Convergent difference schemes for nonlinear parabolic equations and mean curvature motion

@article{Crandall1996ConvergentDS,
  title={Convergent difference schemes for nonlinear parabolic equations and mean curvature motion
},
  author={Michael G. Crandall and Pierre-Louis Lions},
  journal={Numerische Mathematik},
  year={1996},
  volume={75},
  pages={17-41}
}
Summary.Explicit finite difference schemes are given for a collection of parabolic equations which may have all of the following complex features: degeneracy, quasilinearity, full nonlinearity, and singularities. In particular, the equation of “motion by mean curvature” is included. The schemes are monotone and consistent, so that convergence is guaranteed by the general theory of approximation of viscosity solutions of fully nonlinear problems. In addition, an intriguing new type of nonlocal… 

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