Approximation schemes for monotone systems of nonlinear second order partial differential equations: convergence result and error estimate (Q2896911)
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English | Approximation schemes for monotone systems of nonlinear second order partial differential equations: convergence result and error estimate |
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Approximation schemes for monotone systems of nonlinear second order partial differential equations: convergence result and error estimate (English)
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5 July 2012
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error estimate
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fully nonlinear equations
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convergence rate
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weakly coupled systems of Hamilton-Jacobi-Bellman equations
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finite difference schemes
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semi-Lagrangian schemes
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