𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Splitting methods for Hamilton-Jacobi equations

✍ Scribed by Agnès Tourin


Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
280 KB
Volume
22
Category
Article
ISSN
0749-159X

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Unconditionally Stable Methods for Hamil
✍ Kenneth Hvistendahl Karlsen; Nils Henrik Risebro 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 450 KB

We present new numerical methods for constructing approximate solutions to the Cauchy problem for Hamilton-Jacobi equations of the form u t + H (D x u) = 0. The methods are based on dimensional splitting and front tracking for solving the associated (non-strictly hyperbolic) system of conservation l

Semi-Lagrangian Schemes for Hamilton–Jac
✍ M. Falcone; R. Ferretti 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 379 KB

We study a class of semi-Lagrangian schemes which can be interpreted as a discrete version of the Hopf-Lax-Oleinik representation formula for the exact viscosity solution of first order evolutive Hamilton-Jacobi equations. That interpretation shows that the scheme is potentially accurate to any pres

Hamilton–Jacobi–Bellman Equation under S
✍ Kyung-Eung Kim 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 131 KB

This paper is devoted to the uniqueness of discontinuous solutions to the Ž . Hamilton᎐Jacobi᎐Bellman HJB equation arising in Mayer's problem under state constraints. We use two types of discontinuous solutions, bilateral solution and contingent solution, and show that they coincide with the value f

Splitting Methods for Non-autonomous Ham
✍ S. Blanes; P.C. Moan 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 180 KB

We present an algorithm for numerically integrating non-autonomous Hamiltonian differential equations. Special attention is paid to the separable case and, in particular, a new fourth-order splitting method is presented which in a certain measure is optimal. In combination with a new way of handling