Hamilton-Jacobi-Bellman Quasi-Variational Inequality arising in an environmental problem and its numerical discretization
Hamilton-Jacobi-Bellman Quasi-Variational Inequality arising in an environmental problem and its numerical discretization
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DOI：
10.1016/j.camwa.2018.12.004
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发表时间：
2019-04-15
影响因子：
2.9
通讯作者：
Hamagami, Kunihiko
中科院分区：
文献类型：
--
作者：
Yoshioka, Hidekazu;Yaegashi, Yuta;Hamagami, Kunihiko
建立了含泥沙合理利用的河流环境恢复问题的Hamilton-Jacobi-Bellman拟变分不等式（HJBQVI），并分析了其数学性质。在此基础上，建立了基于惩罚技术的有限差分格式求解HJBQVI。该格式不需要任何迭代解，在一定条件下在黏度意义上是无条件稳定和收敛的。最后给出了HJBQVI的示范应用实例。(C) 2018 Elsevier Ltd.版权所有。
A Hamilton-Jacobi-Bellman Quasi-Variational Inequality (HJBQVI) for a river environmental restoration problem with wise-use of sediment is formulated and its mathematical properties are analyzed. A finite difference scheme with a penalization technique is then established for solving the HJBQVI. The scheme is free from any iterative solvers and is unconditionally stable and convergent in the viscosity sense under certain conditions. A demonstrative application example of the HJBQVI is finally presented. (C) 2018 Elsevier Ltd. All rights reserved.