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
Related URLs
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 |