Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games.
Yves AchdouAlessio PorrettaPublished in: SIAM J. Numer. Anal. (2016)
Keyphrases
- partial differential equations
- finite difference
- numerical scheme
- finite difference method
- numerical solution
- semi implicit
- numerical algorithms
- anisotropic diffusion
- level set
- image denoising
- image processing
- diffusion equation
- finite element
- energy functional
- hamilton jacobi
- image enhancement
- differential equations
- markov random field
- multiscale
- high order
- denoising
- numerical analysis
- heat equation
- curve evolution
- scale spaces
- numerical methods
- optimal solution
- nonlinear diffusion
- multiresolution
- difference equations
- pairwise
- fixed point