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

21 pages
•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


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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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