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

DOI10.1007/S10915-024-02544-YMaRDI QIDQ6500194

Publication date: 10 May 2024

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Nonlinear parabolic equations (35K55) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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