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20052025
most citedDegenerate parabolic stochastic partial differential equations: Quasilinear case

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math.NA2012

Fast weak-KAM integrators for separable Hamiltonian systems

Anne Bouillard, Erwan Faou, Maxime Zavidovique

We consider a numerical scheme for Hamilton-Jacobi equations based on a direct discretization of the Lax-Oleinik semi-group. We prove that this method is convergent with respect to…