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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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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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