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

URN to cite this document: urn:nbn:de:bvb:703-epub-1996-8

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.
Department of Mathematics, University of Bayreuth
Bayreuth , 2014 . - 30 S.

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Project information

Project title:
Project's official titleProject'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

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: Preprint, postprint
Keywords: Hamilton–Jacobi equation; fixed point approximation schemes; ε-monotonicity; high-order methods
Subject classification: Mathematics Subject Classification Code: 65M12 49L25 (65M06 65M08)
DDC Subjects: 500 Science > 510 Mathematics
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
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-1996-8
Date Deposited: 17 Apr 2015 07:17
Last Modified: 28 Mar 2019 15:36
URI: https://epub.uni-bayreuth.de/id/eprint/1996

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