Convergent difference schemes for nonlinear parabolic equations and mean curvature motion (Q2564474): Difference between revisions

An explicit finite difference scheme is proposed to deal with the Cauchy problem assigned to the quasilinear parabolic equation \[ u_t-\text{trace}(\Theta(x, Du) \Theta(x, Du)^TD^2u)=0 \] for scalar \(u\), \(n\)-dimensional \(x\) and positive \(t\). It can handle such a problem even if \( \Theta(x, p) \Theta(x, p)^T\) is non-invertible (degenerate case) or for some singularities, the most important among them being the equation of motion by mean curvature, namely \[ u_t-\text{trace}(I-\frac{Du(x) \otimes Du(x)}{|Du(x)|^2}D^2u)=0. \] The study of this latter equation is based on viscosity solutions, so that the scheme must have monotonicity, besides consistency and stability. No convergence rates are proven but this study seems to pioneer results in this direction. Implicit schemes for the general considered equation have motivated the treatment of the problem \[ U(x - \lambda u(x+\Theta(x,Du)) = f \] or even for its evolution counterparts.