Monotone two-scale methods for a class of integrodifferential operators and applications
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 monotonicit...
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| Sprache: | eng |
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| Zusammenfassung: | 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. |
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| DOI: | 10.48550/arxiv.2405.17652 |