Error estimates for finite difference-quadrature schemes for a class of nonlocal Bellman equations with variable diffusion

Imran H. Biswas, Espen R. Jakobsen, Kenneth H. Karlsen

Type: Other

Publication Date: 2007-01-01

Citations: 3

DOI: https://doi.org/10.1090/conm/429/08227

View Publication

Locations

Contemporary mathematics - American Mathematical Society - View

Similar Works

Action	Title	Year	Authors
+ PDF Chat	The Rate of Convergence of Finite-Difference Approximations for Bellman Equations with Lipschitz Coefficients	2005	Н. В. Крылов
+	Finite-difference schemes for the diffusion equation	2008	Giovanni Manfredi M. Ottaviani
+	Finite-Difference Methods for Diffusion	2018	Nikolaos D. Katopodes
+	Convergence of quadrature-difference methods for linear integro-differential equations	1971	Gennadi Vainikko
+	Differential quadrature method for time-dependent diffusion equation	2003	Makbule Akman
+	Numerical Accuracy for Diffusion Problems	1989	C. B. Vreugdenhil
+	Difference Schemes for Non-Stationary Equations	2002	A. A. Samarskiĭ П. П. Матус П. Н. Вабищевич
+	Finite difference methods for convective-diffusive equations	1983	Y. Adam
+	FINITE-DIFFERENCE EQUATIONS	2011
+	Convergent Finite Difference Schemes for Stochastic Transport Equations	2025	Ulrik Skre Fjordholm Kenneth H. Karlsen Peter H. C. Pang
+	Error estimate for diffusion equations solved by schemes with weights	2014	А. И. Сухинов А. E. Chistyakov A. V. Shishenya
+	The Rate of Convergence of Finite-Difference Approximations for Parabolic Bellman Equations with Lipschitz Coefficients in Cylindrical Domains	2007	Hongjie Dong Н. В. Крылов
+	FINITE-DIFFERENCE EQUATIONS AND NUMERICAL METHODS	1976	G. F. Carrier Carl E. Pearson
+	Maximum norm error analysis of difference schemes for fractional diffusion equations	2015	Jincheng Ren Zhi‐zhong Sun
+ PDF Chat	NUMERICAL METHODS FOR INTEGRO-DIFFERENCE EQUATIONS	1976	Muhammad Anwar Chaudhry
+	Numerical methods for deterministic and stochastic nonlocal problem in diffusion and mechanics	2012	Xi Chen
+	Difference schemes for the convective-diffusive equation	1991	William Grant Rolston
+	Numerical methods and difference equations	2004	James C. Robinson
+	Finite-Difference Diffusion Equations	1959	G. I. Marchuk
+	Convolution Quadrature Methods for Time-Space Fractional Nonlinear Diffusion-Wave Equations	2019	Jianfei Huang

Works That Cite This (3)

Action	Title	Year	Authors
+ PDF Chat	ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES	2008	Imran H. Biswas Espen R. Jakobsen Kenneth H. Karlsen
+	Recent Developments in Numerical Methods for Fully Nonlinear Second Order Partial Differential Equations	2013	Xiaobing Feng Roland Glowinski Michael Neilan
+ PDF Chat	On Finite-Difference Approximations for Normalized Bellman Equations	2009	István Gyöngy David Šiška

Works Cited by This (0)

Action	Title	Year	Authors