A patchy dynamic programming scheme for a class of Hamilton-Jacobi-Bellman equation
2012
Publication type:
Paper in peer-reviewed journals
Journal:
SIAM J. Scientific Computing, vol. 34 (5), pp. A2625-A2649
DOI:
HAL:
Keywords :
Patchy methods, Hamilton-Jacobi equations, parallel methods, minimum time problem, semi-Lagrangian scheme.
Abstract:
In this paper we present a new algorithm for the solution of Hamilton-Jacobi-Bellman equations related to optimal control problems.
The key idea is to divide the domain of computation into subdomains which are shaped by the optimal dynamics of the underlying control problem. This can result in a rather complex geometrical subdivision, but has the advantage that every subdomain is
invariant with respect to the optimal dynamics and then the solution can be computed independently
in each subdomain. The features of this dynamics-dependent domain decomposition can be exploited
to speed up the computation and for an ecient parallelization, since the classical transmission
conditions at the boundaries of the subdomains can be avoided. For their properties, the subdomains
are patches in the sense introduced by Ancona and Bressan in 1999. Several examples in dimension
two and three illustrate the properties of the new method.
BibTeX:
@article{Cac-Cri-Fal-Pic-2012, author={Simone Cacace and Emiliano Cristiani and Maurizio Falcone and Athena Picarelli }, title={A patchy dynamic programming scheme for a class of Hamilton-Jacobi-Bellman equation }, doi={10.1137/110841576 }, journal={SIAM J. Scientific Computing }, year={2012 }, volume={34 (5) }, pages={A2625--A2649}, }