A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs (Q5866542)

scientific article; zbMATH DE number 7589889

Language	Label	Description	Also known as
English	A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs	scientific article; zbMATH DE number 7589889

Statements

instance of

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22 September 2022

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full work available at URL

https://arxiv.org/abs/2202.12782

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https://ejde.math.txstate.edu/conf-proc/26/f1/abstr.html

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zbMATH Keywords

fully nonlinear PDEs

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viscosity solutions

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Monge-Ampère equation

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Hamilton-Jacobi-Bellman equation

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narrow-stencil

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generalized monotonicity

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g-monotonicity

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numerical operators

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numerical moment

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MaRDI profile type

MaRDI publication profile

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arXiv classification

math.NA

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cs.NA

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cites work

Q3355178

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Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation

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Q4855688

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User’s guide to viscosity solutions of second order partial differential equations

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Viscosity Solutions of Hamilton-Jacobi Equations

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Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations

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Semi-Lagrangian schemes for linear and fully non-linear diffusion equations

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Discontinuous Galerkin derivative operators with applications to second-order elliptic problems and stability

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Recent Developments in Numerical Methods for Fully Nonlinear Second Order Partial Differential Equations

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Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids

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Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations

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Nonstandard local discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions

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A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations

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Dual-wind discontinuous Galerkin methods for stationary Hamilton-Jacobi equations and regularized Hamilton-Jacobi equations

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Discontinuous Galerkin finite element differential calculus and applications to numerical solutions of linear and nonlinear partial differential equations

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Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations

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Mixed Finite Element Methods for the Fully Nonlinear Monge–Ampère Equation Based on the Vanishing Moment Method

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Finite element approximations of general fully nonlinear second order elliptic partial differential equations based on the vanishing moment method

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Controlled Markov processes and viscosity solutions

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Elliptic partial differential equations of second order

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On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations

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Q4004190

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Convergence analysis of a symmetric dual-wind discontinuous Galerkin method

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On the Approximation of Linear Elliptic Differential Equations by Difference Equations with Positive Coefficients

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Numerical analysis of strongly nonlinear PDEs

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Two-scale method for the Monge–Ampère equation: pointwise error estimates

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Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian

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Finite element approximation of the Isaacs equation

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Discontinuous Galerkin Finite Element Approximation of Hamilton--Jacobi--Bellman Equations with Cordes Coefficients

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Identifiers

zbMATH Open document ID

1495.65189

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5866542