Zobrazeno 1 - 10
of 67
pro vyhledávání: '"CARLINI, ELISABETTA"'
A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence analysis,
Externí odkaz:
http://arxiv.org/abs/2310.06092
In this paper we propose a high-order numerical scheme for time-dependent mean field games systems. The scheme, which is built by combining Lagrange-Galerkin and semi-Lagrangian techniques, is consistent and stable for large time steps compared with
Externí odkaz:
http://arxiv.org/abs/2207.08463
Publikováno v:
In Journal of Computational and Applied Mathematics 1 August 2024 445
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 the study
Externí odkaz:
http://arxiv.org/abs/2109.10228
Autor:
Carlini, Elisabetta, Tozza, Silvia
Publikováno v:
In Applied Mathematics and Computation 15 January 2024 461
We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive terms. Stand
Externí odkaz:
http://arxiv.org/abs/2002.04381
We present a semi-Lagrangian scheme for the approximation of a class of Hamilton-Jacobi-Bellman equations on networks. The scheme is explicit and stable under some technical conditions. We prove a convergence theorem and some error estimates. Additio
Externí odkaz:
http://arxiv.org/abs/1804.09429
We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the dependence of the coefficients is nonlinear and nonlocal in time with respect to the unknowns. We extend the numerical scheme proposed and studied recently by the authors for
Externí odkaz:
http://arxiv.org/abs/1711.10426
In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the mass and, as the discretization parameters tend to zero, has limit me
Externí odkaz:
http://arxiv.org/abs/1708.02042
In this paper we present a numerical study of some variations of the Hughes model for pedestrian flow under different types of congestion effects. The general model consists of a coupled non-linear PDE system involving an eikonal equation and a first
Externí odkaz:
http://arxiv.org/abs/1611.06848