Approximation schemes for monotone systems of nonlinear second order partial differential equations: convergence result and error estimate
type: Item
instance of: scholarly article
title: Approximation schemes for monotone systems of nonlinear second order partial differential equations: convergence result and error estimate
zbMATH Open document ID: 1252.35021
author: Fabio Camilli
author: Hasnaa Zidani
author: Ariela Briani
publication date: 2012-07-05T00:00:00Z
full work available at URL: dea-04-18.pdf
Mathematics Subject Classification ID: 35A35
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 65N15
Mathematics Subject Classification ID: 35D40
zbMATH DE Number: 6053294
zbMATH Keywords: error estimate
zbMATH Keywords: fully nonlinear equations
zbMATH Keywords: convergence rate
zbMATH Keywords: weakly coupled systems of Hamilton-Jacobi-Bellman equations
zbMATH Keywords: finite difference schemes
zbMATH Keywords: semi-Lagrangian schemes
MaRDI profile type: Publication
OpenAlex ID: W1977710803
DOI: 10.7153/DEA-04-18
published in: Differential Equations and Applications
review text: Approximation schemes for a system of fully nonlinear second-order partial differential equations are studied. In the first part of the paper, the authors recall some definitions and basic results for the continuous problem. Next, the main assumptions for the scheme are stated, and the convergence theorem is proved, which is the first main result of this paper. The second main result provides the convergence rate of approximation schemes for weakly coupled systems of Hamilton-Jacobi-Bellman equations. Examples include finite difference schemes and semi-Lagrangian schemes.
reviewed by: Vicenţiu D. Rădulescu
description: scientific article; zbMATH DE number 6053294