A Local Ordered Upwind Method for Hamilton-Jacobi and Isaacs Equations

  title={A Local Ordered Upwind Method for Hamilton-Jacobi and Isaacs Equations},
  author={Simone Cacace and Emiliano Cristiani and Maurizio Falcone},
  journal={IFAC Proceedings Volumes},
Abstract We present a generalization of the Fast Marching (FM) method for the numerical solution of a class of Hamilton-Jacobi equations, including Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Isaacs equations. The method is able to compute an approximation of the viscosity solution concentrating the computations only in a small evolving trial region, as the original FM method. The main novelty is that the size of the trial region does not depend on the dynamics. We compare the new method with… Expand

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