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Adaptive spline interpolation for Hamilton–Jacobi–Bellman equations

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005527
URN to cite this document: urn:nbn:de:bvb:703-epub-5527-4

Title data

Bauer, Florian ; Grüne, Lars ; Semmler, Willi:
Adaptive spline interpolation for Hamilton–Jacobi–Bellman equations.
Bayreuth , 2004

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Abstract

We study the performace of adaptive spline interpolation in semi--Lagrangian discretization schemes for Hamilton--Jacobi--Bellman equations. We investigate the local approximation properties of cubic splines on locally refined grids by a theoretical analysis. Numerical examples show how this method performs in practice. Using those examples we also illustrate numerical stability issues.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): erschienen In:
Applied Numerical Mathematics. Bd. 56 (September 2006) Heft 9 . - S. 1196-1210
Keywords: Viscosity solution; Optimal control; Adaptive discretization; Spline interpolation; Adaptive grids; Fixed point equation; Numerical example; Convergence; Numerical stability
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-5527-4
Date Deposited: 18 May 2021 06:58
Last Modified: 18 May 2021 06:58
URI: https://epub.uni-bayreuth.de/id/eprint/5527

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