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

DOI10.1016/j.cam.2013.02.001zbMath1290.65096arXiv1212.0249OpenAlexW2117652326MaRDI QIDQ2016403

Chiu-Yen Kao, Xiaobing Feng, Thomas Lewis

Publication date: 20 June 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.0249

zbMATH Keywords

finite difference methodsviscosity solutionsfully nonlinear PDEsmonotone schemesnumerical momentnumerical operators

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite difference methods for boundary value problems involving PDEs (65N06)

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