Approximation schemes for non-linear second order equations on the Heisenberg group
Pablo Ochoa
In this work, we propose and analyse approximation schemes for fully non-linear second order partial differential equations defined on the Heisenberg group. We prove that a consistent, stable and monotone scheme converges to a viscosity solution of a second order PDE on the Heisenberg group provided that comparison principles exists for the limiting equation. We also provide examples where this technique is applied.
keywords: Heisenberg group viscosity solutions finite difference methods approximation schemes. Partial differential equations on the Heisenberg group

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