A Convergent Semi-Lagrangian Scheme for the Game $$\infty $$-Laplacian

We propose a new semi-Lagrangian scheme for the game $$\infty $$ ∞ -Laplacian. We demonstrate the convergence of the scheme to the viscosity solution of the given problem, showing its consistency, monotonicity, and stability. The proof of this result is established following the Barles-Souganidis an...

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Veröffentlicht in:Dynamic games and applications 2024-10
Hauptverfasser: Carlini, Elisabetta, Tozza, Silvia
Format: Artikel
Sprache:eng
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Zusammenfassung:We propose a new semi-Lagrangian scheme for the game $$\infty $$ ∞ -Laplacian. We demonstrate the convergence of the scheme to the viscosity solution of the given problem, showing its consistency, monotonicity, and stability. The proof of this result is established following the Barles-Souganidis analysis. This analysis assumes convergence at the boundary in a strong sense and is applied to our proposed scheme, augmented with an artificial viscosity term.
ISSN:2153-0785
2153-0793
DOI:10.1007/s13235-024-00596-1