An adaptive sparse grid local discontinuous Galerkin method for Hamilton-Jacobi equations in high dimensions
نویسندگان
چکیده
The Hamilton-Jacobi (HJ) equations arise in optimal control and many other applications. Oftentimes, such are posed high dimensions, this presents great numerical challenges. In paper, we propose an adaptive sparse grid (also called multiresolution) local discontinuous Galerkin (DG) method for solving dimensions. By using the techniques, can treat moderately dimensional cases. Adaptivity is incorporated to capture kinks structures of solutions. Two classes multiwavelets including orthonormal Alpert's interpolatory used achieve multiresolution. Numerical tests up four dimensions provided validate performance method.
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ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 2021
ISSN: ['1090-2716', '0021-9991']
DOI: https://doi.org/10.1016/j.jcp.2021.110294