Adam Szpiro, Paul Dupuis. Second Order Numerical Methods for First Order Hamilton-Jacobi Equations. SIAM J. Numerical Analysis, 40(3):1136-1183, 2002. [doi]
@article{SzpiroD02, title = {Second Order Numerical Methods for First Order Hamilton-Jacobi Equations}, author = {Adam Szpiro and Paul Dupuis}, year = {2002}, doi = {10.1137/S003614299935704X}, url = {http://dx.doi.org/10.1137/S003614299935704X}, researchr = {https://researchr.org/publication/SzpiroD02}, cites = {0}, citedby = {0}, journal = {SIAM J. Numerical Analysis}, volume = {40}, number = {3}, pages = {1136-1183}, }