On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains
From MaRDI portal
Publication:3448236
DOI10.1080/03605302.2015.1029074zbMath1331.65122arXiv1402.0252OpenAlexW2007069471MaRDI QIDQ3448236
Publication date: 23 October 2015
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.0252
Nonlinear elliptic equations (35J60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Partial difference equations (39A14)
Related Items
Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations, Numerical analysis of strongly nonlinear PDEs, Regularity for a special case of two-phase Hele-Shaw flow via parabolic integro-differential equations, Approximating the value functions for stochastic differential games with the ones having bounded second derivatives, On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations, An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians, On the independence of the value function for stochastic differential games of the probability space, Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains, Finite element approximation of the Isaacs equation, Min-max formulas for nonlocal elliptic operators
Cites Work
- Unnamed Item
- Unnamed Item
- Some \(L_{p}\)-estimates for elliptic and parabolic operators with measurable coefficients
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations
- On the independence of the value function for stochastic differential games of the probability space
- Approximation schemes for viscosity solutions of Hamilton-Jacobi equations
- Probability methods for approximations in stochastic control and for elliptic equations
- Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.
- Positive difference operators on general meshes
- The rate of convergence of finite-difference approximations for parabolic bellman equations with Lipschitz coefficients in cylindrical domains
- On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra
- On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations
- Controlled Markov processes and viscosity solutions
- On the Existence of Solutions for Fully Nonlinear Elliptic Equations Under Relaxed Convexity Assumptions
- Two approximations of solutions of Hamilton-Jacobi equations
- Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
- Discrete Methods for Fully Nonlinear Elliptic Equations
- On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
- A rate of convergence for monotone finite difference approximations to fully nonlinear, uniformly elliptic PDEs
- On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients
- Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
