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arxiv: 1411.4538 · v4 · pith:VNJ5SRGAnew · submitted 2014-11-17 · 🧮 math.AP

On the convergence rate of finite difference methods for degenerate convection-diffusion equations in several space dimensions

classification 🧮 math.AP
keywords convection-diffusiondifferencedegeneratedeltadimensionsequationserrormethods
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We analyze upwind difference methods for strongly degenerate convection-diffusion equations in several spatial dimensions. We prove that the local $L^1$-error between the exact and numerical solutions is $\mathcal{O}(\Delta x^{2/(19+d)})$, where $d$ is the spatial dimension and $\Delta x$ is the grid size. The error estimate is robust with respect to vanishing diffusion effects. The proof makes effective use of specific kinetic formulations of the difference method and the convection-diffusion equation.

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