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Adaptive grid generation for evolutive Hamilton-Jacobi-Bellman equations

Title data

Grüne, Lars:
Adaptive grid generation for evolutive Hamilton-Jacobi-Bellman equations.
In: Falcone, Maurizio ; Makridakis, Charalampos (ed.): Numerical Methods for Viscosity Solutions and Applications. - Singapore : World Scientific , 2001 . - pp. 153-172 . - (Series on Advances in Mathematics for Applied Sciences ; 59 )
ISBN 981-02-4717-6

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Abstract in another language

We present an adaptive grid generation for a class of evolutive Hamilton-Jacobi-Bellman equations. Using a two step (semi-Lagrangian) discretization of the underlying optimal control problem we define a-posteriori local error estimates for the discretization error in space. Based on these estimates we present an iterative procedure for the generation of adaptive grids and discuss implementational details for a suitable hierarchical data structure.

Further data

Item Type: Article in a book
Refereed: Yes
Keywords: Semi-Lagrangian discretization; Evolutive Hamilton-Jacobi-Bellmanequations; Optimal control; Error estimates; Iterative procedure; Adaptive grids
Institutions of the University: Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Result of work at the UBT: No
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Date Deposited: 23 Feb 2021 08:57
Last Modified: 11 May 2021 11:12
URI: https://eref.uni-bayreuth.de/id/eprint/63320