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On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations

Guy Barles, Espen Robstad Jakobsen (2002)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

Using systematically a tricky idea of N.V. Krylov, we obtain general results on the rate of convergence of a certain class of monotone approximation schemes for stationary Hamilton-Jacobi-Bellman equations with variable coefficients. This result applies in particular to control schemes based on the dynamic programming principle and to finite difference schemes despite, here, we are not able to treat the most general case. General results have been obtained earlier by Krylov for finite difference...

On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations

Guy Barles, Espen Robstad Jakobsen (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Using systematically a tricky idea of N.V. Krylov, we obtain general results on the rate of convergence of a certain class of monotone approximation schemes for stationary Hamilton-Jacobi-Bellman equations with variable coefficients. This result applies in particular to control schemes based on the dynamic programming principle and to finite difference schemes despite, here, we are not able to treat the most general case. General results have been obtained earlier by Krylov for finite...

On the numerical approximation of first-order Hamilton-Jacobi equations

Rémi Abgrall, Vincent Perrier (2007)

International Journal of Applied Mathematics and Computer Science

Some methods for the numerical approximation of time-dependent and steady first-order Hamilton-Jacobi equations are reviewed. Most of the discussion focuses on conformal triangular-type meshes, but we show how to extend this to the most general meshes. We review some first-order monotone schemes and also high-order ones specially dedicated to steady problems.

On the numerical performance of a sharp a posteriori error estimator for some nonlinear elliptic problems

Balázs Kovács (2014)

Applications of Mathematics

Karátson and Korotov developed a sharp upper global a posteriori error estimator for a large class of nonlinear problems of elliptic type, see J. Karátson, S. Korotov (2009). The goal of this paper is to check its numerical performance, and to demonstrate the efficiency and accuracy of this estimator on the base of quasilinear elliptic equations of the second order. The focus will be on the technical and numerical aspects and on the components of the error estimation, especially on the adequate...

Progress in developing Poisson-Boltzmann equation solvers

Chuan Li, Lin Li, Marharyta Petukh, Emil Alexov (2013)

Molecular Based Mathematical Biology

This review outlines the recent progress made in developing more accurate and efficient solutions to model electrostatics in systems comprised of bio-macromolecules and nanoobjects, the last one referring to objects that do not have biological function themselves but nowadays are frequently used in biophysical and medical approaches in conjunction with bio-macromolecules. The problem of modeling macromolecular electrostatics is reviewed from two different angles: as a mathematical task provided...

Quantum optimal control using the adjoint method

Alfio Borzì (2012)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

Control of quantum systems is central in a variety of present and perspective applications ranging from quantum optics and quantum chemistry to semiconductor nanostructures, including the emerging fields of quantum computation and quantum communication. In this paper, a review of recent developments in the field of optimal control of quantum systems is given with a focus on adjoint methods and their numerical implementation. In addition, the issues of exact controllability and optimal control are...

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