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作者:Christoph Reisinger , Julen Rotaetxe Arto
来源:[J].Journal of Scientific Computing(IF 1.71), 2017, Vol.72 (1), pp.198-230Springer
摘要: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 convergence and result in ...
作者:Olivier Bokanowski , Jochen Garcke , Michael Griebel ...
来源:[J].Journal of Scientific Computing(IF 1.71), 2013, Vol.55 (3), pp.575-605Springer
摘要:Abstract(#br)We propose a semi-Lagrangian scheme using a spatially adaptive sparse grid to deal with non-linear time-dependent Hamilton-Jacobi Bellman equations. We focus in particular on front propagation models in higher dimensions which are related to control problems. We test...
作者:J. Carpio , J.L. Prieto
来源:[J].Computer Methods in Applied Mechanics and Engineering(IF 2.617), 2014, Vol.273, pp.77-99Elsevier
摘要:Abstract(#br)We present in this paper an anisotropic, fully adaptive spatial–temporal algorithm for the solution of convection-dominated equations in the context of semi-Lagrangian schemes. We devise the algorithm within a finite element framework suitable for higher-order...
作者:Peter C. Chu Chenwu Fan
来源:[J].Terrestrial, Atmospheric and Oceanic Sciences(IF 0.705), 2010, Vol.21 (1)DOAJ
摘要:With a finite volume approach, a flux-form semi-Lagrangian (TFSL) scheme with space-time transformation was developed to provide stable and accurate algorithm in solving the advection-diffusion equation. Different from the existing flux-form semi-Lagrangian schemes, the temporal ...
作者:Roberto Ferretti
来源:[J].Journal of Scientific Computing(IF 1.71), 2013, Vol.57 (1), pp.213-228Springer
摘要:Abstract(#br)Classical Semi-Lagrangian schemes have the advantage of allowing large time steps, but fail in general to be conservative. Trying to keep the advantages of both large time steps and conservative structure, Flux-Form Semi-Lagrangian schemes have been proposed for v...
作者:Jean-François Cossette , Piotr K. Smolarkiewicz , Paul Charbonneau
来源:[J].Journal of Computational Physics(IF 2.138), 2014, Vol.274, pp.208-229Elsevier
摘要:... In Cossette and Smolarkiewicz (2011) [15], a numerical algorithm based on solving the MAE with an inexact Newton–Krylov solver has been developed and used to correct standard estimates of the departure points of flow trajectories provided by a classical semi-Lagrangian scheme...
作者:E. Carlini , M. Falcone , R. Ferretti
来源:[J].Journal of Computational Physics(IF 2.138), 2007, Vol.225 (2), pp.1388-1408Elsevier
摘要:... We construct a semi-Lagrangian scheme based on the Feynman–Kac representation formula of the solutions of the related level set geometric equation. The first step is to obtain an approximation of the associated codimension-1 problem formulated by Ambrosio and Soner, where...
作者:M. Falcone , S. Finzi Vita , T. Giorgi ...
来源:[J].Applied Numerical Mathematics(IF 1.152), 2013, Vol.73, pp.63-80Elsevier
摘要:Abstract(#br)We present and analyze an approximation scheme for the two-dimensional game p -Laplacian in the framework of viscosity solutions. The approximation is based on a semi-Lagrangian scheme which exploits the idea of p -averages. We study the properties of the scheme and ...
作者:Elisabetta Carlini , Adriano Festa , Francisco J. Silva ...
来源:[J].Dynamic Games and Applications, 2017, Vol.7 (4), pp.683-705Springer
摘要:In this paper, we present a semi-Lagrangian scheme for a regularized version of the Hughes’ model for pedestrian flow. Hughes originally proposed a coupled nonlinear PDE system describing the evolution of a large pedestrian group trying to exit a domain as fast as possible. ...
作者:Chen Jiabin , Wang Jun
来源:[J].Advances in Atmospheric Sciences(IF 1.338), 1996, Vol.13 (2), pp.265-266Springer
摘要:Abstract(#br)A new non-interpolating semi-Lagrangian scheme has been proposed, which can eliminate any interpolation, and consequently numerical smoothing of forecast fields. Here the new scheme is applied to KdV equation and its performance is assessed by comparing the numerica...

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