On the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains

2014/02/02 by Н. В. Крылов, Krylov, N. V.
Computer Science · Mathematics · #35J60 #39A14 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Differential Equations Analysis #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1402.0252

openalex publication_date 2014/02/02 · openalex created_date 2019/06/27 · openalex updated_date 2026/07/28

Abstract

We show that the there exists an algebraic rate of convergence of solutions of finite-difference approximations for uniformly elliptic Isaacs in smooth bounded domains.

Related

• Rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations
• To the theory of viscosity solutions for uniformly elliptic Isaacs equations
• Regularity theory for the Isaacs equation through approximation methods
• To the theory of viscosity solutions for uniformly parabolic Isaacs equations
• Finite element approximation of the Isaacs equation