An efficient algorithm for Hamilton-Jacobi equations in high dimension

DOI10.1007/s00791-004-0124-5zbMath1070.65072OpenAlexW2076729694MaRDI QIDQ1780937

Elisabetta Carlini, Maurizio Falcone, Roberto G. Ferretti

Publication date: 14 June 2005

Published in: Computing and Visualization in Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00791-004-0124-5

zbMATH Keywords

differential gamesnumerical resultsfront propagationcontrol problemsbiologyaerospace engineeringsemi-Lagrangian algorithmfirst order Hamilton-Jacobi equationsecomomyoptimal control finite horizon problem

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) First-order nonlinear hyperbolic equations (35L60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25)

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Uses Software

• BRENT

Cites Work

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