Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games

Yves Achdou; Alessio Porretta

doi:10.1137/15m1015455

Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games

SIAM Journal on Numerical Analysis ◽

10.1137/15m1015455 ◽

2016 ◽

Vol 54 (1) ◽

pp. 161-186 ◽

Cited By ~ 24

Author(s):

Yves Achdou ◽

Alessio Porretta

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Difference Scheme ◽

Weak Solutions ◽

Finite Difference Scheme ◽

Mean Field ◽

Mean Field Games ◽

Partial Differential

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An Accurate Finite-Difference Scheme on Second Order Partial Differential Equations in 3D

10.1063/1.2835993 ◽

2007 ◽

Author(s):

N. Niakas ◽

V. C. Loukopoulos ◽

C. Douskos ◽

Theodore E. Simos ◽

George Maroulis

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Difference Scheme ◽

Finite Difference Scheme ◽

Second Order ◽

Partial Differential

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A stable three-level explicit spline finite difference scheme for a class of nonlinear time variable order fractional partial differential equations

Computers & Mathematics with Applications ◽

10.1016/j.camwa.2016.07.010 ◽

2017 ◽

Vol 73 (6) ◽

pp. 1262-1269 ◽

Cited By ~ 47

Author(s):

B.P. Moghaddam ◽

J.A.T. Machado

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Difference Scheme ◽

Finite Difference Scheme ◽

Time Variable ◽

Variable Order ◽

Fractional Partial Differential Equations ◽

Partial Differential

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A fourth-order finite difference scheme for two-dimensional nonlinear elliptic partial differential equations

Numerical Methods for Partial Differential Equations ◽

10.1002/num.1690110104 ◽

1995 ◽

Vol 11 (1) ◽

pp. 33-40 ◽

Cited By ~ 11

Author(s):

Godfrey Saldanha ◽

U. Ananthakrishnaiah

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Difference Scheme ◽

Fourth Order ◽

Finite Difference Scheme ◽

Elliptic Partial Differential Equations ◽

Two Dimensional ◽

Partial Differential ◽

Nonlinear Elliptic

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A finite difference scheme with arbitrary mesh systems for solving high-order partial differential equations

Computers & Structures ◽

10.1016/0045-7949(89)90379-9 ◽

1989 ◽

Vol 31 (3) ◽

pp. 319-328 ◽

Cited By ~ 9

Author(s):

A.A. Tseng ◽

S.X. Gu

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Difference Scheme ◽

Finite Difference Scheme ◽

High Order ◽

Partial Differential

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A finite difference scheme for a class of first-order elliptic partial differential equations

Computers & Mathematics with Applications ◽

10.1016/0898-1221(85)90062-8 ◽

1985 ◽

Vol 11 (4) ◽

pp. 411-417 ◽

Cited By ~ 2

Author(s):

Timothy N. Phillips ◽

Milton E. Rose

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Difference Scheme ◽

Finite Difference Scheme ◽

Elliptic Partial Differential Equations ◽

Partial Differential ◽

First Order

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Mean square convergent three points finite difference scheme for random partial differential equations

Journal of the Egyptian Mathematical Society ◽

10.1016/j.joems.2012.08.017 ◽

2012 ◽

Vol 20 (3) ◽

pp. 188-204 ◽

Cited By ~ 5

Author(s):

Magdy A. El-Tawil ◽

M.A. Sohaly

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Difference Scheme ◽

Finite Difference Scheme ◽

Mean Square ◽

Partial Differential ◽

Random Partial Differential Equations

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Technical note: A fourth-order finite difference scheme for a system of a 2D nonlinear elliptic partial differential equations

Numerical Methods for Partial Differential Equations ◽

10.1002/1098-2426(200101)17:1<43::aid-num3>3.0.co;2-h ◽

2001 ◽

Vol 17 (1) ◽

pp. 43-53 ◽

Cited By ~ 9

Author(s):

Godfrey Saldanha

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Difference Scheme ◽

Fourth Order ◽

Finite Difference Scheme ◽

Elliptic Partial Differential Equations ◽

Technical Note ◽

Partial Differential ◽

Nonlinear Elliptic

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Finite Difference Scheme for Solving Parabolic Partial Differential Equations with Random Variable Input under Mean Square Sense

Journal of Mathematics and System Science ◽

10.17265/2159-5291/2016.07.001 ◽

2016 ◽

Vol 6 (7) ◽

Author(s):

M. A. Sohaly ◽

W. W. Mohammed

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Difference Scheme ◽

Finite Difference Scheme ◽

Random Variable ◽

Parabolic Partial Differential Equations ◽

Mean Square ◽

Partial Differential

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The Stability of Non-standard Finite Difference Scheme for Solution of Partial Differential Equations of Fractional Order

Mathematical Researches ◽

10.29252/mmr.1.1.63 ◽

2015 ◽

Vol 1 (1) ◽

pp. 63-74

Author(s):

M. Arab Ameri ◽

E Mir Mehrabi ◽

◽

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Difference Scheme ◽

Fractional Order ◽

Finite Difference Scheme ◽

Partial Differential ◽

The Stability

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Finite Difference Scheme for Special System of Partial Differential Equations

Mathematical Analysis With Applications - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-030-42176-2_9 ◽

2020 ◽

pp. 79-83

Author(s):

A. V. Kim ◽

N. A. Andryushechkina

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Difference Scheme ◽

Finite Difference Scheme ◽

Partial Differential ◽

Special System

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