A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2021; you can also visit the original URL.
The file type is application/pdf
.
Adaptive spline interpolation for Hamilton–Jacobi–Bellman equations
2004
We study the performace of adaptive spline interpolation in semi--Lagrangian discretization schemes for Hamilton--Jacobi--Bellman equations. We investigate the local approximation properties of cubic splines on locally refined grids by a theoretical analysis. Numerical examples show how this method performs in practice. Using those examples we also illustrate numerical stability issues.
doi:10.15495/epub_ubt_00005527
fatcat:tcgsxahiavfixef6jgdqmrls4q