of continuity of the second single partial derivatives of the exact solution. Probabilistic methods are used in the analysis.
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Wiener process
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simple random walk
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probabilistic methods
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Dirichlet problem
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Poisson equation
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convergence
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error estimates
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