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An anti-diffusive scheme for viability problems

Abstract : The value function associated with viability problem is discontinuous. We investigate the Ultra-Bee scheme, particularly interesting for its anti-diffusive property in the transport of discontinuous functions. Our numerical results are very encouraging.
Keywords : VIABILITY KERNEL
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https://hal.inrae.fr/hal-02588366
Contributor : Migration Irstea Publications <>
Submitted on : Friday, May 15, 2020 - 12:41:27 PM
Last modification on : Monday, June 7, 2021 - 11:00:03 AM

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O. Bokanowski, S. Martin, Rémi Munos, H. Zidani. An anti-diffusive scheme for viability problems. Applied Numerical Mathematics, Elsevier, 2006, 56 (9), pp.1147-1162. ⟨doi:10.1016/j.apnum.2006.03.004⟩. ⟨hal-02588366⟩

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