On error bounds for approximation schemes for non-convex degenerate elliptic equations

DOI10.1023/B:BITN.0000039390.33444.f2zbMath1067.65116MaRDI QIDQ1770939

Espen R. Jakobsen

Publication date: 7 April 2005

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

error boundsHamilton-Jacobi-Bellman equationsfinite difference methodsviscosity solutionsequationsmonotone approximation schemesdynamic programming principledegenerate elliptic Isaacs equationsnon-convex second-order equations

Mathematics Subject Classification ID

Nonlinear boundary value problems for linear elliptic equations (35J65) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Degenerate elliptic equations (35J70) Finite difference methods for boundary value problems involving PDEs (65N06) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions ⋮ Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations ⋮ The immersed interface method for Helmholtz equations with degenerate diffusion ⋮ Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations ⋮ Numerical analysis of strongly nonlinear PDEs ⋮ On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations ⋮ Discrete-time probabilistic approximation of path-dependent stochastic control problems ⋮ Finite element approximation of the Isaacs equation ⋮ Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams ⋮ Error estimates for approximations of nonlinear uniformly parabolic equations

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