This paper presents a numerical approach to solve the Hamilton-Jacobi-Bellman (HJB) problem which appears in feedback solution of the optimal control problems. In this method, first, by using Chebyshev pseudospectral spatial discretization, the HJB problem is converted to a system of ordinary differential equations with terminal conditions. Second, the time-marching Runge-Kutta method is used to solve the corresponding system of differential equations. Then, an approximate solution for the HJB problem...

This paper is concerned with the analysis and implementation of spectral Galerkin methods for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential $U$ that is equal to $+\infty$ along the boundary $\partial D$ of the computational domain $D$. Using a symmetrization...

This paper is concerned with the analysis and implementation of spectral Galerkin methods for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential U that is equal to +∞ along the boundary ∂D of the computational domain D. Using a symmetrization...

This work presents simulations of incompressible fluid flow interacting with a moving rigid body. A numerical algorithm for incompressible Navier-Stokes equations in a general coordinate system is applied to two types of body motion, prescribed and flow-induced. Discretization in spatial coordinates is based on the spectral/hp element method. Specific techniques of stabilisation, mesh design and approximation quality estimates are described and compared. Presented data show performance of the solver...