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 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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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. |
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ISSN: | 2153-0785 2153-0793 |
DOI: | 10.1007/s13235-024-00596-1 |