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Value iteration convergence of ε-monotone schemes for stationary Hamilton-Jacobi equations

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

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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

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.

Further data

Item Type: Article in a journal
Refereed: Yes
Keywords: Hamilton–Jacobi equation; fixed point approximation schemes; ε-monotonicity; high-order methods
Subject classification: Mathematics Subject Classification Code: 65M12 49L25 (65M06 65M08)
Institutions of the University: 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
Profile Fields > Advanced Fields > Nonlinear Dynamics
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)
Profile Fields
Profile Fields > Advanced Fields
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 27 Apr 2015 13:31
Last Modified: 06 Mar 2024 07:36
URI: https://eref.uni-bayreuth.de/id/eprint/11250

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