High-order filtered schemes for time-dependent second order HJB equations

In Section 4, we prove first- and second-order necessary optimality conditions for the transformed (P), which are then translated into optimality conditions for the time

The steps of this approach can be summarized as follows: (i) rewrite the problem in Bellman form, as an extremum of linear equations, (ii) discretize the second order linear

Our goal is to provide with a thorough treatment of nonzero incoming boundary data and to design numerical boundary conditions that recover the optimal rate of convergence in

Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu - 35042 Rennes Cedex (France) Unité de recherche INRIA Rhône-Alpes : 655, avenue de l’Europe -

Keywords: incompressible Navier-Stokes equations, vector BGK schemes, flux vector splitting, low Mach number limit, discrete entropy inequality, cell Reynolds number, lattice

In this section we review the concept of partitioned Runge-Kutta methods and derive a new class of semi-implicit R-K schemes, and we propose several schemes up to third order

• Development of high order implicit time schemes for ODEs, application to Maxwell’s equations (conference ICOSAHOM2016 Rio June,

incompressible Navier-Stokes equations, vector BGK schemes, flux vector splitting, low Mach number limit, discrete entropy inequality, cell Reynolds number, lattice Boltzmann