Convergence of meshfree collocation methods for fully nonlinear parabolic equations

DOI10.1007/s00211-016-0852-8zbMath1397.65207arXiv1408.5195OpenAlexW1501576219MaRDI QIDQ2364891

Yumiharu Nakano

Publication date: 25 July 2017

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.5195

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Related Items (7)

Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization ⋮ Inverse stochastic optimal controls ⋮ A class of mesh-free algorithms for some problems arising in finance and machine learning ⋮ Continuous-time portfolio optimization for absolute return funds ⋮ Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization ⋮ Mesh-free error integration in arbitrary dimensions: a numerical study of discrepancy functions ⋮ Kernel-based collocation methods for Zakai equations

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