[PDF] Top 20 An adaptive sparse grid semi-lagrangian scheme for first order Hamilton-Jacobi Bellman equations
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An adaptive sparse grid semi-lagrangian scheme for first order Hamilton-Jacobi Bellman equations
... ORDER HAMILTON-JACOBI BELLMAN EQUATIONS OLIVIER BOKANOWSKI, JOCHEN GARCKE, MICHAEL GRIEBEL, AND IRENE KLOMPMAKER A BSTRACT ...a semi-Lagrangian scheme using a ... Voir le document complet
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AN EFFICIENT FILTERED SCHEME FOR SOME FIRST ORDER HAMILTON-JACOBI-BELLMAN EQUATIONS
... HJ equations; the convergence proof of the scheme relies also on the work of Ferretti [9] where higher than first order schemes are proposed in a semi-Lagriangian setting, yet with ... Voir le document complet
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A Hamilton-Jacobi-Bellman approach for the numerical computation of probabilistic state constrained reachable sets
... In order to apply a dynamic programming approach and characterize the value func- tion ϑ as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equa- tion we face two main ... Voir le document complet
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Dirichlet Problems for some Hamilton-Jacobi Equations With Inequality Constraints
... solution, for instance, upper bounds on the cumu- lated number of vehicles, depending on time and space ...variables. For this purpose, we suggest to use a novel point of view based on the concept of ... Voir le document complet
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Temporal Accumulation of First-Order Linearization Error for Semi-Lagrangian Passive Advection
... governing equations around a space- and time- dependent basic state referred to as the ...to first-order the evolution of perturbations in a nonlinear model and it is now used widely in many ... Voir le document complet
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Conservative semi-Lagrangian schemes for Vlasov equations
... case for the guiding center ...tested for the PFC scheme [3], which is how- ever more ...especially for long time simulations ([14, ...results for the classical test cases occuring in ... Voir le document complet
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Discontinuous solutions of Hamilton-Jacobi equations on networks *
... structure, Hamilton- Jacobi equations ...a Hamilton-Jacobi approach for control problems on ...motivation for control problems in networks comes from traffic flows. ... Voir le document complet
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Quantitative stochastic homogenization of viscous Hamilton-Jacobi equations
... plays an essential role in the analysis of the metric problem by forcing some monotonicity in the level sets of the ...[2] for the first-order case, where the same assumption is ...of ... Voir le document complet
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Initialization of the shooting method via the Hamilton-Jacobi-Bellman approach
... rst-order semi-Lagrangian (SL) s heme, we refer to [13, 14℄ for a survey on these kind of s ...in order to approximate the gradient of the value fun tion, this being our goal as we ... Voir le document complet
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Hamilton–Jacobi equations for optimal control on junctions and networks
... been an increasing interest in the investigation of dynamical system and differential equation on networks, in particular in connection with problem of data transmission and traffic management (see for ... Voir le document complet
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Regularization by noise for stochastic Hamilton–Jacobi equations
... [19] Franco Flandoli. Random perturbation of PDEs and fluid dynamic models, volume 2015 of Lecture Notes in Mathematics. Springer, Heidelberg, 2011. Lectures from the 40th Proba- bility Summer School held in Saint-Flour, ... Voir le document complet
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Adaptive multiresolution semi-Lagrangian discontinuous Galerkin methods for the Vlasov equations
... tested an adaptive version of two numerical schemes, namely the semi-Lagrangian discontinuous Galerkin scheme and the characteristics-discontinuous Galerkin ...our adaptive ... Voir le document complet
59
Semi-concave singularities and the Hamilton-Jacobi equation
... solution reads H t,x > ˇ H t,x u . In view of the assumption of strict convexity of H, this can hold only if the sub-differential D x u(t, x) is reduced to a point, which implies that the function u is C 1 . All these ... Voir le document complet
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High order Semi-Lagrangian particle methods for transport equations: numerical analysis and implementation issues
... We denote by XY transposition the transposition operating on the first and second directions in which the data are contiguous. Similarly, XZ transposition operates on the first and third directions. The XY ... Voir le document complet
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Convex Analysis techniques for Hopf-Lax formulae in Hamilton-Jacobi equations
... the lsc closure of u Lax is extended real-valued, it may be proved that it is a lsc solution of our Cauchy problem. Such considerations appear in [13, 17] in an infinite dimensional setting. Before proving the ... Voir le document complet
17
Value iteration convergence of "-monotone schemes for stationary Hamilton-Jacobi equations
... approximation for conservation laws is huge and a typical result concerns the convergence of monotone schemes (like the celebrated Godunov scheme) in the L 1 -norm; note that this is the natural norm ... Voir le document complet
35
On subsolutions and supersolutions of discrete Hamilton-Jacobi-Bellman equation. An accelerated algorithm to solve optimal control problems
... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ... Voir le document complet
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Viscosity solutions of Hamilton-Jacobi equations and iterated minmax
... Résumé Résumé Dans cette thèse, nous étudions les solutions des équations Hamilton-Jacobi. Plus pré- cisément, nous comparons la solution de viscosité, obtenue comme limite de solutions de l’équation ... Voir le document complet
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An adaptive sparse grid method for elliptic PDEs with stochastic coefficients
... gives an estimate of the error committed by U m v for an entire function v satisfying ...on an estimate of the Fourier- Hermite coefficients (see[4]) for an entire function ... Voir le document complet
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An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity
... fails for (1) with H(p, x) = h(p) − c(x) and initial data u(0, x) = p 0 · ...homogenization for Hamilton-Jacobi equation in random environments has been studied quite intensively over the last ... Voir le document complet
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