Convergence rate for the ordered upwind method (Q333193)
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scientific article; zbMATH DE number 6645159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate for the ordered upwind method |
scientific article; zbMATH DE number 6645159 |
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Convergence rate for the ordered upwind method (English)
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28 October 2016
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The authors study the convergence rate for the ordered upwind method. The optimal control problem along with an introduction to viscosity solution and a general discretization known as simplicial mesh is described. The ordered upwind method (OUM) of \textit{K. Alton} and \textit{I. M. Mitchell} [J. Sci. Comput. 51, No. 2, 313--348 (2012; Zbl 1256.65099)] is also reviewed and properties of OUM are also discussed. Convergence results are given. Numerical examples are given to illustrate the theory discussed.
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error bound
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convergence rate
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ordered upwind methods
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anisotropic optimal control
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viscosity solution
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Hamilton-Jacobi-Bellman equation
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numerical examples
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