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Convergent kernel-based methods for parabolic equations (1803.09446v10)
Published 26 Mar 2018 in math.NA, cs.NA, and math.OC
Abstract: We prove that the functions constructed by the kernel-based regressions with Wendland kernels under $\ell_1$-norm constraints converge to unique viscosity solutions of the corresponding fully nonlinear parabolic equations. A key ingredient in our proof is the max-min representations of the nonlinearities of the equations.
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