An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations (Q1955929)

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An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations
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    An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations (English)
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    19 June 2013
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    sparse grids
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    Hamilton-Jacobi Bellman equation
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    front propagation
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    semi-Lagrangian scheme
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    adaptivity
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    numerical examples
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    convergence
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    viscosity solution
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