We propose a new semi-Lagrangian scheme for the game infinity-Laplacian. We demonstrate the convergence of the scheme to the viscosity solution of the given problem, showing its consistency, monotonicity, and stability. The proof of this result is established following the Barles-Souganidis analysis. This analysis assumes convergence at the boundary in a strong sense and is applied to our proposed scheme, augmented with an artificial viscosity term.
Carlini, E., Tozza, S. (2025). A Convergent Semi-Lagrangian Scheme for the Game ∞-Laplacian. DYNAMIC GAMES AND APPLICATIONS, 15(2), 406-416 [10.1007/s13235-024-00596-1].
A Convergent Semi-Lagrangian Scheme for the Game ∞-Laplacian
Tozza S.
2025
Abstract
We propose a new semi-Lagrangian scheme for the game infinity-Laplacian. We demonstrate the convergence of the scheme to the viscosity solution of the given problem, showing its consistency, monotonicity, and stability. The proof of this result is established following the Barles-Souganidis analysis. This analysis assumes convergence at the boundary in a strong sense and is applied to our proposed scheme, augmented with an artificial viscosity term.File in questo prodotto:
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