Convergent Difference Schemes for Degenerate Elliptic and Parabolic Equations: Hamilton--Jacobi Equations and Free Boundary Problems
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convergencedegenerate elliptic equationsfinite difference schemesfree boundary problemHamilton-Jacobi equation, obstacle problemmonotone schemesnonlinear Courant-Friedrichs-Lewy conditionnonlinear schemesviscosity solution
Maximum principles in context of PDEs (35B50) Degenerate elliptic equations (35J70) Degenerate parabolic equations (35K65) Ill-posed problems for PDEs (35R25) Free boundary problems for PDEs (35R35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)
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