Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-Lagrangian schemes for linear and fully non-linear diffusion equations |
scientific article |
Statements
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (English)
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23 July 2013
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Hamilton-Jacobi-Bellman equations
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viscosity solution
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stability
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convergence
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error bound
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monotone approximation schemes
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difference-interpolation methods
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degenerate parabolic equations
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numerical examples
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optimal control
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