dc.contributor.advisor | Robstad Jakobsen, Espen | nb_NO |
dc.contributor.author | Lian, Erik | nb_NO |
dc.date.accessioned | 2014-12-19T13:57:37Z | |
dc.date.available | 2014-12-19T13:57:37Z | |
dc.date.created | 2010-09-02 | nb_NO |
dc.date.issued | 2009 | nb_NO |
dc.identifier | 347167 | nb_NO |
dc.identifier | ntnudaim:4577 | nb_NO |
dc.identifier.uri | http://hdl.handle.net/11250/258271 | |
dc.description.abstract | We study semi Lagrangian schemes for solving parabolic HJB equations. Efficient implementations using implicit time discretizations are presented. Iteration methods for solving linear systems and dealing with the non linearity are presented. Stability and convergence analysis is performed for both smooth and non smooth solutions. The schemes are extensively numerically tested in the linear and non linear cases. | nb_NO |
dc.language | eng | nb_NO |
dc.publisher | Institutt for matematiske fag | nb_NO |
dc.subject | ntnudaim | no_NO |
dc.subject | SIF3 fysikk og matematikk | no_NO |
dc.subject | Industriell matematikk | no_NO |
dc.title | Semi Lagrangian Schemes for Parabolic HJB Equations | nb_NO |
dc.type | Master thesis | nb_NO |
dc.source.pagenumber | 58 | nb_NO |
dc.contributor.department | Norges teknisk-naturvitenskapelige universitet, Fakultet for informasjonsteknologi, matematikk og elektroteknikk, Institutt for matematiske fag | nb_NO |