Splitting methods for Hamilton‐Jacobi equations

DOI10.1002/num.20100zbMath1089.65090OpenAlexW2135029218MaRDI QIDQ5469036

Agnès Tourin

Publication date: 16 May 2006

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/num.20100

zbMATH Keywords

numerical experimentsquasilinear parabolic equationoperator splittingHamilton-Jacobi equationsfinite differenceviscosity solutionsmonotone schemesAlternating Directions method

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Second-order nonlinear hyperbolic equations (35L70) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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Cites Work

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• Viscosity solutions and applications. Lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (CIME), Montecatini Terme, Italy, June 12-20, 1995
• Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations
• Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations

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