Convergence of meshfree collocation methods for fully nonlinear   parabolic equations
  We prove the convergence of meshfree collocation methods for the terminal value problems of fully nonlinear parabolic partial differential equations in the framework of viscosity solutions, provided that the basis function approximations of the terminal condition and the nonlinearities are successful at each time step. A numerical experiment with a radial basis function demonstrates the convergence property. 
Yumiharu Nakano
math.NA