L^1-error estimate for numerical approximations of Hamilton-Jacobi-Bellman equations in dimension 1. - ENSTA Paris - École nationale supérieure de techniques avancées Paris Accéder directement au contenu
Article Dans Une Revue Mathematics of Computation Année : 2010

L^1-error estimate for numerical approximations of Hamilton-Jacobi-Bellman equations in dimension 1.

Résumé

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 $L^1$-error estimates for both schemes. We also provide numerical examples to validate their accuracy in solving smooth and discontinuous solutions.
Fichier principal
Vignette du fichier
Artticle.pdf (406.9 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

inria-00267644 , version 1 (28-03-2008)

Identifiants

  • HAL Id : inria-00267644 , version 1

Citer

Olivier Bokanowski, Nicolas Forcadel, Hasnaa Zidani. L^1-error estimate for numerical approximations of Hamilton-Jacobi-Bellman equations in dimension 1.. Mathematics of Computation, 2010, 79 (271), pp.1395--1426. ⟨inria-00267644⟩
283 Consultations
157 Téléchargements

Partager

Gmail Facebook X LinkedIn More