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Some non monotone schemes for Hamilton-J...

Warin, Xavier...

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Some non monotone schemes for Hamilton-Jacobi-Bellman equations by Warin, Xavier ( Author )

Content Provider	Lemonjar Open Access
Publisher	Australian National University
Publication Date	01-09-2023
Summary	We extend the theory of Barles Jakobsen to develop numerical schemes for Hamilton Jacobi Bellman equations. We show that the monotonicity of the schemes can be relaxed still leading to the convergence to the viscosity solution of the equation. We give some examples of such numerical schemes and show that the bounds obtained by the framework developed are not tight. At last we test some numerical schemes.
ISBN	-
Item Type	Article
File Type	pdf
File Size	29.34 KB
Language	English
Subjects	-
Unlimited	MYR 0.01
Total read	-
URL	http://arxiv.org/abs/1312.5052

Citation

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AMA 11th EditionReferences

Warin, Xavier. Some non monotone schemes for Hamilton-Jacobi-Bellman equations. Australian National University. September 01, 2023. Accessed September 20, 2024. https://online.provdatabase.com/cite/22956

APA 7th EditionReferences

Warin, Xavier. (2023). Some non monotone schemes for Hamilton-Jacobi-Bellman equations. Australian National University. https://online.provdatabase.com/cite/22956

Chicago 17th EditionReferences

Warin, Xavier. Some non monotone schemes for Hamilton-Jacobi-Bellman equations. Australian National University. 2023. https://online.provdatabase.com/cite/22956

HarvardReferences

Warin, Xavier. (2023). Some non monotone schemes for Hamilton-Jacobi-Bellman equations. [Online]. Australian National University. Available from: https://online.provdatabase.com/cite/22956. (Accessed 20 September 2024).

Harvard AustraliaReferences

Warin, Xavier, 2023, Some non monotone schemes for Hamilton-Jacobi-Bellman equations, Australian National University, viewed 20 September 2024, <https://online.provdatabase.com/cite/22956>

MLA 9th EditionWorks Cited

Warin, Xavier. Some non monotone schemes for Hamilton-Jacobi-Bellman equations. Australian National University, 2023. PROV Database, https://online.provdatabase.com/cite/22956.

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