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High Order Whitney Forms on Simplices and the Question of Potentials Read chapter Read first chapter

2021 | OriginalPaper | Chapter

Monotone and Second Order Consistent Scheme for the Two Dimensional Pucci Equation

Authors : Joseph Frédéric Bonnans, Guillaume Bonnet, Jean-Marie Mirebeau

Published in: Numerical Mathematics and Advanced Applications ENUMATH 2019

Publisher: Springer International Publishing

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Abstract

We introduce a new strategy for the design of second-order accurate discretizations of non-linear second order operators of Bellman type, which preserves degenerate ellipticity. The approach relies on Selling’s formula, a tool from lattice geometry, and is applied to the Pucci equation, discretized on a two dimensional Cartesian grid. Numerical experiments illustrate the robustness and the accuracy of the method.

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Footnotes
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Metadata
Title
Monotone and Second Order Consistent Scheme for the Two Dimensional Pucci Equation
Authors
Joseph Frédéric Bonnans
Guillaume Bonnet
Jean-Marie Mirebeau
Copyright Year
2021
Book
Numerical Mathematics and Advanced Applications ENUMATH 2019

Print ISBN: 978-3-030-55873-4

Electronic ISBN: 978-3-030-55874-1

Copyright Year: 2021

DOI
https://doi.org/10.1007/978-3-030-55874-1_72

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