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

Language	Label	Description	Also known as
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

Statements

instance of

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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MaRDI profile type

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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Q5301029

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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

DOI

10.1007/s10915-024-02544-y

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6500194

@@ Property / cites work @@
+Exit Time Problems in Optimal Control and Vanishing Viscosity Method
+Normal rank
@@ Property / cites work @@
+Q3355178
@@ Property / cites work: Q3355178 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4855688
@@ Property / cites work: Q4855688 / rank @@
+Normal rank
@@ Property / cites work @@
+An approximation scheme for the optimal control of diffusion processes
+Normal rank
@@ Property / cites work @@
+A Finite Element Like Scheme for Integro-Partial Differential Hamilton–Jacobi–Bellman Equations
+Normal rank
@@ Property / cites work @@
+Q5301029
@@ Property / cites work: Q5301029 / rank @@
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Semi-Lagrangian schemes for linear and fully non-linear diffusion equations
+Normal rank
@@ Property / cites work @@
+Recent Developments in Numerical Methods for Fully Nonlinear Second Order Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids
+Normal rank
@@ Property / cites work @@
+Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Nonstandard local discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions
+Normal rank
@@ Property / cites work @@
+A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations
+Normal rank
@@ Property / cites work @@
+Discontinuous Galerkin finite element differential calculus and applications to numerical solutions of linear and nonlinear partial differential equations
+Normal rank
@@ Property / cites work @@
+Dual-wind discontinuous Galerkin methods for stationary Hamilton-Jacobi equations and regularized Hamilton-Jacobi equations
+Normal rank
@@ Property / cites work @@
+A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs
+Normal rank
@@ Property / cites work @@
+Mixed Finite Element Methods for the Fully Nonlinear Monge–Ampère Equation Based on the Vanishing Moment Method
+Normal rank
@@ Property / cites work @@
+Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Finite element approximations of general fully nonlinear second order elliptic partial differential equations based on the vanishing moment method
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Q5187597
@@ Property / cites work: Q5187597 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Stochastic Control Problems in Continuous Time
+Normal rank
@@ Property / cites work @@
+Two-scale method for the Monge-Ampère equation: Convergence to the viscosity solution
+Normal rank
@@ Property / cites work @@
+Two-scale method for the Monge–Ampère equation: pointwise error estimates
+Normal rank
@@ Property / cites work @@
+Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian
+Normal rank