A rate of convergence for monotone finite difference approximations to fully nonlinear, uniformly elliptic PDEs
Publication:5433154
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
convergence; error estimates; homogenization; nonlinear boundary value problem; regularity results; inf-convolution and sup-convolution approximations; Lipschitz-continuous viscosity solutions; monotone finite difference
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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