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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.
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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