Monotone two-scale methods for a class of integrodifferential operators and applications

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Main Authors: Borthagaray, Juan Pablo, Nochetto, Ricardo H., Salgado, Abner J., Torres, Céline
Format: Preprint
Published: 2024
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author Borthagaray, Juan Pablo
Nochetto, Ricardo H.
Salgado, Abner J.
Torres, Céline
author_facet Borthagaray, Juan Pablo
Nochetto, Ricardo H.
Salgado, Abner J.
Torres, Céline
contents We develop a monotone, two-scale discretization for a class of integrodifferential operators of order $2s$, $s \in (0,1)$. We apply it to develop numerical schemes, and derive pointwise convergence rates, for linear and obstacle problems governed by such operators. As applications of the monotonicity, we provide error estimates for free boundaries and a convergent numerical scheme for a concave fully nonlinear, nonlocal, problem.
format Preprint
id arxiv_https___arxiv_org_abs_2405_17652
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Monotone two-scale methods for a class of integrodifferential operators and applications
Borthagaray, Juan Pablo
Nochetto, Ricardo H.
Salgado, Abner J.
Torres, Céline
Numerical Analysis
We develop a monotone, two-scale discretization for a class of integrodifferential operators of order $2s$, $s \in (0,1)$. We apply it to develop numerical schemes, and derive pointwise convergence rates, for linear and obstacle problems governed by such operators. As applications of the monotonicity, we provide error estimates for free boundaries and a convergent numerical scheme for a concave fully nonlinear, nonlocal, problem.
title Monotone two-scale methods for a class of integrodifferential operators and applications
topic Numerical Analysis
url https://arxiv.org/abs/2405.17652