Approximation of Hamilton-Jacobi equations with Caputo time-fractional derivative

zbMath1452.35233arXiv1906.06868MaRDI QIDQ5131860

Serikbolsyn Duisembay, Fabio Camilli

Publication date: 9 November 2020

Full work available at URL: https://arxiv.org/abs/1906.06868

zbMATH Keywords

convergencefinite differencefractional Hamilton-Jacobi equationCaputo time derivative

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Finite difference and finite volume methods for ordinary differential equations (65L12) Hamilton-Jacobi equations (35F21) Fractional partial differential equations (35R11)

Related Items (1)

A Time-Fractional Mean-Field Control Modeling Subdiffusive Advective Transport

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