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20122022
most citedConvergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations

21 citations · 30 across the 8 of their papers we have counts for

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math.NA2019★ 4 cited

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…