On the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains

DOI10.1080/03605302.2015.1029074zbMATH Open1331.65122arXiv1402.0252OpenAlexW2007069471MaRDI QIDQ3448236FDOQ3448236

Authors: N. V. Krylov 

Publication date: 23 October 2015

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Abstract: We show that the there exists an algebraic rate of convergence of solutions of finite-difference approximations for uniformly elliptic Isaacs in smooth bounded domains.

Full work available at URL: https://arxiv.org/abs/1402.0252

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zbMATH Keywords

finite differencesfully nonlinear elliptic equationsIsaacs equations

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Partial difference equations (39A14)

Cites Work

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Cited In (12)

• Min-max formulas for nonlocal elliptic operators
• An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians
• Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations
• Title not available (Why is that?)
• Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains
• Approximating the value functions for stochastic differential games with the ones having bounded second derivatives
• On the independence of the value function for stochastic differential games of the probability space
• On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations
• Regularity for a special case of two-phase Hele-Shaw flow via parabolic integro-differential equations
• Finite element approximation of the Isaacs equation
• Numerical analysis of strongly nonlinear PDEs
• Rational approximation to orthogonal bases and of the solutions of elliptic equations

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