Semi-Lagrangian approximation schemes for linear and Hamilton-Jacobi equations /
[Book]
Maurizio Falcone, Roberto Ferretti
xii, 319 pages ;
26 cm
Applied mathematics
Includes bibliographical references and index
Models and motivations -- Viscosity solutions of first order pdes -- Elementary building blocks -- Convergence theory -- First-order approximation schemes -- High-order sl approximation schemes -- Fluid dynamics -- Control and games -- Front propagation
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Semi Lagrangian approximation schemes for linear and Hamilton Jacobi equations