On the rate of convergence of approximation schemes for Hamilton Jacobi Bellman equations

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•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit Laboratoire de Mathematiques et Physique Theorique (UMR 6083) ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR HAMILTON-JACOBI-BELLMAN EQUATIONS Espen R. Jakobsen & G. Barles

• order hj equations


• uj?1 ?


• hamilton-jacobi-bellman


• half-relaxed limits

Sujets

• maths

Informations

• Publié par: pefav
• Nombre de lectures: 6
• Langue: English

Extrait

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France - Taiwan joint Conference on Nonlinear Partial Differential Equations CIRM (Marseille, France), March 25 to 28, 2008

LaboratoiredeMath´ematiqueset PhysiqueThe´orique(UMR6083) F´ed´erationDenisPoisson

On the Generalized Dirichlet Problem for Viscous Hamilton-Jacobi Equations

G. Barles (work in collaboration with F. Da Lio)

u ( x, 0) = u 0 ( x ) on Ω

u t − Δ u + | Du | p = 0 in Ω × (0 , + ∞ )

Question : is there a difficulty to solve the initial- boundary value problem (Dirichlet problem)

u ( x, t ) = ϕ ( x, t ) on ∂ Ω × (0 , + ∞ )

u 0 ( x ) = ϕ ( x, 0) on ∂ Ω ?

in the case where Ω is a smooth, bounded domain of IR N , p > 0 and u 0 , ϕ are continuous functions satisfying the compatibility condition

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