Monotone and second order consistent scheme for the two dimensional Pucci equation

DOI10.1007/978-3-030-55874-1_72MaRDI QIDQ5152870zbMATH OpenOpenAlexFDO

Authors Guillaume Bonnet, Jean-Marie Mirebeau, J. Frédéric Bonnans

Publication date 27 September 2021

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-55874-1_72

Mathematics Subject Classification ID

Degenerate elliptic equations (35J70) Finite difference methods for boundary value problems involving PDEs (65N06)

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Cites work

• A fast algorithm for the two dimensional HJB equation of stochastic control
• Computational geometry of positive definite quadratic forms. Polyhedral reduction theories, algorithms, and applications
• Convergent Difference Schemes for Degenerate Elliptic and Parabolic Equations: Hamilton--Jacobi Equations and Free Boundary Problems
• Convergent filtered schemes for the Monge-Ampère partial differential equation
• Convergent semi-Lagrangian methods for the Monge-Ampère equation on unstructured grids
• Fast-marching methods for curvature penalized shortest paths
• Foundations of mathematical economics
• scientific article; zbMATH DE number 4205918 (Why is no real title available?)
• Monotone and consistent discretization of the Monge-Ampère operator
• Riemannian fast-marching on cartesian grids, using Voronoi's first reduction of quadratic forms
• Sparse non-negative stencils for anisotropic diffusion
• User’s guide to viscosity solutions of second order partial differential equations
• Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian

Cited in

(6)

• Second order monotone finite differences discretization of linear anisotropic differential operators
• Monotone discretization of the Monge-Ampère equation of optimal transport
• A linear finite-difference scheme for approximating Randers distances on Cartesian grids
• Improved accuracy of monotone finite difference schemes on point clouds and regular grids
• An adaptive nonlinear least-squares finite element method for a Pucci equation in two dimensions
• Monotone discretization of anisotropic differential operators using Voronoi's first reduction

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