Error bounds for monotone approximation schemes for
G. Barles and E. R. Jakobsen
We obtain error bounds for monotone approximation schemes of
These bounds improve previous results of Krylov and the authors.
The key step in the proof of these new estimates is the introduction
of a switching system which allows the construction of approximate,
(almost) smooth supersolutions for the
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- G. Barles,
- E. R. Jakobsen,
- Publishing information:
- Submitted to SIAM Journal of Numerical Analysis.
- Submitted by:
October 1 2004.
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