Approximation schemes for viscosity solutions of Hamilton-Jacobi equations

DOI10.1016/0022-0396(85)90136-6MaRDI QIDQ792106zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

convergenceapproximation schemesgeneralized solutionsviscosity solutionexplicit and implicit finite difference schemesexplicit error estimates

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 3783507 (Why is no real title available?)
• Existence of viscosity solutions of Hamilton-Jacobi equations
• Existence results for first order Hamilton Jacobi equations
• Existence results for first-order Hamilton-Jacobi equations
• Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Two Approximations of Solutions of Hamilton-Jacobi Equations
• Viscosity Solutions of Hamilton-Jacobi Equations

Cited in

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• ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS
• On the numerical approximation of viscosity solutions for the differential-functional Cauchy problem
• Variational and viscosity operators for the evolutionary Hamilton-Jacobi equation
• When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?
• scientific article; zbMATH DE number 1167641 (Why is no real title available?)
• Regularity for Hamilton-Jacobi equations via approximation
• Estimate for the accuracy of a backward procedure for the Hamilton-Jacobi equation in an infinite-horizon optimal control problem
• Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: a new approach with the adjoint method
• A Carleman-based numerical method for quasilinear elliptic equations with over-determined boundary data and applications
• Symmetrical weighted essentially non-oscillatory-flux limiter schemes for Hamilton-Jacobi equations
• Numerical viscosity solutions to Hamilton-Jacobi equations via a Carleman estimate and the convexification method
• A new fifth-order symmetrical WENO-Z scheme for solving Hamilton-Jacobi equations
• Approximation schemes for constructing minimax solutions of Hamilton- Jacobi equations
• A level set approach for computing discontinuous solutions of Hamilton-Jacobi equations
• Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction
• Convergent semi-explicit scheme to a non-linear eikonal system
• Numerical Eulerian method for linearized gas dynamics in the high frequency regime
• 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
• 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
• Domain decomposition based parallel Howard's algorithm
• Numerical methods for construction of value functions in optimal control problems on an infinite horizon
• Error estimates for a finite difference scheme associated with Hamilton-Jacobi equations on a junction
• NUMERICAL APPROXIMATION OF VISCOSITY SOLUTIONS OF FIRST-ORDER HAMILTON-JACOBI EQUATIONS WITH NEUMANN TYPE BOUNDARY CONDITIONS
• Anti-dissipative schemes for advection and application to Hamilton-Jacobi-bellmann equations
• On the rate of convergence for monotone numerical schemes for nonlocal Isaacs equations
• Two-player zero-sum stochastic differential games with random horizon
• A convergent difference scheme for a class of partial integro-differential equations modeling pricing under uncertainty
• Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations
• Stochastic and variational approach to finite difference approximation of Hamilton-Jacobi equations
• Discrete dynamic programming and viscosity solutions of the Bellman equation
• Lasry-Lions approximations for discounted Hamilton-Jacobi equations
• Two Approximations of Solutions of Hamilton-Jacobi Equations
• A viscosity solution approach to regularity properties of the optimal value function
• scientific article; zbMATH DE number 846162 (Why is no real title available?)
• A New Type of High-Order WENO Schemes for Hamilton-Jacobi Equations on Triangular Meshes
• Optimizing estimation of a statistically undefined system
• A geometrical optics-based numerical method for high frequency electromagnetic fields computations near fold caustics. I
• Stochastic and variational approach to the Lax-Friedrichs scheme
• Approximation of control problems involving ordinary and impulsive controls
• A splitting algorithm for Hamilton-Jacobi-Bellman equations
• Numerical approximations of generalized solutions of the Hamilton-Jacobi equations
• A class of robust numerical schemes to compute front propagation
• Limit value of dynamic zero-sum games with vanishing stage duration
• Approximating the value of zero-sum differential games with linear payoffs and dynamics
• 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
• Mapped WENO schemes based on a new smoothness indicator for Hamilton-Jacobi equations
• Freezing of living cells: mathematical models and design of optimal cooling protocols
• A sixth-order finite difference WENO scheme for Hamilton-Jacobi equations
• On grid optimal feedbacks to control problems of prescribed duration on the plane
• scientific article; zbMATH DE number 3349501 (Why is no real title available?)
• Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality
• Optimal consumption and portfolio choice with borrowing constraints
• A numerical construction of the universal feedback control in problems of nonlinear controls under disturbance
• Dynamic programming viscosity solution approach and its applications to optimal control problems
• A rotating-grid upwind fast sweeping scheme for a class of Hamilton-Jacobi equations
• 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
• Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup
• Finite state \(N\)-agent and mean field control problems
• A review of numerical methods for nonlinear partial differential equations
• Viscosity solutions to evolution problems of star-shaped reachable sets
• Tukey depths and Hamilton-Jacobi differential equations
• A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme
• On numerical approximation of the Hamilton-Jacobi-transport system arising in high frequency approximations
• Trading under the proof‐of‐stake protocol – A continuous‐time control approach
• Fast weak-KAM integrators for separable Hamiltonian systems
• A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI
• Mapped WENO and weighted power ENO reconstructions in semi-discrete central schemes for Hamilton-Jacobi equations
• Concentration in Lotka-Volterra parabolic equations: an asymptotic-preserving scheme
• Gradients of local linear hulls in finite-difference operators for the Hamilton-Jacobi equations
• Convergence rate for the ordered upwind method
• Singular approximations of minimax and viscosity solutions to Hamilton-Jacobi equations
• Finite difference methods for the infinity Laplace and \(p\)-Laplace equations
• An Eulerian method for capturing caustics
• Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy
• Numerical schemes and rates of convergence for the Hamilton-Jacobi equation continuum limit of nondominated sorting
• Zero-sum path-dependent stochastic differential games in weak formulation
• Pathwise solutions for fully nonlinear first- and second-order partial differential equations with multiplicative rough time dependence
• Error estimates for approximation schemes of effective Hamiltonians arising in stochastic homogenization of Hamilton-Jacobi equations
• The Carleman convexification method for Hamilton-Jacobi equations
• Approximation schemes for solving disturbed control problems with non-terminal time and state constraints
• Optimal control of ice formation in living cells during freezing
• A WENO finite-difference scheme for a new class of Hamilton-Jacobi equations in nonlinear solid mechanics
• Alternating evolution discontinuous Galerkin methods for Hamilton-Jacobi equations
• A new discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations
• Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games
• Spectral viscosity approximations to Hamilton--Jacobi solutions
• Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application
• Modeling wildland fire propagation with level set methods
• Numerical schemes for investment models with singular transactions
• A low complexity algorithm for non-monotonically evolving fronts
• 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
• Fast computational procedure for solving multi-item single-machine lot scheduling optimzation problems
• User’s guide to viscosity solutions of second order partial differential equations

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