Efficient Implementation of Jacobi's Diagonalization Method on the DAP.
J.J. Modi, J.D. Pryce (1985)
Numerische Mathematik
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Displaying similar documents to “Multi-Grid Methods for Hamiltonian-Jacobi-Bellmann Equations.”
Efficient Implementation of Jacobi's Diagonalization Method on the DAP.
Solution to the Complex Eigenproblem by a Norm Reducing Jacobi Type Method.
P.J. EBERLEIN (1970)
Numerische Mathematik
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GO++: A modular Lagrangian/Eulerian software for Hamilton Jacobi equations of geometric optics type
Jean-David Benamou, Philippe Hoch (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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We describe both the classical Lagrangian and the Eulerian methods for first order Hamilton–Jacobi equations of geometric optic type. We then explain the basic structure of the software and how new solvers/models can be added to it. A selection of numerical examples are presented.
Positivity of the Cotes Numbers for some Jacobi Abscissas.
R. Askey (1972)
Numerische Mathematik
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Handbook Series Linear Algebra. Solution to the Eigenproblem by a Norm Reducing Jacobi Type Method.
P.J. EBERLEIN, J. BOOTHROYD (1968)
Numerische Mathematik
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Convergence of approximate eigenvectors in Jacobi methods.
R.L. CAUSEY, P. HENRICI (1960)
Numerische Mathematik
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On a Class of Jacobi-Like Procedures for Diagonalising Arbitrary Real Matrices.
K. Veselic (1979)
Numerische Mathematik
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A Hamilton-Jacobi approach to junction problems and application to traffic flows
Cyril Imbert, Régis Monneau, Hasnaa Zidani (2013)
ESAIM: Control, Optimisation and Calculus of Variations
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This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a “junction”, that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison principle. We also prove existence and stability of solutions. The two challenging difficulties are the singular geometry of the domain and the discontinuity of the Hamiltonian. As far as discontinuous Hamiltonians are concerned, these results seem to...
Optimal control problems with upper semicontinuous Hamiltonians
Arkadiusz Misztela (2010)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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In this paper we give examples of value functions in Bolza problem that are not bilateral or viscosity solutions and an example of a smooth value function that is even not a classic solution (in particular, it can be neither the viscosity nor the bilateral solution) of Hamilton-Jacobi-Bellman equation with upper semicontinuous Hamiltonian. Good properties of value functions motivate us to introduce approximate solutions of equations with such type Hamiltonians. We show that the value...