Finite Difference Approximation of Free Discontinuity Problems
  We approximate functionals depending on the gradient of $u$ and on the behaviour of $u$ near the discontinuity points, by families of non-local functionals where the gradient is replaced by finite differences. We prove pointwise convergence, $\Gamma$-convergence, and a compactness result which implies, in particular, the convergence of minima and minimizers. 
Massimo Gobbino and Maria Giovanna Mora