A Local Ordered Upwind Method for Hamilton-Jacobi and Isaacs Equations

Abstract : We present a generalization of the Fast Marching (FM) method for the numerical solution of a class of Hamilton-Jacobi equations, including Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Isaacs equations. The method is able to compute an approximation of the viscosity solution concentrating the computations only in a small evolving trial region, as the original FM method. The main novelty is that the size of the trial region does not depend on the dynamics. We compare the new method with the standard iterative algorithm and the FM method, in terms of accuracy and order of computations on the grid nodes.
Document type :
Conference papers
Complete list of metadatas

Contributor : Estelle Bouzat <>
Submitted on : Wednesday, August 22, 2012 - 2:57:57 PM
Last modification on : Wednesday, March 27, 2019 - 4:08:30 PM



Simone Cacace, Emiliano Cristiani, Maurizio Falcone. A Local Ordered Upwind Method for Hamilton-Jacobi and Isaacs Equations. 18th IFAC World Congress, Aug 2012, Milano, Italy. ⟨10.3182/20110828-6-IT-1002.02473⟩. ⟨hal-00724748⟩



Record views