2 papers
math.NA2021
A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique boundary conditions
Elisa Calzola, Elisabetta Carlini, Xavier Dupuis +1
We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with obli…
math.NA2020
Second order fully semi-Lagrangian discretizations of advection-diffusion-reaction systems
Luca Bonaventura, Elisabetta Carlini, Elisa Calzola +1
We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to…