An a posteriori error estimate for a semi-Lagrangian scheme for Hamilton--Jacobi equations
DOI10.1023/A:1025509315400zbMath1033.65079MaRDI QIDQ1410495
Alessandra Seghini, Manuela Sagona
Publication date: 14 October 2003
Published in: Numerical Algorithms (Search for Journal in Brave)
algorithmviscosity solutionHamilton-Jacobi-Bellman equationsa posteriori error estimatesemi-Lagrangian schemeadaptive schemes
Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) First-order nonlinear hyperbolic equations (35L60) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)