Approximation schemes for monotone systems of nonlinear second order partial differential equations: convergence result and error estimate (Q2896911)

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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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