Semi-Lagrangian approximation schemes for linear and Hamilton-Jacobi equations

Numerical optimization and variational techniques (65K10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Hamilton-Jacobi equations (35F21) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25)

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Cited in

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Approximation of deterministic mean field games with control-affine dynamics
High-order filtered scheme for front propagation problems
Stability analysis of the Eulerian-Lagrangian finite volume methods for nonlinear hyperbolic equations in one space dimension
Semi-Lagrangian discontinuous Galerkin schemes for some first- and second-order partial differential equations
Preface: DGAA special issue on numerical methods for dynamic games
Recent Results in the Approximation of Nonlinear Optimal Control Problems
Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems
A tree structure algorithm for optimal control problems with state constraints
HJB-RBF based approach for the control of PDEs
Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and Pareto solutions
A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations on networks
Precise error bounds for numerical approximations of fractional HJB equations
Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations
Numerical methods for fully nonlinear and related PDEs. Abstracts from the workshop held June 27 -- July 3, 2021 (hybrid meeting)
Approximation of optimal control problems for the Navier-Stokes equation via multilinear HJB-POD
Virtual element methods for a class of fully nonlinear elliptic PDEs
Efficient computation of optimal open-loop controls for stochastic systems
Navigation system-based routing strategies in traffic flows on networks
Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids
High order multi-dimensional characteristics tracing for the incompressible Euler equation and the guiding-center Vlasov equation
Reconstruction of independent sub-domains for a class of Hamilton-Jacobi equations and application to parallel computing
Discretization of fractional fully nonlinear equations by powers of discrete Laplacians
Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control
Pareto front characterization for multiobjective optimal control problems using Hamilton-Jacobi approach
Optimization-based subdivision algorithm for reachable sets
A Carleman-based numerical method for quasilinear elliptic equations with over-determined boundary data and applications
An algorithm for solving a class of multiplayer feedback-Nash differential games
Numerical viscosity solutions to Hamilton-Jacobi equations via a Carleman estimate and the convexification method
A semi-Lagrangian transport method for kinetic problems with application to dense-to-dilute polydisperse reacting spray flows
Optimal control of normalized SIMR models with vaccination and treatment
Polynomial approximation of high-dimensional Hamilton-Jacobi-Bellman equations and applications to feedback control of semilinear parabolic PDEs
Error analysis for POD approximations of infinite horizon problems via the dynamic programming approach
Optimal route planning for sailing boats: a hybrid formulation
A semi-Lagrangian scheme for a degenerate second order mean field game system
Higher order discrete controllability and the approximation of the minimum time function
Value iteration convergence of -monotone schemes for stationary Hamilton-Jacobi equations
An efficient DP algorithm on a tree-structure for finite horizon optimal control problems
A Mass, Momentum, and Energy Conserving Semi-Lagrangian Adaptive-Rank (SLAR) Method for the Vlasov-Poisson System
An actor critic machine learning method for free terminal time optimal control
Feedback control of parametrized PDEs via model order reduction and dynamic programming principle
A dynamic domain decomposition for the eikonal-diffusion equation
A Comparison of Non-Lambertian Models for the Shape-from-Shading Problem
Fast Multigrid Reduction-in-Time for Advection via Modified Semi-Lagrangian Coarse-Grid Operators
An efficient filtered scheme for some first order time-dependent Hamilton-Jacobi equations
A double-sided dynamic programming approach to the minimum time problem and its numerical approximation
A HJB-POD Approach to the Control of the Level Set Equation
Surface reconstruction from point cloud using a semi-Lagrangian scheme with local interpolator
Efficient multigrid reduction-in-time for method-of-lines discretizations of linear advection
Forward-forward mean field games in mathematical modeling with application to opinion formation and voting models
High-order filtered schemes for first order time dependent linear and non-linear partial differential equations
Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming Approach
Barycentric interpolation formulas for the sphere and the disk
Error Estimates for a POD Method for Solving Viscous G-Equations in Incompressible Cellular Flows
Last minute panic in zero sum games
Analysis and approximation of some shape-from-shading models for non-Lambertian surfaces
High order semi-Lagrangian methods for the incompressible Navier-Stokes equations
A HJB-POD feedback synthesis approach for the wave equation
A semi-Lagrangian scheme with radial basis approximation for surface reconstruction
Anisotropic tubular neighborhoods of sets
Multilevel techniques for the solution of HJB minimum-time control problems
A Brief Survey on Semi-Lagrangian Schemes for Image Processing
Mean field control hierarchy
Convergence of discontinuous Galerkin schemes for front propagation with obstacles
Approximation of the Value Function for Optimal Control Problems on Stratified Domains
A kernel-based discretisation method for first order partial differential equations
Some non monotone schemes for Hamilton-Jacobi-Bellman equations
Adaptive deep learning for high-dimensional Hamilton-Jacobi-Bellman equations
Infinite horizon sparse optimal control
Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm
A Unified Approach to the Well-Posedness of Some Non-Lambertian Models in Shape-from-Shading Theory
Semi-Lagrangian schemes for Hamilton-Jacobi equations, discrete representation formulae and Godunov methods
A fast single-pass method for solving min-time non-autonomous anisotropic control problems
Robust Feedback Control of Nonlinear PDEs by Numerical Approximation of High-Dimensional Hamilton--Jacobi--Isaacs Equations
A semi-Lagrangian algorithm in policy space for hybrid optimal control problems
Optimal control approaches for open pit planning
Value function and optimal trajectories for a maximum running cost control problem with state constraints. Application to an abort landing problem
Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems
An algorithm to construct subsolutions of convex optimal control problems
Handling obstacles in pedestrian simulations: models and optimization
Second order fully semi-Lagrangian discretizations of advection-diffusion-reaction systems
A system of Hamilton-Jacobi equations characterizing geodesic centroidal tessellations
Semiglobal optimal feedback stabilization of autonomous systems via deep neural network approximation
Efficient implementation of characteristic-based schemes on unstructured triangular grids
An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations
Control of a consumer‐resource agent‐based model using partial differential equation approximation
A numerical scheme for the quantile hedging problem
Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes
Monotone numerical schemes and feedback construction for hybrid control systems
Approximative policy iteration for exit time feedback control problems driven by stochastic differential equations using tensor train format
Introduction
Error estimates of the cubic interpolated pseudo-particle scheme for one-dimensional advection equations
A semi-Lagrangian scheme for the game \(p\)-Laplacian via \(p\)-averaging
A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems
A primal-dual algorithm for computing Finsler distances and applications
Flux form semi-Lagrangian methods for parabolic problems
Approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative
A semi-Lagrangian computation of front speeds of G-equation in ABC and Kolmogorov flows with estimation via ballistic orbits
Implicit reconstruction from point cloud: an adaptive level set-based semi-Lagrangian method
Stability of some generalized Godunov schemes with linear high-order reconstructions
On numerical approximation of the Hamilton-Jacobi-transport system arising in high frequency approximations

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