ON THE DISCRETE MAXIMUM PRINCIPLE FOR PARABOLIC DIFFERENCE-OPERATORS

Authors
KUO HJ TRUDINGER NS
Citation
Hj. Kuo et Ns. Trudinger, ON THE DISCRETE MAXIMUM PRINCIPLE FOR PARABOLIC DIFFERENCE-OPERATORS, Modelisation mathematique et analyse numerique, 27(6), 1993, pp. 719-737
Citations number
12
Categorie Soggetti
Mathematics,Mathematics
Journal title
Modelisation mathematique et analyse numerique → ACNP
ISSN journal
0764583X
Volume
27
Issue
6
Year of publication
1993
Pages
719 - 737
Database
ISI
SICI code
0764-583X(1993)27:6<719:OTDMPF>2.0.ZU;2-O
Abstract
We derive a discrete analogue for parabolic difference inequalities of the Krylov maximum principle for parabolic differential inequalities. The result embraces both explicit and implicit difference schemes and extends to the parabolic case our previous work on linear elliptic di fference inequalities with random coefficients.