This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...

Mean field-type models describing the limiting behavior of stochastic differential games as the number of players tends to +∞ were recently introduced by Lasry and Lions. Under suitable assumptions, ...

This is a preview. Log in through your library . Abstract A finite difference scheme for the generalized nonlinear Schrödinger equation with variable coefficients is developed. The scheme is shown to ...