Convergence rate for the ordered upwind method

DOI10.1007/s10915-016-0163-3zbMath1354.65139arXiv1601.02885OpenAlexW3103447624MaRDI QIDQ333193

Alex Shum, Amir Khajepour, Kirsten A. Morris

Publication date: 28 October 2016

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.02885

zbMATH Keywords

Hamilton-Jacobi-Bellman equationviscosity solutionnumerical exampleserror boundconvergence rateanisotropic optimal controlordered upwind methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25)

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