Adaptive spline interpolation for Hamilton–Jacobi–Bellman equations

Titelangaben

Bauer, Florian ; Grüne, Lars ; Semmler, Willi:
Adaptive spline interpolation for Hamilton–Jacobi–Bellman equations.
In: Applied Numerical Mathematics. Bd. 56 (2006) Heft 9 . - S. 1196-1210.
ISSN 1873-5460
DOI: https://doi.org/10.1016/j.apnum.2006.03.011

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Abstract

We study the performace of adaptive spline interpolation in semi--Lagrangian discretization schemes for Hamilton--Jacobi--Bellman equations. We investigate the local approximation properties of cubic splines on locally refined grids by a theoretical analysis. Numerical examples show how this method performs in practice. Using those examples we also illustrate numerical stability issues.