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Convergent Finite Difference Solvers for Viscosity Solutions of the Elliptic Monge-Ampère Equation in Dimensions Two and Higher

Brittany D. Froese, Adam M. Oberman. Convergent Finite Difference Solvers for Viscosity Solutions of the Elliptic Monge-Ampère Equation in Dimensions Two and Higher. SIAM J. Numerical Analysis, 49(4):1692-1714, 2011. [doi]

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