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

DOI10.1002/cpa.20208zbMath1140.65075MaRDI 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

convergence; error estimates; homogenization; nonlinear boundary value problem; regularity results; inf-convolution and sup-convolution approximations; Lipschitz-continuous viscosity solutions; monotone finite difference

Mathematics Subject Classification ID

35J65: Nonlinear boundary value problems for linear elliptic equations

65N15: Error bounds for boundary value problems involving PDEs

65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs

65N06: Finite difference methods for boundary value problems involving PDEs

35B27: Homogenization in context of PDEs; PDEs in media with periodic structure

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