Numerical analysis of strongly nonlinear PDEs
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Publication:4594243
stabilitymonotonicityregularityconvergence ratediscontinuous Galerkin methodexistencefinite differencefinite elementssemi-Lagrangian schemessubdifferentialviscosity solutionPerron's methodCordes conditiondiscrete convexitystrongly nonlinearcontact setsup-convolutionHamilton-Jacobi-Bellmann equation(non-)uniquenessenrichment operatorAlexandrov estimateMonge-Ampère equation(discrete) barriers(discrete) comparision principle(discrete) Miranda-Talenti estimate(non-)convex(non-)divergence formAlexandrov-Bakelmann-Pucci maximum principleBrunn-Minkowki inequalitydiscrete Calderón-Zygmund estimateelliticityHoward's methodnon-negative and positive operatorslant derivativesolution of discrete problemsstencil size
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Hamilton-Jacobi equations (35F21) Boundary value problems for second-order elliptic systems (35J57) Nonlinear boundary value problems for nonlinear elliptic equations (35J66) Monge-Ampère equations (35J96) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Abstract: We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental result in this area which states that stable, consistent, and monotone schemes converge as the discretization parameter tends to zero. We review methodologies to construct finite difference, finite element, and semi-Lagrangian schemes that satisfy these criteria, and, in addition, discuss some rather novel tools that have paved the way to derive rates of convergence within this framework.
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