Convergence of meshfree collocation methods for fully nonlinear parabolic equations
Numerical Analysis
2025-10-31 v7 Numerical Analysis
Abstract
We prove the convergence of meshfree collocation methods for the terminal value problems of fully nonlinear parabolic partial differential equations in the framework of viscosity solutions, provided that the basis function approximations of the terminal condition and the nonlinearities are successful at each time step. A numerical experiment with a radial basis function demonstrates the convergence property.
Keywords
Cite
@article{arxiv.1408.5195,
title = {Convergence of meshfree collocation methods for fully nonlinear parabolic equations},
author = {Yumiharu Nakano},
journal= {arXiv preprint arXiv:1408.5195},
year = {2025}
}
Comments
Published in Numerische Mathematik 136 (2017), 703-723. This is the corrected version reflecting the erratum