| Autor: |
Carlini, E., Ferretti, R., Preda, S., Semplice, M. |
| Rok vydání: |
2024 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
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 convergence result in the case of state- and time-independent Hamiltonians. Numerical simulations are presented in space dimensions one and two, also for more general state- and time-dependent Hamiltonians, demonstrating superior performance in terms of CPU time gain compared with a semi-Lagrangian scheme coupled with Weighted Non-Oscillatory reconstructions. |
| Databáze: |
arXiv |
| Externí odkaz: |
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