A sharp error estimate for the numerical solution of multivariate dirichlet problem

DOI10.1080/07362999808809542zbMath0904.65103OpenAlexW2032478042MaRDI QIDQ4393904

George A. Anastassiou

Publication date: 1 October 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999808809542

zbMATH Keywords

convergenceDirichlet problemrandom walksfinite difference schemePoisson equation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite difference methods for boundary value problems involving PDEs (65N06)

Cites Work

• A sharp error estimate for the numerical solution of a Dirichlet problem for the Poisson equation
• On the sharpness of error bounds in connection with finite difference schemes on uniform grids for boundary value problems of ordinary differential equations
• BOUNDARY THEORY OF MARKOV PROCESSES (THE DISCRETE CASE)
• Unnamed Item

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