{"id":"https://openalex.org/W2757388982","doi":"https://doi.org/10.1137/17m114995x","title":"On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations","display_name":"On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations","publication_year":2019,"publication_date":"2019-01-01","ids":{"openalex":"https://openalex.org/W2757388982","doi":"https://doi.org/10.1137/17m114995x","mag":"2757388982"},"language":"en","primary_location":{"id":"doi:10.1137/17m114995x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/17m114995x","pdf_url":null,"source":{"id":"https://openalex.org/S203348814","display_name":"SIAM Journal on Numerical Analysis","issn_l":"0036-1429","issn":["0036-1429","1095-7170"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Numerical Analysis","raw_type":"journal-article"},"type":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1709.07743","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5003625306","display_name":"Imran H. Biswas","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Imran H. Biswas","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102882221","display_name":"Indranil Chowdhury","orcid":"https://orcid.org/0000-0002-7667-7806"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Indranil Chowdhury","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5025746918","display_name":"Espen R. Jakobsen","orcid":"https://orcid.org/0000-0003-4432-1589"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Espen R. Jakobsen","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0003-4432-1589","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5003625306"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":3,"citation_normalized_percentile":{"value":0.00763506,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"57","issue":"2","first_page":"799","last_page":"827"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11829","display_name":"Mathematical Biology Tumor Growth","score":0.9939000010490417,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9902999997138977,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/degenerate-energy-levels","display_name":"Degenerate energy levels","score":0.7529621124267578},{"id":"https://openalex.org/keywords/monotone-polygon","display_name":"Monotone polygon","score":0.7108549475669861},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6569896936416626},{"id":"https://openalex.org/keywords/viscosity-solution","display_name":"Viscosity solution","score":0.5180128216743469},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.49772360920906067},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.49527063965797424},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.4816359579563141},{"id":"https://openalex.org/keywords/a-priori-and-a-posteriori","display_name":"A priori and a posteriori","score":0.4499932825565338},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.44665592908859253},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4422125816345215},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.4231509566307068},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.42180928587913513},{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.413654088973999},{"id":"https://openalex.org/keywords/rate-of-convergence","display_name":"Rate of convergence","score":0.4109208583831787},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.20098555088043213},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.11683142185211182}],"concepts":[{"id":"https://openalex.org/C72319582","wikidata":"https://www.wikidata.org/wiki/Q584304","display_name":"Degenerate energy levels","level":2,"score":0.7529621124267578},{"id":"https://openalex.org/C2834757","wikidata":"https://www.wikidata.org/wiki/Q4925424","display_name":"Monotone polygon","level":2,"score":0.7108549475669861},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6569896936416626},{"id":"https://openalex.org/C88731125","wikidata":"https://www.wikidata.org/wiki/Q7935676","display_name":"Viscosity solution","level":2,"score":0.5180128216743469},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.49772360920906067},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.49527063965797424},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.4816359579563141},{"id":"https://openalex.org/C75553542","wikidata":"https://www.wikidata.org/wiki/Q178161","display_name":"A priori and a posteriori","level":2,"score":0.4499932825565338},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.44665592908859253},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4422125816345215},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.4231509566307068},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.42180928587913513},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.413654088973999},{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.4109208583831787},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.20098555088043213},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.11683142185211182},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C127162648","wikidata":"https://www.wikidata.org/wiki/Q16858953","display_name":"Channel (broadcasting)","level":2,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1137/17m114995x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/17m114995x","pdf_url":null,"source":{"id":"https://openalex.org/S203348814","display_name":"SIAM Journal on Numerical Analysis","issn_l":"0036-1429","issn":["0036-1429","1095-7170"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Numerical Analysis","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1709.07743","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1709.07743","pdf_url":"https://arxiv.org/pdf/1709.07743","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:2757388982","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1709.07743.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"pmh:oai:ntnuopen.ntnu.no:11250/2612646","is_oa":true,"landing_page_url":"http://hdl.handle.net/11250/2612646","pdf_url":null,"source":{"id":"https://openalex.org/S4306401716","display_name":"Duo Research Archive (University of Oslo)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I184942183","host_organization_name":"University of Oslo","host_organization_lineage":["https://openalex.org/I184942183"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"57","raw_type":"info:eu-repo/semantics/article"},{"id":"doi:10.48550/arxiv.1709.07743","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1709.07743","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1709.07743","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1709.07743","pdf_url":"https://arxiv.org/pdf/1709.07743","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G942534728","display_name":null,"funder_award_id":"250070","funder_id":"https://openalex.org/F4320323299","funder_display_name":"Norges Forskningsr\u00e5d"}],"funders":[{"id":"https://openalex.org/F4320310654","display_name":"Indian National Science Academy","ror":"https://ror.org/051475v86"},{"id":"https://openalex.org/F4320320768","display_name":"Department of Atomic Energy, Government of India","ror":"https://ror.org/02m388s04"},{"id":"https://openalex.org/F4320320885","display_name":"European Research Consortium for Informatics and Mathematics","ror":"https://ror.org/055zrhj18"},{"id":"https://openalex.org/F4320323299","display_name":"Norges Forskningsr\u00e5d","ror":"https://ror.org/00epmv149"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2757388982.pdf","grobid_xml":"https://content.openalex.org/works/W2757388982.grobid-xml"},"referenced_works_count":34,"referenced_works":["https://openalex.org/W183349982","https://openalex.org/W1499969990","https://openalex.org/W1513085673","https://openalex.org/W1524594382","https://openalex.org/W1927527792","https://openalex.org/W1980822517","https://openalex.org/W1986838484","https://openalex.org/W1988747288","https://openalex.org/W2004745280","https://openalex.org/W2007069471","https://openalex.org/W2010625224","https://openalex.org/W2017375008","https://openalex.org/W2027438381","https://openalex.org/W2032316144","https://openalex.org/W2035637414","https://openalex.org/W2037367558","https://openalex.org/W2040009667","https://openalex.org/W2045118704","https://openalex.org/W2068875595","https://openalex.org/W2073691774","https://openalex.org/W2089188105","https://openalex.org/W2091258851","https://openalex.org/W2098745223","https://openalex.org/W2123275881","https://openalex.org/W2129143375","https://openalex.org/W2129691545","https://openalex.org/W2137824888","https://openalex.org/W2177195156","https://openalex.org/W2293827696","https://openalex.org/W2320563143","https://openalex.org/W2524112160","https://openalex.org/W2604207521","https://openalex.org/W4243590097","https://openalex.org/W4244726376"],"related_works":["https://openalex.org/W2962708538","https://openalex.org/W3155464596","https://openalex.org/W2005040225","https://openalex.org/W1502445130","https://openalex.org/W3013068944","https://openalex.org/W1945627794","https://openalex.org/W2949938204","https://openalex.org/W3112243339","https://openalex.org/W2953088801","https://openalex.org/W2607034066","https://openalex.org/W2952687095","https://openalex.org/W1855032273","https://openalex.org/W2278852070","https://openalex.org/W3205646675","https://openalex.org/W2078703821","https://openalex.org/W2525737653","https://openalex.org/W1830712743","https://openalex.org/W1996832452","https://openalex.org/W3041231746","https://openalex.org/W2372670127"],"abstract_inverted_index":{"We":[0,98],"study":[1],"monotone":[2],"numerical":[3],"schemes":[4],"for":[5,61,69],"nonlocal":[6,62,110],"Isaacs":[7,63],"equations,":[8,64],"the":[9,65,79,83,88,92,96,105,109],"dynamic":[10],"programming":[11],"equations":[12,22,26,72],"of":[13,27,52,73,95],"stochastic":[14],"differential":[15],"games":[16],"with":[17],"jump-diffusion":[18],"state":[19],"processes.":[20],"These":[21],"are":[23,36],"fully-nonlinear":[24],"non-convex":[25,71],"order":[28,74,94],"less":[29],"than":[30,76],"$2$.":[31],"In":[32],"this":[33],"paper":[34],"they":[35],"also":[37,99],"allowed":[38],"to":[39],"be":[40],"degenerate":[41,70],"and":[42,78,116],"have":[43],"non-smooth":[44],"solutions.":[45],"The":[46,58],"main":[47],"contribution":[48],"is":[49],"a":[50,54,101],"series":[51],"new":[53,102],"priori":[55],"error":[56],"estimates:":[57],"first":[59,66,80],"results":[60,68,81],"general":[67],"greater":[75],"$1$,":[77],"in":[82],"viscosity":[84],"solution":[85],"setting":[86],"giving":[87],"precise":[89],"dependence":[90],"on":[91,114,119,122],"fractional":[93],"equation.":[97],"observe":[100],"phenomena,":[103],"that":[104],"rates":[106],"differ":[107],"when":[108],"diffusion":[111],"coefficient":[112],"depend":[113],"$x$":[115],"$t$,":[117],"only":[118],"$x$,":[120],"or":[121],"neither.":[123]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2018,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}