Related papers: Coupled Scheme for Linear and Hamilton-Jacobi Equa…
We consider the stationary Hamilton-Jacobi equation where the dynamics can vanish at some points, the cost function is strictly positive and is allowed to be discontinuous. More precisely, we consider special class of discontinuities for…
We propose a high order numerical scheme for time-dependent first order Hamilton--Jacobi--Bellman equations. In particular we propose to combine a semi-Lagrangian scheme with a Central Weighted Non-Oscillatory reconstruction. We prove a…
We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…
Reduction theory has played a major role in the study of Hamiltonian systems. On the other hand, the Hamilton-Jacobi theory is one of the main tools to integrate the dynamics of certain Hamiltonian problems and a topic of research on its…
This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…
In this paper, we propose and evaluate the performance of a unified computational framework for preconditioning systems of linear equations resulting from the solution of coupled problems with monolithic schemes. The framework is composed…
A series of third- and fifth-order hybrid compact least-squares central weighted essentially non-oscillatory schemes are proposed and applied to curvilinear structured grids for the finite volume method. In smooth regions, compact…
We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…
The constrained filed system, the scalar field coupled to two flavours of fermions through Yukawa couplings, is treated by using the Hamilton-Jacobi approach. The equations of motion are obtained as total differential equations in many…
In this paper, we propose to use the HLL finite volume scheme combined with implicit techniques for modelling the coupled surface and subsurface water flows. In our approach, we used the shallow water equations modelling surface water flow…
Developing robust simulation tools for problems involving multiple mathematical scales has been a subject of great interest in computational mathematics and engineering. A desirable feature to have in a numerical formulation for multiscale…
In this paper, we introduce a framework for the discretization of a class of constrained Hamilton-Jacobi equations, a system coupling a Hamilton-Jacobi equation with a Lagrange multiplier determined by the constraint. The equation is…
We introduce some sparse grids interpolations used in Semi-Lagrangian schemes for linear and fully non-linear diffusion Hamilton Jacobi Bellman equations arising in stochastic control. We prove that the method introduced converges toward…
We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…
An advantageous feature of piecewise constant policy timestepping for Hamilton-Jacobi-Bellman (HJB) equations is that different linear approximation schemes, and indeed different meshes, can be used for the resulting linear equations for…
In this paper, we present and analyse a class of "filtered" numerical schemes for second order Hamilton-Jacobi-Bellman equations. Our approach follows the ideas introduced in B.D. Froese and A.M. Oberman, Convergent filtered schemes for the…
In this work we analyze the stability and convergence properties of a loosely-coupled scheme, called the kinematically coupled scheme, and its extensions for the interaction between an incompressible, viscous fluid and a thin, elastic…
Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…
The numerical approximation of incompressible fluid-structure interaction problems with Lagrange multiplier is generally based on strongly coupled schemes. This delivers unconditional stability but at the expense of solving a…
This paper proposes a higher-order multiscale computational method for nonlinear thermo-electric coupling problems of composite structures, which possess temperature-dependent material properties and nonlinear Joule heating. The innovative…