Analysis of a Narrow-Stencil Finite Difference Method for Approximating Viscosity Solutions of Fully Nonlinear Second Order Parabolic PDEs (Q6500194)

scientific article; zbMATH DE number 7845618

Language	Label	Description	Also known as
English	Analysis of a Narrow-Stencil Finite Difference Method for Approximating Viscosity Solutions of Fully Nonlinear Second Order Parabolic PDEs	scientific article; zbMATH DE number 7845618

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instance of

scholarly article

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title

Analysis of a Narrow-Stencil Finite Difference Method for Approximating Viscosity Solutions of Fully Nonlinear Second Order Parabolic PDEs (English)

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Journal of Scientific Computing

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publication date

10 May 2024

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MaRDI profile type

MaRDI publication profile

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cites work

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User’s guide to viscosity solutions of second order partial differential equations

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

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Nonstandard local discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions

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A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations

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Discontinuous Galerkin finite element differential calculus and applications to numerical solutions of linear and nonlinear partial differential equations

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Dual-wind discontinuous Galerkin methods for stationary Hamilton-Jacobi equations and regularized Hamilton-Jacobi equations

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A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs

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Mixed Finite Element Methods for the Fully Nonlinear Monge–Ampère Equation Based on the Vanishing Moment Method

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Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations

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Finite element approximations of general fully nonlinear second order elliptic partial differential equations based on the vanishing moment method

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Controlled Markov processes and viscosity solutions

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Q5187597

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On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations

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Numerical Methods for Stochastic Control Problems in Continuous Time

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Two-scale method for the Monge-Ampère equation: Convergence to the viscosity solution

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Two-scale method for the Monge–Ampère equation: pointwise error estimates

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Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian

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Identifiers

DOI

10.1007/s10915-024-02544-y

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:6500194