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- Olivier Bokanowski, Stefania Maroso, Hasnaa Zidani
- SIAM J. Numerical Analysis
- 2009

This paper deals with convergence results of Howard’s algorithm for the resolution of mina∈A(B x − b) = 0 where B is a matrix, b is a vector (possibly of infinite dimension), and A is a compact set.… (More)

- Olivier Bokanowski, Nicolas Forcadel, Hasnaa Zidani
- SIAM J. Control and Optimization
- 2010

We consider a target problem for a nonlinear system under state constraints. We give a new continuous level-set approach for characterizing the optimal times and the backward-reachability sets. This… (More)

- Olivier Bokanowski, Hasnaa Zidani
- J. Sci. Comput.
- 2007

We propose two new antidiffusive schemes for advection (or linear transport), one of them being a mixture of Roe’s Super-Bee scheme and of the “Ultra-Bee” scheme. We show how to apply these schemes… (More)

- Olivier Bokanowski, Benjamin Bruder, Stefania Maroso, Hasnaa Zidani
- SIAM J. Numerical Analysis
- 2009

We study a superreplication problem of European options with gamma constraints, in mathematical finance. The initially unbounded control problem is set back to a problem involving a viscosity PDE… (More)

- Olivier Bokanowski, Jochen Garcke, Michael Griebel, Irene Klompmaker
- J. Sci. Comput.
- 2013

We propose a semi-Lagrangian scheme using a spatially adap tive s arse grid to deal with non-linear time-dependent Hamilton-Jacobi Be llman equations. We focus in particular on front propagation… (More)

- Olivier Bokanowski, Emiliano Cristiani, Hasnaa Zidani
- J. Sci. Comput.
- 2010

In this paper, we are interested in some front propagation problems coming from control problems in d-dimensional spaces, with d ≥ 2. As opposed to the usual level set method, we localize the front… (More)

- Olivier Bokanowski, Giorevinus Simarmata
- 2012

Explicit, unconditionally stable, high-order schemes for the approximation of some firstand second-order linear, time-dependent partial differential equations (PDEs) are proposed. The schemes are… (More)

We introduce a new class of “filtered” schemes for some first order non-linear Hamilton-JacobiBellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51,… (More)

We consider minimal time problems governed by nonlinear systems under general time dependent state constraints and in the twoplayer games setting. In general, it is known that the characterization of… (More)

- Olivier Bokanowski, Yingda Cheng, Chi-Wang Shu
- SIAM J. Scientific Computing
- 2011

We propose a new discontinuous Galerkin (DG) method based on [9] to solve a class of Hamilton-Jacobi equations that arises from optimal control problems. These equations are connected to front… (More)