A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs

zbMath1495.65189arXiv2202.12782MaRDI QIDQ5866542

Thomas Lewis, Xiaobing Feng, Kellie Ward

Publication date: 22 September 2022

Full work available at URL: https://arxiv.org/abs/2202.12782

zbMATH Keywords

Hamilton-Jacobi-Bellman equationMonge-Ampère equationviscosity solutionsgeneralized monotonicityfully nonlinear PDEsnumerical momentnumerical operatorsnarrow-stencilg-monotonicity

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite difference methods for boundary value problems involving PDEs (65N06)

Related Items (1)

Consistency results for the dual-wind discontinuous Galerkin method

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Convergence analysis of a symmetric dual-wind discontinuous Galerkin method
• Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations
• Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian
• Elliptic partial differential equations of second order
• Nonstandard local discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions
• Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations
• Dual-wind discontinuous Galerkin methods for stationary Hamilton-Jacobi equations and regularized Hamilton-Jacobi equations
• Finite element approximations of general fully nonlinear second order elliptic partial differential equations based on the vanishing moment method
• Controlled Markov processes and viscosity solutions
• Discontinuous Galerkin derivative operators with applications to second-order elliptic problems and stability
• Recent Developments in Numerical Methods for Fully Nonlinear Second Order Partial Differential Equations
• Semi-Lagrangian schemes for linear and fully non-linear diffusion equations
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Mixed Finite Element Methods for the Fully Nonlinear Monge–Ampère Equation Based on the Vanishing Moment Method
• Viscosity Solutions of Hamilton-Jacobi Equations
• User’s guide to viscosity solutions of second order partial differential equations
• Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation
• Numerical analysis of strongly nonlinear PDEs
• On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations
• A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations
• Finite element approximation of the Isaacs equation
• Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids
• Discontinuous Galerkin Finite Element Approximation of Hamilton--Jacobi--Bellman Equations with Cordes Coefficients
• On the Approximation of Linear Elliptic Differential Equations by Difference Equations with Positive Coefficients
• Two-scale method for the Monge–Ampère equation: pointwise error estimates
• Discontinuous Galerkin finite element differential calculus and applications to numerical solutions of linear and nonlinear partial differential equations

This page was built for publication: A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs