2 papers
math.NA2022
A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs
Xiaobing Feng, Thomas Lewis, Kellie Ward
This paper develops a unified general framework for designing convergent finite difference and discontinuous Galerkin methods for approximating viscosity and regular solutions of f…
math.NA2019
A Narrow-stencil finite difference method for approximating viscosity solutions of fully nonlinear elliptic partial differential equations with applications to Hamilton-Jacobi-Bellman equations
Xiaobing Feng, Thomas Lewis
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations i…