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A rate of convergence for monotone finite difference approximations to fully nonlinear, uniformly elliptic PDEs
Luis A. Caffarelli, Panagiotis E. Souganidis
Source abstract
Abstract We obtain an algebraic rate of convergence for monotone and consistent finite difference approximations to Lipschitz‐continuous viscosity solutions of uniformly elliptic partial differential equations. © 2007 Wiley Periodicals, Inc.
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