A linear finite-difference scheme for approximating randers distances on cartesian grids

DOI10.1051/cocv/2022043zbMath1504.65235WikidataQ114011438 ScholiaQ114011438MaRDI QIDQ5093799

Jean-Marie Mirebeau, Joseph Frédéric Bonnans, Guillaume Bonnet

Publication date: 1 August 2022

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/cocv/2022043

zbMATH Keywords

convergence analysis; Hamilton-Jacobi equation; viscosity solutions; finite-difference scheme; Randers metric; Varadhan's formula

Mathematics Subject Classification ID

65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs

65N06: Finite difference methods for boundary value problems involving PDEs

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

35F21: Hamilton-Jacobi equations

49L12: Hamilton-Jacobi equations in optimal control and differential games