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

preprint2015arXivOpen access

Abstract

We analyze upwind difference methods for strongly degenerate convection-diffusion equations in several spatial dimensions. We prove that the local L1L^1-error between the exact and numerical solutions is O(Δx2/(19+d))\mathcal{O}(Δx^{2/(19+d)}), where dd is the spatial dimension and ΔxΔx 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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