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math.NA2025
A numerical scheme for a fully nonlinear free boundary problem
Edgard A. Pimentel, Ercília Sousa
We propose a numerical method to approximate viscosity solutions of fully nonlinear free transmission problems. The method discretises a two-layer regularisation of a PDE, involvin…
math.NA2025
Numerical methods for fully nonlinear degenerate diffusions
Edgard A. Pimentel, Ercília Sousa
We propose finite difference methods for degenerate fully nonlinear elliptic equations and prove the convergence of the schemes. Our focus is on the pure equation and a related fre…