Numerical analysis of strongly nonlinear PDEs
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semi-Lagrangian schemesfinite elementsHamilton-Jacobi-Bellmann equationHoward's methodMonge-Ampère equationmonotonicitynon-negative and positive operatorPerron's methodregularityfinite differenceslant derivativesolution of discrete problemsstabilitystencil sizestrongly nonlinearsubdifferentialsup-convolutionviscosity solutioncontact set(discrete) comparision principle(discrete) Miranda-Talenti estimate(non-)convex(non-)divergence form(non-)uniquenessAlexandrov estimateAlexandrov-Bakelmann-Pucci maximum principleBrunn-Minkowki inequality(discrete) barriersconvergence rateCordes conditiondiscontinuous Galerkin methoddiscrete Calderón-Zygmund estimatediscrete convexityelliticityenrichment operatorexistence
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) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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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