Convergence of approximation schemes for fully nonlinear second order equations

1 January 1991

journal article
Published by SAGE Publications in Asymptotic Analysis

Vol. 4 (3) , 271-283
https://doi.org/10.3233/asy-1991-4305

Abstract

We present a simple, purely analytic method for proving the convergence of a wide class of approximation schemes to the solution of fully non linear second-order elliptic or parabolic PDE. Roughly speaking, we prove that any monotone, stable and cons

Keywords

APPROXIMATION SCHEMES
PARABOLIC PDE
ORDER EQUATIONS
PURELY ANALYTIC
WIDE CLASS
NONLINEAR SECOND
ANALYTIC METHOD
FULLY NONLINEAR

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