On computation of solutions of fully nonlinear elliptic problems (Q1195392)

A numerical method is proposed for elliptic equations of the form \(f(u'',u',u,x)=0\) on an interval \([a,b]\) with separated boundary conditions, under the assumption that there exists a supersolution and a subsolution. The method of solution is by computing the long-time behavior of the solution to an associated parabolic problem. It is shown that the temporal iterations are monotone if the mesh sizes are sufficiently small and if the initial data is an approximate supersolution or subsolution. Extensions of the method are also discussed for nonlinear elliptic problems on 2-dimensional domains.