Second Order Numerical Methods for First Order Hamilton--Jacobi Equations

DOI10.1137/S003614299935704XzbMath1031.49027OpenAlexW2052971589MaRDI QIDQ4785811

Paul Dupuis, Adam A. Szpiro

Publication date: 5 January 2003

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s003614299935704x

zbMATH Keywords

Hamilton-Jacobi equationsnumerical approximationprobabilistic methodssecond order convergencehigher-order asymptotic expansionssharp resolution of discontinuities

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Discrete approximations in optimal control (49M25)

Related Items (1)

Vanishing viscosity approximation to hyperbolic conservation laws

This page was built for publication: Second Order Numerical Methods for First Order Hamilton--Jacobi Equations