Equivalent extensions of Hamilton-Jacobi-Bellman equations on hypersurfaces

DOI10.1007/S10915-020-01292-ZMaRDI QIDQ2199690zbMATH OpenOpenAlexFDO

Authors Lindsay Martin, Richard Tsai

Publication date 14 September 2020

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

Full work available at URL https://arxiv.org/abs/1903.11173

zbMATH Keywords

eikonal equationsHamilton-Jacobi-Bellman equationsoptimal controlpartial differential equations on surfaces

Mathematics Subject Classification ID

Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) PDEs on manifolds (35R01) Hamilton-Jacobi equations in optimal control and differential games (49L12) Variational problems in applications to the theory of geodesics (problems in one independent variable) (58E10) Finite difference methods for boundary value problems involving PDEs (65N06) Hamilton-Jacobi equations in mechanics (70H20)

Abstract: We present a new formulation for the computation of solutions of a class of Hamilton Jacobi Bellman (HJB) equations on closed smooth surfaces of co-dimension one. For the class of equations considered in this paper, the viscosity solution of the HJB equation is equivalent to the value function of a corresponding optimal control problem. In this work, we extend the optimal control problem given on the surface to an equivalent one defined in a sufficiently thin narrow band of the co-dimensional one surface. The extension is done appropriately so that the corresponding HJB equation, in the narrow band, has a unique viscosity solution which is identical to the constant normal extension of the value function of the original optimal control problem. With this framework, one can easily use existing (high order) numerical methods developed on Cartesian grids to solve HJB equations on surfaces, with a computational cost that scales with the dimension of the surfaces. This framework also provides a systematic way for solving HJB equations on the unstructured point clouds that are sampled from the surface.

Review text

The authors give a new formulation for the computation of solutions of a class of Hamilton-Jacobi-Bellman (HJB) equations on smooth hypersurfaces. For the class of equations considered in the paper, the viscosity solution of the HJB equation is equivalent to the value function of a corresponding optimal control problem. The contribution of the paper includes a theory of how optimal control problem on surfaces can be extended to an equivalent problem defined in a narrow band of the surface. The main advantage of this approach is that for the computation of the solutions of HJB equations on surfaces one can use Cartesian grids and existing methods which solve HJB equations in Euclidean space. This framework gives a systematic way for solving HJB equations on the unstructured point clouds sampled from the surface.

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