L-error Estimates for Numerical Approximations of Hamilton-jacobi-bellman Equations
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چکیده
The goal of this paper is to study some numerical approximations of particular Hamilton-Jacobi-Bellman equations in dimension 1 and with possibly discontinuous initial data. We investigate two anti-diffusive numerical schemes; the first one is based on the Ultra-Bee scheme, and the second one is based on the Fast Marching Method. We prove the convergence and derive L1-error estimates for both schemes. We also provide numerical examples to validate their accuracy in solving smooth and discontinuous solutions.
منابع مشابه
L 1 - error estimates for numerical approximations of Hamilton - Jacobi - Bellman equations in dimension 1 Olivier
The goal of this paper is to study some numerical approximations of particular HamiltonJacobi-Bellman equations in dimension 1 and with possibly discontinuous initial data. We investigate two anti-diffusive numerical schemes, the first one is based on the Ultra-Bee scheme and the second one is based on the Fast Marching Method. We prove the convergence and derive L-error estimates for both sche...
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تاریخ انتشار 2010