research
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08/31/2023
Precise Error Bounds for Numerical Approximations of Fractional HJB Equations
We prove precise rates of convergence for monotone approximation schemes...
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03/09/2023
A convergent finite difference-quadrature scheme for the porous medium equation with nonlocal pressure
We introduce and analyze a numerical approximation of the porous medium ...
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02/04/2022
Uniform tail estimates and L^p(ℝ^N)-convergence for finite-difference approximations of nonlinear diffusion equations
We obtain new equitightness and C([0,T];L^p(ℝ^N))-convergence results fo...
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04/30/2021