Boundary Treatment and Multigrid Preconditioning for Semi-Lagrangian Schemes Applied to Hamilton–Jacobi–Bellman Equations
Boundary Treatment and Multigrid Preconditioning for Semi-Lagrangian Schemes Applied to Hamilton–Jacobi–Bellman Equations is a scholarly work, published in 2017 in ''Journal of Scientific Computing''. The main subjects of the publication include mathematics, domain, monotone polygon, mathematical optimization, applied mathematics, multigrid method, Hamilton–Jacobi equation, numerical linear algebra, boundary, truncation error, numerical method for ordinary differential equations, boundary value problem, finite element method, Truncation, discretization, and stencil. The authors analyse two practical aspects that arise in the numerical solution of Hamilton-Jacobi-Bellman (HJB) equations by a particular class of monotone approximation schemes known as semi-Lagrangian schemes.