Adaptive grid generation for evolutive Hamilton-Jacobi-Bellman equations

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005483
URN to cite this document: urn:nbn:de:bvb:703-epub-5483-9

Title data

Grüne, Lars:
Adaptive grid generation for evolutive Hamilton-Jacobi-Bellman equations.
Bayreuth , 2000

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Name:	gruene_adapt_grid_gen_2001.pdf
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Abstract

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:	Preprint, postprint
Additional notes (visible to public):	erschienen In: Falcone, Maurizio ; Makridakis, Charalampos (Hrsg.): Numerical Methods for Viscosity Solutions and Applications. - Singapore : World Scientific , 2001 . - S. 153-172
Keywords:	Semi-Lagrangian discretization; Evolutive Hamilton-Jacobi-Bellmanequations; Optimal control; Error estimates; Iterative procedure; Adaptive grids
DDC Subjects:	500 Science 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 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)
Language:	English
Originates at UBT:	Yes
URN:	urn:nbn:de:bvb:703-epub-5483-9
Date Deposited:	11 May 2021 11:11
Last Modified:	11 May 2021 11:12
URI:	https://epub.uni-bayreuth.de/id/eprint/5483

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