Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4646373 | Applied Numerical Mathematics | 2006 | 15 Pages |
Abstract
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.
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