Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (Q2399158)
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scientific article; zbMATH DE number 6763213
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| English | Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations |
scientific article; zbMATH DE number 6763213 |
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Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (English)
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22 August 2017
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fully nonlinear PDEs
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monotone approximation schemes
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wide stencils
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semi-Lagrangian schemes
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multigrid
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numerical examples
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Hamilton-Jacobi-Bellman equations
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convergence
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finite difference scheme
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stability
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CFL condition
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preconditioners
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0.8031049370765686
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0.7839229106903076
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0.7788097858428955
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0.7741467952728271
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