Convergence of a finite difference scheme to weak solutions of the system of partial differential equation arising in mean field games.
Yves AchdouAlessio PorrettaPublished in: CoRR (2015)
Keyphrases
- finite difference
- partial differential equations
- numerical scheme
- semi implicit
- finite difference method
- numerical solution
- numerical algorithms
- hamilton jacobi
- finite element
- anisotropic diffusion
- level set
- image processing
- numerical analysis
- image denoising
- image enhancement
- multiscale
- variational methods
- differential equations
- curve evolution
- heat equation
- numerical methods
- markov random field
- diffusion equation
- energy functional
- nonlinear diffusion
- color image processing
- fixed point
- high order
- object recognition
- objective function