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Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations - MaRDI portal

Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (Q2399158)

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Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations
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    Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (English)
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    22 August 2017
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    fully nonlinear PDEs
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    monotone approximation schemes
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    wide stencils
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    semi-Lagrangian schemes
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    multigrid
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    numerical examples
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    Hamilton-Jacobi-Bellman equations
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    convergence
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    finite difference scheme
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    stability
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    CFL condition
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    preconditioners
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