Skip to Main content Skip to Navigation
Journal articles

Approximation Schemes for Monotone Systems of Nonlinear Second Order Partial Differential Equations: Convergence Result and Error Estimate

Abstract : We consider approximation schemes for monotone systems of fully nonlinear second order partial di erential equations. We rst prove a general convergence result for monotone, consistent and regular schemes. This result is a generalization to the well known framework of Barles-Souganidis, in the case of scalar nonlinear equation. Our second main result provides the convergence rate of approximation schemes for weakly coupled systems of Hamilton-Jacobi-Bellman equations. Examples including nite di erence schemes and Semi-Lagrangian schemes are discussed.
Document type :
Journal articles
Complete list of metadatas

Cited literature [26 references]  Display  Hide  Download

https://hal.inria.fr/inria-00627520
Contributor : Estelle Bouzat <>
Submitted on : Wednesday, September 28, 2011 - 6:50:22 PM
Last modification on : Tuesday, March 24, 2020 - 6:32:03 PM
Long-term archiving on: : Tuesday, November 13, 2012 - 2:46:26 PM

File

briani_camilli_zidani_finalver...
Files produced by the author(s)

Identifiers

Citation

Ariela Briani, Fabio Camilli, Hasnaa Zidani. Approximation Schemes for Monotone Systems of Nonlinear Second Order Partial Differential Equations: Convergence Result and Error Estimate. Differential Equations and Applications, Element, 2012, 4, pp.297-317. ⟨10.7153/dea-04-18⟩. ⟨inria-00627520⟩

Share

Metrics

Record views

1052

Files downloads

1613