Some non monotone schemes for Hamilton-Jacobi-Bellman equations

Some non monotone schemes for Hamilton-Jacobi-Bellman equations

Blog Article

We extend the MENS FOOTWEAR theory of Barles Jakobsen [3] for a class of almost monotone schemes to solve stationary Hamilton Jacobi Bellman equations.We show that the monotonicity of the schemes can be relaxed still leading to the convergence to the viscosity solution of Shelf Clocks the equation even if the discrete problem can only be solved with some error.We give some examples of such numerical schemes and show that the bounds obtained by the framework developed are not tight.

At last we test the schemes.