A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions.
Elisa CalzolaElisabetta CarliniXavier DupuisFrancisco J. SilvaPublished in: Numerische Mathematik (2023)
Keyphrases
- boundary conditions
- boundary value problem
- hamilton jacobi bellman
- navier stokes equations
- shape from shading
- control problems
- sufficient conditions
- finite difference
- optimal control
- numerical methods
- mathematical model
- linear systems
- numerical solution
- variational inequalities
- image sequences
- diffusion equation
- differential equations
- single image
- linear programming