Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations
DOI10.1007/s10915-016-0351-1zbMath1371.65085arXiv1605.04821OpenAlexW2963935434WikidataQ59614149 ScholiaQ59614149MaRDI QIDQ2399158
Julen Rotaetxe Arto, Christoph Reisinger
Publication date: 22 August 2017
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.04821
stabilityconvergencenumerical examplesfinite difference schemeHamilton-Jacobi-Bellman equationssemi-Lagrangian schemesmultigridpreconditionersCFL conditionfully nonlinear PDEsmonotone approximation schemeswide stencils
Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations (35F21) Preconditioners for iterative methods (65F08)
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