Approximation schemes for viscosity solutions of Hamilton-Jacobi equations
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Publication:792106
DOI10.1016/0022-0396(85)90136-6zbMATH Open0536.70020OpenAlexW1986838484MaRDI QIDQ792106FDOQ792106
Authors: Panagiotis E. Souganidis 
Publication date: 1985
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0396(85)90136-6
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convergenceapproximation schemesgeneralized solutionsviscosity solutionexplicit and implicit finite difference schemesexplicit error estimates
Hamilton-Jacobi theories (49L99) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10) Computational methods for problems pertaining to mechanics of particles and systems (70-08)
Cites Work
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
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- Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games
- Two Approximations of Solutions of Hamilton-Jacobi Equations
- Existence of viscosity solutions of Hamilton-Jacobi equations
- Existence results for first order Hamilton Jacobi equations
- Existence results for first-order Hamilton-Jacobi equations
Cited In (only showing first 100 items - show all)
- Numerical Eulerian method for linearized gas dynamics in the high frequency regime
- Extensions of the Cav(u) Theorem for Repeated Games with Incomplete Information on One Side
- Classical characteristics of the Bellman equation in constructions of grid optimal synthesis
- NUMERICAL APPROXIMATION OF VISCOSITY SOLUTIONS OF FIRST-ORDER HAMILTON-JACOBI EQUATIONS WITH NEUMANN TYPE BOUNDARY CONDITIONS
- Two-player zero-sum stochastic differential games with random horizon
- Anti-dissipative schemes for advection and application to Hamilton-Jacobi-bellmann equations
- Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations
- Two Approximations of Solutions of Hamilton-Jacobi Equations
- Discrete dynamic programming and viscosity solutions of the Bellman equation
- Lasry-Lions approximations for discounted Hamilton-Jacobi equations
- A New Type of High-Order WENO Schemes for Hamilton-Jacobi Equations on Triangular Meshes
- Approximation of control problems involving ordinary and impulsive controls
- Optimizing estimation of a statistically undefined system
- A geometrical optics-based numerical method for high frequency electromagnetic fields computations near fold caustics. I
- A class of robust numerical schemes to compute front propagation
- A splitting algorithm for Hamilton-Jacobi-Bellman equations
- Approximating the value of zero-sum differential games with linear payoffs and dynamics
- Numerical approximations of generalized solutions of the Hamilton-Jacobi equations
- Convergent Difference Schemes for Degenerate Elliptic and Parabolic Equations: Hamilton--Jacobi Equations and Free Boundary Problems
- On the efficiency of optimal grid synthesis in optimal control problems with fixed terminal time
- Freezing of living cells: mathematical models and design of optimal cooling protocols
- Mapped WENO schemes based on a new smoothness indicator for Hamilton-Jacobi equations
- On grid optimal feedbacks to control problems of prescribed duration on the plane
- Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality
- Optimal consumption and portfolio choice with borrowing constraints
- A sixth-order weighted essentially non-oscillatory schemes based on exponential polynomials for Hamilton-Jacobi equations
- Fronts propagating with signal dependent speed in limited diffusion and related Hamilton-Jacobi formulations
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations
- A review of numerical methods for nonlinear partial differential equations
- On numerical approximation of the Hamilton-Jacobi-transport system arising in high frequency approximations
- Mapped WENO and weighted power ENO reconstructions in semi-discrete central schemes for Hamilton-Jacobi equations
- Singular approximations of minimax and viscosity solutions to Hamilton-Jacobi equations
- Gradients of local linear hulls in finite-difference operators for the Hamilton-Jacobi equations
- Convergence rate for the ordered upwind method
- Finite difference methods for the infinity Laplace and \(p\)-Laplace equations
- An Eulerian method for capturing caustics
- Numerical schemes and rates of convergence for the Hamilton-Jacobi equation continuum limit of nondominated sorting
- Approximation schemes for solving disturbed control problems with non-terminal time and state constraints
- Error estimates for approximation schemes of effective Hamiltonians arising in stochastic homogenization of Hamilton-Jacobi equations
- Optimal control of ice formation in living cells during freezing
- Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games
- Alternating evolution discontinuous Galerkin methods for Hamilton-Jacobi equations
- A new discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations
- Spectral viscosity approximations to Hamilton--Jacobi solutions
- Numerical schemes for investment models with singular transactions
- Modeling wildland fire propagation with level set methods
- Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
- A RBFWENO finite difference scheme for Hamilton-Jacobi equations
- Error analysis of the high order scheme for homogenization of Hamilton-Jacobi equation
- User’s guide to viscosity solutions of second order partial differential equations
- Fast computational procedure for solving multi-item single-machine lot scheduling optimzation problems
- On the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains
- High-order semi-discrete central-upwind schemes with Lax-Wendroff-type time discretizations for Hamilton-Jacobi equations
- The solution of evolutionary games using the theory of Hamilton-Jacobi equations
- Weak KAM theory for action minimizing random walks
- On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
- An approximation scheme for the optimal control of diffusion processes
- High-order semi-discrete central-upwind schemes for multi-dimensional Hamilton-Jacobi equations
- Entropy penalization methods for Hamilton-Jacobi equations
- Variational and viscosity operators for the evolutionary Hamilton-Jacobi equation
- When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?
- ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS
- Regularity for Hamilton-Jacobi equations via approximation
- New high-resolution semi-discrete central schemes for Hamilton-Jacobi equations
- On the numerical approximation of viscosity solutions for the differential-functional Cauchy problem
- Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: a new approach with the adjoint method
- A level set approach for computing discontinuous solutions of Hamilton-Jacobi equations
- Approximation schemes for constructing minimax solutions of Hamilton- Jacobi equations
- Convergent semi-explicit scheme to a non-linear eikonal system
- A Second Order Central Scheme for Hamilton-Jacobi Equations on Triangular Grids
- An adaptive finite-difference method for accurate simulation of first-arrival traveltimes in heterogeneous media
- Numerical methods for construction of value functions in optimal control problems on an infinite horizon
- Domain decomposition based parallel Howard's algorithm
- Error estimates for a finite difference scheme associated with Hamilton-Jacobi equations on a junction
- On the rate of convergence for monotone numerical schemes for nonlocal Isaacs equations
- A convergent difference scheme for a class of partial integro-differential equations modeling pricing under uncertainty
- Stochastic and variational approach to finite difference approximation of Hamilton-Jacobi equations
- Title not available (Why is that?)
- A viscosity solution approach to regularity properties of the optimal value function
- Stochastic and variational approach to the Lax-Friedrichs scheme
- Limit value of dynamic zero-sum games with vanishing stage duration
- A sixth-order finite difference WENO scheme for Hamilton-Jacobi equations
- Title not available (Why is that?)
- Dynamic programming viscosity solution approach and its applications to optimal control problems
- A numerical construction of the universal feedback control in problems of nonlinear controls under disturbance
- Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup
- A rotating-grid upwind fast sweeping scheme for a class of Hamilton-Jacobi equations
- Finite state \(N\)-agent and mean field control problems
- Tukey depths and Hamilton-Jacobi differential equations
- Viscosity solutions to evolution problems of star-shaped reachable sets
- Trading under the proof‐of‐stake protocol – A continuous‐time control approach
- A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme
- Fast weak-KAM integrators for separable Hamiltonian systems
- Concentration in Lotka-Volterra parabolic equations: an asymptotic-preserving scheme
- Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy
- Pathwise solutions for fully nonlinear first- and second-order partial differential equations with multiplicative rough time dependence
- The Carleman convexification method for Hamilton-Jacobi equations
- Zero-sum path-dependent stochastic differential games in weak formulation
- A WENO finite-difference scheme for a new class of Hamilton-Jacobi equations in nonlinear solid mechanics
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