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Monotone two-scale methods for a class of integro-differential operators and applications

  • Juan Pablo Borthagaray

    Universidad de la República, Montevideo, Uruguay
    ORCID

  • Ricardo H. Nochetto

    University of Maryland, College Park, USA
    ORCID

  • Abner J. Salgado

    University of Tennessee, Knoxville, USA
    ORCID

  • Céline Torres

    University of Maryland, College Park, USA
    ORCID
Monotone two-scale methods for a class of integro-differential operators and applications cover

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Abstract

We develop a monotone, two-scale discretization for a class of integro-differential operators of order , . We apply it to develop numerical schemes, and derive pointwise convergence rates for linear and obstacle problems governed by such operators. As applications of the monotonicity, we provide error estimates for free boundaries and a convergent numerical scheme for a concave fully nonlinear, nonlocal, problem.

Cite this article

Juan Pablo Borthagaray, Ricardo H. Nochetto, Abner J. Salgado, Céline Torres, Monotone two-scale methods for a class of integro-differential operators and applications. Interfaces Free Bound. (2025), published online first

DOI 10.4171/IFB/553