Second Order Numerical Methods for First Order Hamilton--Jacobi Equations (Q4785811)
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scientific article; zbMATH DE number 1848629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second Order Numerical Methods for First Order Hamilton--Jacobi Equations |
scientific article; zbMATH DE number 1848629 |
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Second Order Numerical Methods for First Order Hamilton--Jacobi Equations (English)
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5 January 2003
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Hamilton-Jacobi equations
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numerical approximation
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probabilistic methods
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higher-order asymptotic expansions
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second order convergence
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sharp resolution of discontinuities
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