Numerical results for a product formula approximation of Hamilton-Jacobi equations

DOI10.1080/00207169508804413MaRDI QIDQ4876366zbMATHOpenAlexFDO

Authors Viorel Arnăutu

Publication date 16 October 1996

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207169508804413

zbMATH Keywords

numerical methodoptimal feedbackHamilton-Jacobi equationfractional steps methoddiscrete schemefinite time horizon optimal control

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Hamilton-Jacobi equations (35F21) Hamilton-Jacobi theories (49L99)

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Cites work

• A Product Formula Approach to Nonlinear Optimal Control Problems
• Analysis and control of nonlinear infinite dimensional systems
• On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
• Sur l'approximation d'équtions et inéquations aux dérivées partielles non linéaires de type monotone
• Two approximations of solutions of Hamilton-Jacobi equations

Cited in

(8)

• On the Numerical Approximation of First-Order Hamilton-Jacobi Equations
• Discrete approximations of the Hamilton-Jacobi equation for an optimal control problem of a differential-algebraic system
• Approximation of the phase-field transition system via fractional steps method
• Hamilton-Jacobi equation related to a control problem
• Optimal harvesting for a nonlinear age-dependent population dynamics
• Trotter product formulae for Hamilton-Jacobi equations in infinite dimensions
• scientific article; zbMATH DE number 39191 (Why is no real title available?)
• A bilinear control problem solved by the fractional step scheme

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