Semi-Lagrangian schemes for linear and fully non-linear diffusion equations
نویسندگان
چکیده
منابع مشابه
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations
For linear and fully non-linear diffusion equations of BellmanIsaacs type, we introduce a class of monotone approximation schemes relying on monotone interpolation. As opposed to classical numerical methods, these schemes converge for degenerate diffusion equations having general nondiagonal dominant coefficient matrices. Such schemes have to have a wide stencil in general. Besides providing a ...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2012
ISSN: 0025-5718,1088-6842
DOI: 10.1090/s0025-5718-2012-02632-9