A Narrow-stencil finite difference method for approximating viscosity solutions of fully nonlinear elliptic partial differential equations with applications to Hamilton-Jacobi-Bellman equations.
Xiaobing FengThomas LewisPublished in: CoRR (2019)
Keyphrases
- partial differential equations
- finite difference method
- boundary value problem
- differential equations
- nonlinear partial differential equations
- numerical solution
- finite difference
- numerical methods
- anisotropic diffusion
- image denoising
- level set
- hamilton jacobi
- image processing
- numerical algorithms
- diffusion equation
- multiscale
- hamilton jacobi bellman
- image enhancement
- stochastic control
- energy functional
- heat equation
- optimal control
- control problems
- high order
- natural images
- curve evolution
- finite element method
- optical flow
- computer vision
- pattern recognition
- brownian motion
- feature vectors
- sufficient conditions
- noise removal
- finite element