DOAJ Open Access 2019

Some non monotone schemes for Hamilton-Jacobi-Bellman equations

Warin Xavier

Lihat Sumber DOI

Abstrak

We extend the theory of Barles Jakobsen [3] for a class of almost monotone schemes to solve stationary Hamilton Jacobi Bellman equations. We show that the monotonicity of the schemes can be relaxed still leading to the convergence to the viscosity solution of the equation even if the discrete problem can only be solved with some error. We give some examples of such numerical schemes and show that the bounds obtained by the framework developed are not tight. At last we test the schemes.

Topik & Kata Kunci

Applied mathematics. Quantitative methods Mathematics

Penulis (1)

Warin Xavier

Format Sitasi

APA MLA BibTeX

Xavier, W. (2019). Some non monotone schemes for Hamilton-Jacobi-Bellman equations. https://doi.org/10.1051/proc/201965476

Akses Cepat

Lihat di Sumber doi.org/10.1051/proc/201965476

Informasi Jurnal

Tahun Terbit: 2019
Sumber Database: DOAJ
DOI: 10.1051/proc/201965476
Akses: Open Access ✓