Title data
Bokanowski, Olivier ; Falcone, Maurizio ; Ferretti, Roberto ; Grüne, Lars ; Kalise, Dante ; Zidani, Hasnaa:
Value iteration convergence of ε-monotone schemes for stationary Hamilton-Jacobi equations.
In: Discrete and Continuous Dynamical Systems.
Vol. 35
(2015)
Issue 9
.
- pp. 4041-4070.
ISSN 1553-5231
DOI: https://doi.org/10.3934/dcds.2015.35.4041
This is the latest version of this item.
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Project information
Project title: |
Project's official title Project's id Marie-Curie Initial Training Network "Sensitivity Analysis for Deterministic Controller Design" (SADCO) 264735-SADCO |
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Project financing: |
7. Forschungsrahmenprogramm für Forschung, technologische Entwicklung und Demonstration der Europäischen Union |
Abstract in another language
We present an abstract convergence result for the fixed point approximation of stationary Hamilton-Jacobi equations. The basic assumptions on the discrete operator are invariance with respect to the addition of constants, ε-monotonicity and consistency. The result can be applied to various high-order approximation schemes which are illustrated in the paper. Several applications to Hamilton-Jacobi equations and numerical tests are presented.
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Available Versions of this Item
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Value iteration convergence of ε-monotone schemes for stationary Hamilton-Jacobi equations. (deposited 18 Apr 2015 21:00)
- Value iteration convergence of ε-monotone schemes for stationary Hamilton-Jacobi equations. (deposited 27 Apr 2015 13:31) [Currently Displayed]