8. Boundary Mesh Refinement For Semi-Lagrangian Schemes

DOI10.1515/9783110543599-008zbMath1407.65123OpenAlexW4214591752MaRDI QIDQ4557480

Julen Rotaetxe Arto, Athena Picarelli, Christoph Reisinger

Publication date: 23 November 2018

Published in: Hamilton-Jacobi-Bellman Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/9783110543599-008

zbMATH Keywords

Hamilton-Jacobi-Bellman equationssemi-Lagrangian schemesbounded domainslocal mesh refinementwide stencils

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Degenerate elliptic equations (35J70) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Second-order elliptic equations (35J15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61)

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