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

DOI10.1007/s10915-012-9648-xzbMath1269.65076OpenAlexW1974854353MaRDI QIDQ1955929

Jochen Garcke, Olivier Bokanowski, Irene Klompmaker, Michael Griebel

Publication date: 19 June 2013

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

Full work available at URL: https://doi.org/10.1007/s10915-012-9648-x

zbMATH Keywords

convergenceviscosity solutionnumerical examplesadaptivitysparse gridsfront propagationsemi-Lagrangian schemeHamilton-Jacobi Bellman equation

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations (35F21)

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