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
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.