Browsing Mathematics (Faculty of) by Subject "multigrid methods"
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Multigrid Methods for Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs Equations
(University of Waterloo, 2011-06-28)We propose multigrid methods for solving Hamilton-Jacobi-Bellman (HJB) and Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations. The methods are based on the full approximation scheme. We propose a damped-relaxation method as ... -
Numerical Methods for Hamilton-Jacobi-Bellman Equations with Applications
(University of Waterloo, 2019-08-26)Hamilton-Jacobi-Bellman (HJB) equations are nonlinear controlled partial differential equations (PDEs). In this thesis, we propose various numerical methods for HJB equations arising from three specific applications. First, ...