Error estimates for approximations of nonlinear uniformly parabolic equations (Q2351404)

A nonlinear parabolic problem of the form \[ u_t-F(D^2u)=0 \quad \text{in } \Omega \times(0,T) \] is studied in this paper. Here, the nonlinearity \(F\) is uniformly elliptic and \(\Omega\) is a bounded subset of \(\mathbb R^n\). The main results of the paper represent a generalization of the work of Caffarelli and Souganidis, where nonlinear uniformly elliptic equations are considered. First, the definition of viscosity solutions of the proposed problem is recalled and the definition of \(\delta\)-viscosity solutions of the problem is established and known regularity results on the solution are mentioned. Then, the new regularity results necessary for the main estimates are derived. The main goal of the paper is a uniform error estimate of order \(\delta^\alpha\) between viscosity and \(\delta\)-viscosity solutions of the parabolic problem. Finally, an implicit monotone finite difference scheme to the proposed parabolic problem is presented and an error estimate of order \(h^{\bar \alpha}\) is proved .