Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (Q2399158): Difference between revisions

@@ Property / cites work @@
+Convergent Difference Schemes for Degenerate Elliptic and Parabolic Equations: Hamilton--Jacobi Equations and Free Boundary Problems
+Normal rank
@@ Property / cites work @@
+Q3355178
@@ Property / cites work: Q3355178 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3796656
@@ Property / cites work: Q3796656 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Convergence Results for Howard's Algorithm
@@ Property / cites work: Some Convergence Results for Howard's Algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+An approximation scheme for the optimal control of diffusion processes
+Normal rank
@@ Property / cites work @@
+Convergent difference schemes for nonlinear parabolic equations and mean curvature motion
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Algorithm 832
@@ Property / cites work: Algorithm 832 / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Lagrangian schemes for linear and fully non-linear diffusion equations
+Normal rank
@@ Property / cites work @@
+Variational Iterative Methods for Nonsymmetric Systems of Linear Equations
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Nonlinear PDEs in Finance
@@ Property / cites work: Numerical Methods for Nonlinear PDEs in Finance / rank @@
+Normal rank
@@ Property / cites work @@
+Multigrid Methods for Second Order Hamilton--Jacobi--Bellman and Hamilton--Jacobi--Bellman--Isaacs Equations
+Normal rank
@@ Property / cites work @@
+Multi-grid methods for Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+A multigrid method based on graph matching for convection–diffusion equations
+Normal rank
@@ Property / cites work @@
+Q2703816
@@ Property / cites work: Q2703816 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
+Normal rank
@@ Property / cites work @@
+An unconditionally monotone numerical scheme for the two-factor uncertain volatility model
+Normal rank
@@ Property / cites work @@
+Some Estimates for Finite Difference Approximations
+Normal rank
@@ Property / cites work @@
+On the Approximation of Linear Elliptic Differential Equations by Difference Equations with Positive Coefficients
+Normal rank
@@ Property / cites work @@
+An Algebraic Multigrid Method with Guaranteed Convergence Rate
+Normal rank
@@ Property / cites work @@
+Preconditioning
@@ Property / cites work: Preconditioning / rank @@
+Normal rank
@@ Property / cites work @@
+An aggregation-based algebraic multigrid method
@@ Property / cites work: An aggregation-based algebraic multigrid method / rank @@
+Normal rank
@@ Property / cites work @@
+Aggregation-Based Algebraic Multigrid for Convection-Diffusion Equations
+Normal rank
@@ Property / cites work @@
+Recursive Krylov‐based multigrid cycles
@@ Property / cites work: Recursive Krylov‐based multigrid cycles / rank @@
+Normal rank
@@ Property / cites work @@
+Q4414854
@@ Property / cites work: Q4414854 / rank @@
+Normal rank
@@ Property / cites work @@
+GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
+Normal rank
@@ Property / cites work @@
+A review of algebraic multigrid
@@ Property / cites work: A review of algebraic multigrid / rank @@
+Normal rank
@@ Property / cites work @@
+Q4527708
@@ Property / cites work: Q4527708 / rank @@
+Normal rank
@@ Property / cites work @@
+Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
+Normal rank
@@ Property / cites work @@
+Multilevel Block Factorization Preconditioners
@@ Property / cites work: Multilevel Block Factorization Preconditioners / rank @@
+Normal rank
@@ Property / cites work @@
+Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control
+Normal rank