An ENO-based method for second-order equations and application to the control of dike levels
DOI10.1007/s10915-011-9493-3zbMath1245.65077MaRDI QIDQ421325
S. P. van der Pijl, Cornelis W. Oosterlee
Publication date: 23 May 2012
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-011-9493-3
optimal control; convergence; viscosity solution; economic growth; Hamilton-Jacobi-Bellman equations; discrete optimization; impulsive control; continuous optimization; essentially non-oscillatory method; dike increase against flooding; ENO scheme for diffusion; fourth-order spatial discretization; hyperbolic conversation law
65K10: Numerical optimization and variational techniques
35K20: Initial-boundary value problems for second-order parabolic equations
91B62: Economic growth models
35L65: Hyperbolic conservation laws
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
49J20: Existence theories for optimal control problems involving partial differential equations
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
49M25: Discrete approximations in optimal control
35F21: Hamilton-Jacobi equations
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