Linear Elliptic Difference Inequalities with Random Coefficients
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Cites work
- Convergence Estimates for Essentially Positive Type Discrete Dirichlet Problems
- Discrete Interior Schauder Estimates for Elliptic Difference Operators
- Discrete Methods for Fully Nonlinear Elliptic Equations
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- Interior estimates for second-order elliptic differential (or finite- difference) equations via the maximum principle
- Interior Regularity Estimates for Elliptic Systems of Difference Equations
- Local estimates for subsolutions and supersolutions of general second order elliptic quasilinear equations
- On the Approximation of Linear Elliptic Differential Equations by Difference Equations with Positive Coefficients
- On the rate of convergence of some difference schemes for second order elliptic equations
Cited in
(31)- Quenched invariance principle for random walk in time-dependent balanced random environment
- Pointwise rates of convergence for the Oliker-Prussner method for the Monge-Ampère equation
- Positive difference operators on general meshes
- Evolving monotone difference operators on general space-time meshes
- Local regularity estimates for general discrete dynamic programming equations
- An elliptic Harnack inequality for difference equations with random balanced coefficients
- Convergence of adaptive discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations
- Discrete harmonic functions in Lipschitz domains
- Error estimates for approximations of nonlinear uniformly parabolic equations
- A quenched invariance principle for non-elliptic random walk in i.i.d. balanced random environment
- Hölder regularity for stochastic processes with bounded and measurable increments
- Einstein relation for random walks in random environment
- On the positivity of discrete harmonic functions and the discrete Harnack inequality for piecewise linear finite elements
- An invariance principle for a class of non-ballistic random walks in random environment
- Selected topics in random walks in random environment
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- On the discrete maximum principle for parabolic difference operators
- Higher-order estimates for fully nonlinear difference equations. I
- Rates of convergence in \(W^2_p\)-norm for the Monge-Ampère equation
- Numerical analysis of strongly nonlinear PDEs
- Convergence rate estimates for Aleksandrov's solution to the Monge-Ampère equation
- A discrete isoperimetric inequality on lattices
- Unified analysis of discontinuous Galerkin and C^0-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations
- Harnack inequalities for supersolutions of fully nonlinear elliptic difference and differential equations
- Monotone meshfree methods for linear elliptic equations in non-divergence form via nonlocal relaxation
- Quenched invariance principle for random walks in balanced random environment
- Optimal convergence rates in stochastic homogenization in a balanced random environment
- Quenched invariance principle for L^2-integrable long range random walk in balanced environments
- Stochastic integrability of heat-kernel bounds for random walks in a balanced random environment
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations
- Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations
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