Approximation schemes for monotone systems of nonlinear second order partial differential equations: convergence result and error estimate

DOI10.7153/dea-04-18zbMath1252.35021OpenAlexW1977710803MaRDI QIDQ2896911

Hasnaa Zidani, Fabio Camilli, Ariela Briani

Publication date: 5 July 2012

Published in: Differential Equations & Applications (Search for Journal in Brave)

Full work available at URL: http://files.ele-math.com/articles/dea-04-18.pdf

zbMATH Keywords

error estimate semi-Lagrangian schemes convergence rate finite difference schemes fully nonlinear equations weakly coupled systems of Hamilton-Jacobi-Bellman equations

Mathematics Subject Classification ID

Error bounds for boundary value problems involving PDEs (65N15) Theoretical approximation in context of PDEs (35A35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40)

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