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View all- Guerand JKoumaiha M(2019)Error estimates for a finite difference scheme associated with Hamilton---Jacobi equations on a junctionNumerische Mathematik10.1007/s00211-019-01043-9142:3(525-575)Online publication date: 20-Jul-2019
We study a second order Backward Differentiation Formula (BDF) scheme for the numerical approximation of linear parabolic equations and nonlinear Hamilton–Jacobi–Bellman (HJB) equations. The lack of monotonicity of the BDF scheme prevents the use ...
We analyse two practical aspects that arise in the numerical solution of Hamilton---Jacobi---Bellman equations by a particular class of monotone approximation schemes known as semi-Lagrangian schemes. These schemes make use of a wide stencil to achieve ...
This paper is concerned with high-order numerical methods for a class of fractional mobile/immobile convection---diffusion equations. The convection coefficient of the equation may be spatially variable. In order to overcome the difficulty caused by ...
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