17 citations · 30 across the 11 of their papers we have counts for
7 papers · 1 filter
Solving Hamilton-Jacobi equations by residual minimization of monotone finite-difference discretizations
Olivier Bokanowski, Carlos Esteve-Yagüe, Richard Tsai
We introduce a method for solving Hamilton--Jacobi equations, both inviscid and viscous, by minimizing the squared residuals of monotone finite-difference discretizations on grids…
Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations
Olivier Bokanowski, Athena Picarelli, Christoph Reisinger
We study a second order BDF (Backward Differentiation Formula) scheme for the numerical approximation of parabolic HJB (Hamilton-Jacobi-Bellman) equations. The scheme under conside…
Backward Differentiation Formula finite difference schemes for diffusion equations with an obstacle term
Olivier Bokanowski, Kristian Debrabant
Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form…
High-order filtered schemes for time-dependent second order HJB equations
Olivier Bokanowski, Athena Picarelli, Christoph Reisinger
In this paper, we present and analyse a class of "filtered" numerical schemes for second order Hamilton-Jacobi-Bellman equations. Our approach follows the ideas introduced in B.D.…
Semi-Lagrangian discontinuous Galerkin schemes for some first and second-order partial differential equations
Olivier Bokanowski, Giorevinus Simarmata
Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.…
An efficient filtered scheme for some first order Hamilton-Jacobi-Bellman equations
Olivier Bokanowski, Maurizio Falcone, Smita Sahu
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer…
Convergence of discontinuous Galerkin schemes for front propagation with obstacles
Olivier Bokanowski, Yingda Cheng, Chi-Wang Shu
We study semi-Lagrangian discontinuous Galerkin (SLDG) and Runge-Kutta discontinuous Galerkin (RKDG) schemes for some front propagation problems in the presence of an obstacle term…