Fast numerical methods based on SDEs for several problems related to the shortest path

DOI10.4310/MAA.2013.V20.N4.A3zbMath1300.65005MaRDI QIDQ2511251

Jun Lu, Shui-Nee Chow, Hao-Min Zhou

Publication date: 5 August 2014

Published in: Methods and Applications of Analysis (Search for Journal in Brave)

zbMATH Keywords

algorithmglobal optimizationshortest pathstochastic differential equationscomputer graphicslevel set methodpath planningroboticscomputer-aided design

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical optimization and variational techniques (65K10) Numerical aspects of computer graphics, image analysis, and computational geometry (65D18) Ordinary differential equations and systems with randomness (34F05) Robot dynamics and control of rigid bodies (70E60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Computer-aided design (modeling of curves and surfaces) (65D17)

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