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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 title Project'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
Additional notes (visible to public):	erschienen in: Discrete and Continuous Dynamical Systems. Series A. Bd. 35 (30 September 2015) Heft 9 . - S. 4041-4070. DOI: https://doi.org/10.3934/dcds.2015.35.4041
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:	01 Jun 2021 08:37
URI:	https://epub.uni-bayreuth.de/id/eprint/1996

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