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This paper describes open-source scientific contributions in python surrounding the numerical solutions to hyperbolic Hamilton-Jacobi (HJ) partial differential equations viz., their implicit representation on co-dimension one surfaces;…

Mathematical Software · Computer Science 2024-11-07 Lekan Molu

Hamilton-Jacobi (HJ) reachability analysis is an important formal verification method for guaranteeing performance and safety properties of dynamical systems; it has been applied to many small-scale systems in the past decade. Its…

Systems and Control · Computer Science 2017-09-25 Somil Bansal , Mo Chen , Sylvia Herbert , Claire J. Tomlin

Hamilton-Jacobi partial differential equations (HJ PDEs) play a central role in many applications such as economics, physics, and engineering. These equations describe the evolution of a value function which encodes valuable information…

Numerical Analysis · Mathematics 2026-01-01 Tingwei Meng , Siting Liu , Samy Wu Fung , Stanley Osher

It is well known that time dependent Hamilton-Jacobi-Isaacs partial differential equations (HJ PDE), play an important role in analyzing continuous dynamic games and control theory problems. An important tool for such problems when they…

Optimization and Control · Mathematics 2016-05-09 Jérôme Darbon , Stanley Osher

Stochastic physical problems governed by nonlinear conservation laws are challenging due to solution discontinuities in stochastic and physical space. In this paper, we present a level set method to track discontinuities in stochastic space…

Numerical Analysis · Mathematics 2019-06-26 Per Pettersson , Alireza Doostan , Jan Nordström

We consider the problem of computing safety regions, modeled as nonconvex backward reachable sets, for a nonlinear car collision avoidance model with time-dependent obstacles. The Hamilton-Jacobi-Bellman framework is used. A new formulation…

Optimization and Control · Mathematics 2019-11-28 Ilaria Xausa , Robert Baier , Olivier Bokanowski , Matthias Gerdts

With the recent surge of interest in using robotics and automation for civil purposes, providing safety and performance guarantees has become extremely important. In the past, differential games have been successfully used for the analysis…

Optimization and Control · Mathematics 2017-04-24 Mo Chen , Sylvia Herbert , Claire J. Tomlin

In this technical note we show how to reach a remarkable speed up when solving elliptic partial differential equations with finite differences thanks to the joint use of the Chebyshev-Jacobi method with high order discretizations and its…

Numerical Analysis · Mathematics 2017-05-02 J. E. Adsuara , M. A. Aloy , P. Cerdá-Durán , I. Cordero-Carrión

High fidelity scientific simulations modeling physical phenomena typically require solving large linear systems of equations which result from discretization of a partial differential equation (PDE) by some numerical method. This step often…

Mathematical Software · Computer Science 2020-07-01 Mohammad Shafaet Islam , Qiqi Wang

The level set method is a widely used tool for solving reachability and invariance problems. However, some shortcomings, such as the difficulties of handling dissipation function and constructing terminal conditions for solving the…

Systems and Control · Electrical Eng. & Systems 2021-12-01 Wei Liao , Taotao Liang , Xiaohui Wei , Jizhou Lai

In spite of its overall efficiency and robustness for capturing the interface in multiphase fluid dynamics simulations, the well-known shortcoming of the level-set method is associated with the lack of a systematic approach for preserving…

Fluid Dynamics · Physics 2023-09-22 A. Hashemi , M. R. Hashemi , P. Ryzhakov , R. Rossi

Hamilton-Jacobi (HJ) reachability analysis is a widely adopted verification tool to provide safety and performance guarantees for autonomous systems. However, it involves solving a partial differential equation (PDE) to compute a safety…

Robotics · Computer Science 2025-05-12 Aditya Singh , Zeyuan Feng , Somil Bansal

With the continuous advancement in autonomous systems, it becomes crucial to provide robust safety guarantees for safety-critical systems. Hamilton-Jacobi Reachability Analysis is a formal verification method that guarantees performance and…

Systems and Control · Electrical Eng. & Systems 2024-01-01 Qian Wang , Tianhao Wu

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

Computational Finance · Quantitative Finance 2011-02-17 Jan Hendrik Witte , Christoph Reisinger

CASL-HJX is a computational framework designed for solving deterministic and stochastic Hamilton-Jacobi equations in two spatial dimensions. It provides a flexible and efficient approach to modeling front propagation problems, optimal…

Optimization and Control · Mathematics 2025-05-21 Faranak Rajabi , Jacob Fingerman , Andrew Wang , Jeff Moehlis , Frederic Gibou

This study focuses on reachability problems in differential games. An improved level set method for computing reachable tubes is proposed in this paper. The reachable tube is described as a sublevel set of a value function, which is the…

Systems and Control · Electrical Eng. & Systems 2022-05-18 Wei Liao , Taotao Liang , Pengwen Xiong , Chen Wang , Aiguo Song , Peter X. Liu

Reachability analysis is important for studying optimal control problems and differential games, which are powerful theoretical tools for analyzing and modeling many practical problems in robotics, aircraft control, among other application…

Optimization and Control · Mathematics 2016-03-22 Mo Chen , Claire J. Tomlin

We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical…

Statistical Mechanics · Physics 2017-09-13 Lester O. Hedges , H. Alicia Kim , Robert L. Jack

We present a robust computational framework for the numerical solution of a hyperbolic 6-equation single-velocity two-phase system. The system's main interest is that, when combined with instantaneous mechanical relaxation, it recovers the…

Numerical Analysis · Mathematics 2026-02-12 Giuseppe Orlando , Ward Haegeman , Marica Pelanti , Marc Massot

In this paper, a class of high order numerical schemes is proposed for solving Hamilton-Jacobi (H-J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al.…

Numerical Analysis · Mathematics 2019-01-30 Andrew Christlieb , Wei Guo , Yan Jiang
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