A rate of convergence for monotone finite difference approximations to fully nonlinear, uniformly elliptic PDEs

DOI10.1002/cpa.20208zbMath1140.65075OpenAlexW2068875595WikidataQ126231879 ScholiaQ126231879MaRDI QIDQ5433154

Panagiotis E. Souganidis, Luis A. Caffarelli

Publication date: 8 January 2008

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.20208

zbMATH Keywords

convergenceerror estimateshomogenizationnonlinear boundary value problemregularity resultsinf-convolution and sup-convolution approximationsLipschitz-continuous viscosity solutionsmonotone finite difference

Mathematics Subject Classification ID

Nonlinear boundary value problems for linear elliptic equations (35J65) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite difference methods for boundary value problems involving PDEs (65N06) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

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