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Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations - MaRDI portal

Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations (Q2016403)

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Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations
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    Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations (English)
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    20 June 2014
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    fully nonlinear PDEs
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    viscosity solutions
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    finite difference methods
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    monotone schemes
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    numerical operators
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    numerical moment
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