Title
Anti-Dissipative Schemes for Advection and Application to Hamilton-Jacobi-Bellmann Equations
Abstract
We propose two new antidiffusive schemes for advection (or linear transport), one of them being a mixture of Roe's Super-Bee scheme and of the "Ultra-Bee" scheme. We show how to apply these schemes to treat time-dependent first order Hamilton---Jacobi---Bellman equations with discontinuous initial data, possibly infinitely-valued. Numerical tests are proposed, in one and two space dimensions, in order to validate the methods
Year
DOI
Venue
2007
10.1007/s10915-005-9017-0
J. Sci. Comput.
Keywords
Field
DocType
discontinuous initial data,bellman equation,super-bee limiter,hamilton-jacobi-bellman equation.,hamilton-jacobi-bellmann equations,new antidiffusive scheme,ultra-bee limiter,anti-dissipative schemes,advection equation,numerical test,antidiffusive scheme,super-bee scheme,space dimension,order hamilton,linear transport,hamilton jacobi bellman equation
Hamilton–Jacobi–Bellman equation,Numerical tests,Mathematical optimization,First order,Mathematical analysis,Dissipative system,MUSCL scheme,Advection,Mathematics,Hamilton jacobi
Journal
Volume
Issue
ISSN
30
1
1573-7691
Citations 
PageRank 
References 
11
1.80
5
Authors
2
Name
Order
Citations
PageRank
Olivier Bokanowski19812.07
Hasnaa Zidani210117.27