On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains

DOI10.1080/03605302.2015.1029074zbMath1331.65122arXiv1402.0252OpenAlexW2007069471MaRDI QIDQ3448236

Nicolai V. Krylov

Publication date: 23 October 2015

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.0252

zbMATH Keywords

finite differencesfully nonlinear elliptic equationsIsaacs equations

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Partial difference equations (39A14)

Related Items (10)

Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations ⋮ Numerical analysis of strongly nonlinear PDEs ⋮ Regularity for a special case of two-phase Hele-Shaw flow via parabolic integro-differential equations ⋮ Approximating the value functions for stochastic differential games with the ones having bounded second derivatives ⋮ On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations ⋮ An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians ⋮ On the independence of the value function for stochastic differential games of the probability space ⋮ Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains ⋮ Finite element approximation of the Isaacs equation ⋮ Min-max formulas for nonlocal elliptic operators

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