Convergence of meshfree collocation methods for fully nonlinear parabolic equations

Fuente: arXiv
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Autore principale: Nakano, Yumiharu
Natura: Preprint
Pubblicazione: 2014
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author Nakano, Yumiharu
author_facet Nakano, Yumiharu
contents We prove the convergence of meshfree collocation methods for the terminal value problems of fully nonlinear parabolic partial differential equations in the framework of viscosity solutions, provided that the basis function approximations of the terminal condition and the nonlinearities are successful at each time step. A numerical experiment with a radial basis function demonstrates the convergence property.
format Preprint
id arxiv_https___arxiv_org_abs_1408_5195
institution arXiv
publishDate 2014
record_format arxiv
spellingShingle Convergence of meshfree collocation methods for fully nonlinear parabolic equations
Nakano, Yumiharu
Numerical Analysis
We prove the convergence of meshfree collocation methods for the terminal value problems of fully nonlinear parabolic partial differential equations in the framework of viscosity solutions, provided that the basis function approximations of the terminal condition and the nonlinearities are successful at each time step. A numerical experiment with a radial basis function demonstrates the convergence property.
title Convergence of meshfree collocation methods for fully nonlinear parabolic equations
topic Numerical Analysis
url https://arxiv.org/abs/1408.5195