note on the numerical approximation of parabolic equations in Holder spaces

We consider the initial-boundary value problem for a multidimensional linear parabolic PDE of second order. This problem is solvable in Holder spaces. The solution is numerically approximated, using finite differences, and the rate of convergence of the time-space finite difference scheme is estimated. Both explicit and implicit discrete operators are given. info:eu-repo/semantics/publishedVersion