Second Order Numerical Methods for First Order Hamilton--Jacobi Equations

DOI10.1137/S003614299935704XMaRDI QIDQ4785811zbMATH OpenOpenAlexFDO

Authors Adam Szpiro, Paul Dupuis

Publication date 5 January 2003

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s003614299935704x

zbMATH Keywords

Hamilton-Jacobi equationshigher-order asymptotic expansionsnumerical approximationprobabilistic methodssecond order convergencesharp resolution of discontinuities

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Discrete approximations in optimal control (49M25) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

Recommendations

• High order two dimensional nonoscillatory methods for solving Hamilton-Jacobi scalar equations
• Ordered Upwind Methods for Static Hamilton--Jacobi Equations: Theory and Algorithms
• On the Numerical Approximation of First-Order Hamilton-Jacobi Equations
• Discrete time high-order schemes for viscosity solutions of Hamilton- Jacobi-Bellman equations
• NUMERICAL APPROXIMATION OF VISCOSITY SOLUTIONS OF FIRST-ORDER HAMILTON-JACOBI EQUATIONS WITH NEUMANN TYPE BOUNDARY CONDITIONS

Cited in

(5)

• High order two dimensional nonoscillatory methods for solving Hamilton-Jacobi scalar equations
• Vanishing viscosity approximation to hyperbolic conservation laws
• On the Numerical Approximation of First-Order Hamilton-Jacobi Equations
• On the dynamics of first and second order GeCo and gBBKS schemes
• Second-Order Hamilton–Jacobi PDE Problems and Certain Related First-Order Problems, Part 1: Approximation

This page was built for publication: Second Order Numerical Methods for First Order Hamilton--Jacobi Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4785811)