2 citations · 4 across the 11 of their papers we have counts for
13 papers · 1 filter
A Semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with Dirichlet boundary conditions
Elisabetta Carlini, Athena Picarelli, Francisco J. Silva
We study the numerical approximation of time-dependent, possibly degenerate, second-order Hamilton-Jacobi-Bellman equations in bounded domains with nonhomogeneous Dirichlet boundar…
A CWENO large time-step scheme for Hamilton--Jacobi equations
E. Carlini, R. Ferretti, S. Preda +1
We propose a high order numerical scheme for time-dependent first order Hamilton--Jacobi--Bellman equations. In particular we propose to combine a semi-Lagrangian scheme with a Cen…
A high-order scheme for mean field games
Elisa Calzola, Elisabetta Carlini, Francisco J. Silva
In this paper we propose a high-order numerical scheme for time-dependent mean field games systems. The scheme, which is built by combining Lagrange-Galerkin and semi-Lagrangian te…
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…
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…
A semi-Lagrangian scheme for Hamilton-Jacobi equations on networks with application to traffic flow models
Elisabetta Carlini, Adriano Festa, Nicolas Forcadel
We present a semi-Lagrangian scheme for the approximation of a class of Hamilton-Jacobi-Bellman equations on networks. The scheme is explicit and stable under some technical condit…
A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations
Elisabetta Carlini, Francisco J. Silva
We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the dependence of the coefficients is nonlinear and nonlocal in time with respect to the unknowns. We extend…
On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications
Elisabetta Carlini, Francisco J. Silva
In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the…
The Hughes model for pedestrian dynamics and congestion modelling
Elisabetta Carlini, Adriano Festa, Francisco J. Silva
In this paper we present a numerical study of some variations of the Hughes model for pedestrian flow under different types of congestion effects. The general model consists of a c…
A Semi-Lagrangian scheme for a modified version of the Hughes model for pedestrian flow
Elisabetta Carlini, Adriano Festa, Francisco J. Silva +1
In this paper we present a Semi-Lagrangian scheme for a regularized version of the Hughes model for pedestrian flow. Hughes originally proposed a coupled nonlinear PDE system descr…
A Semi-Lagrangian Scheme with Radial Basis Approximation for Surface Reconstruction
Elisabetta Carlini, Roberto Ferretti
We propose a Semi-Lagrangian scheme coupled with Radial Basis Function interpolation for approximating a curvature-related level set model, which has been proposed by Zhao et al. i…
A Semi-Lagrangian scheme for a degenerate second order Mean Field Game system
Elisabetta Carlini, Francisco José Silva Álvarez
In this paper we study a fully discrete Semi-Lagrangian approximation of a second order Mean Field Game system, which can be degenerate. We prove that the resulting scheme is well…
A fully-discrete Semi-Lagrangian scheme for a first order mean field game problem
E. Carlini, F. J. Silva
In this work we propose a fully-discrete Semi-Lagrangian scheme for a {\it first order mean field game system}. We prove that the resulting discretization admits at least one solut…