Journal Articles Mathematics of Computation Year : 2010

L^1-error estimate for numerical approximations of Hamilton-Jacobi-Bellman equations in dimension 1.

Abstract

The goal of this paper is to study some numerical approximations of particular Hamilton-Jacobi-Bellman equations in dimension 1 and with possibly discontinuous initial data. We investigate two anti-diffusive numerical schemes, the first one is based on the Ultra-Bee scheme and the second one is based on the Fast Marching Method. We prove the convergence and derive $L^1$-error estimates for both schemes. We also provide numerical examples to validate their accuracy in solving smooth and discontinuous solutions.
Fichier principal
Vignette du fichier
Artticle.pdf (406) Télécharger le fichier
Origin Files produced by the author(s)
Loading...

Dates and versions

inria-00267644 , version 1 (28-03-2008)

Identifiers

  • HAL Id : inria-00267644 , version 1

Cite

Olivier Bokanowski, Nicolas Forcadel, Hasnaa Zidani. L^1-error estimate for numerical approximations of Hamilton-Jacobi-Bellman equations in dimension 1.. Mathematics of Computation, 2010, 79 (271), pp.1395--1426. ⟨inria-00267644⟩
318 View
195 Download

Share

More