Analysis of a Narrow-Stencil Finite Difference Method for Approximating Viscosity Solutions of Fully Nonlinear Second Order Parabolic PDEs (Q6500194): Difference between revisions

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scientific article; zbMATH DE number 7845618

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English	Analysis of a Narrow-Stencil Finite Difference Method for Approximating Viscosity Solutions of Fully Nonlinear Second Order Parabolic PDEs	scientific article; zbMATH DE number 7845618

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scholarly article

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title

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

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Journal of Scientific Computing

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publication date

10 May 2024

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Publication

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cites work

Exit Time Problems in Optimal Control and Vanishing Viscosity Method

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Q3355178

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Q4855688

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An approximation scheme for the optimal control of diffusion processes

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A Finite Element Like Scheme for Integro-Partial Differential Hamilton–Jacobi–Bellman Equations

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User’s guide to viscosity solutions of second order partial differential equations

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Semi-Lagrangian schemes for linear and fully non-linear diffusion equations

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Recent Developments in Numerical Methods for Fully Nonlinear Second Order Partial Differential Equations

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Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids

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Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations

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Nonstandard local discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions

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A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations

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Discontinuous Galerkin finite element differential calculus and applications to numerical solutions of linear and nonlinear partial differential equations

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Dual-wind discontinuous Galerkin methods for stationary Hamilton-Jacobi equations and regularized Hamilton-Jacobi equations

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A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs

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Mixed Finite Element Methods for the Fully Nonlinear Monge–Ampère Equation Based on the Vanishing Moment Method

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Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations

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Finite element approximations of general fully nonlinear second order elliptic partial differential equations based on the vanishing moment method

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Controlled Markov processes and viscosity solutions

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Q5187597

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On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations

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Numerical Methods for Stochastic Control Problems in Continuous Time

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Two-scale method for the Monge-Ampère equation: Convergence to the viscosity solution

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Two-scale method for the Monge–Ampère equation: pointwise error estimates

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Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian

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Identifiers

Mathematics Subject Classification ID

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10.1007/S10915-024-02544-Y

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Sitelinks

Mathematics(1 entry)

mardi Publication:6500194

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+.1007/S10915-024-02544-Y
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