Second Order Numerical Methods for First Order Hamilton-Jacobi Equations

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},
}