Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games
type: Item
instance of: scholarly article
title: Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games
zbMATH Open document ID: 1477.65154
author: Yangang Chen
author: J. W. L. Wan
published in: Journal of Scientific Computing
publication date: 2021-06-30T00:00:00Z
Mathematics Subject Classification ID: 65M55
Mathematics Subject Classification ID: 65N50
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 65N06
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 42A38
Mathematics Subject Classification ID: 35F21
Mathematics Subject Classification ID: 91A16
Mathematics Subject Classification ID: 91-08
Mathematics Subject Classification ID: 82C31
Mathematics Subject Classification ID: 35Q84
Mathematics Subject Classification ID: 35Q91
zbMATH DE Number: 7365483
zbMATH Keywords: mean field games
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: Kolmogorov-Fokker-Planck equation
zbMATH Keywords: spacetime methods
zbMATH Keywords: multigrid methods
zbMATH Keywords: full approximation scheme
zbMATH Keywords: artificial viscosity
describes a project that uses: HE-E1GODF
MaRDI profile type: Publication
full work available at URL: s10915-021-01520-0
OpenAlex ID: W3165491017
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DOI: 10.1007/S10915-021-01520-0
description: scientific article; zbMATH DE number 7365483