Workshop 3: November 21-25, 2016

Numerical methods for Hamilton-Jacobi equations in optimal control and related fields

Location: Science Park 2, 4th Floor, Room 416

Mon, November 21
14:15–14:30Opening remarks
14:30–15:05Maurizio Falcone (Sapienza - Università di Roma)
The HJB-POD approach for infinite dimensional control problems
Slides (PDF-File, 2.1MB)
15:05–15:40Hongkai Zhao (Department of Mathematics, University of California, Irvine)
Some thoughts about the fast sweeping method
Slides (PDF-File, 2MB)
15:40–16:00Coffee Break
16:00–16:35Olivier Bokanowski (Université Paris Diderot)
High-order schemes for parabolic PDEs with an obstacle term
16:35–17:10Max Jensen (Department of Mathematics, Sussex University)
Convergent semi-Lagrangian methods for the Monge-Ampère equation on unstructured grids
Slides (PDF-File, 3.8MB)
17:10–17:45Marianne Akian (INRIA and CMAP, École polytechnique CNRS)
Solving Hamilton-Jacobi-Bellman equations by combining a max-plus linear approximation and a probabilistic numerical method
Slides (PDF-File, 284KB)
19:00–21:00Visit to Linz city center.
Tue, November 22
09:30–10:05Elisabetta Carlini (Sapienza - Università di Roma)
A Semi-Lagrangian discretization of non linear Fokker-Planck equations
Slides (PDF-File, 749KB)
10:05–10:40Laurent Pfeiffer (Institute of Mathematics and Scientific Computing, University of Graz)
A numerical method for mean-field type optimal control problems
Slides (PDF-File, 711KB)
10:40–11:00Coffee Break
11:00–11:35Alexander Vladimirsky (Cornell University)
Computational challenges in anisotropic models of crowd dynamics
11:35–12:10Adriano Festa (RICAM)
Reconstruction of independent sub-domains for a class of Hamilton-Jacobi equations and application to parallel computing
Slides (PDF-File, 927KB)
14:30–15:05Ian Mitchell (University of British Columbia)
Gradient Sampling for Improved Action Selection and Path Synthesis
Slides (PDF-File, 3.3MB)
15:05–15:40Dante Kalise (RICAM)
HJB-based feedback control of semilinear parabolic equations
Slides (PDF-File, 1.8MB)
15:40–16:00Coffee Break
16:00–16:35Wei Kang (Naval Postgraduate School)
Causality-free methods of solving HJB equations and conservation laws
Slides (PDF-File, 2.6MB)
16:35–17:10Roberto Ferretti (Dipartimento di Matematica e Fisica, Università Roma Tre)
An adaptive RBF-based Semi-Lagrangian scheme for HJB equations
Slides (PDF-File, 1.7MB)
17:10–17:45Tiago Salvador (Department of Mathematics and Statistics, McGill University)
Filtered schemes for Hamilton-Jacobi equations: a simple construction of convergent accurate difference schemes
Slides (PDF-File, 1.3MB)
Wed, November 23
09:30–10:05Christoph Reisinger (Mathematical Institute, University of Oxford)
Boundary Approximations for Semi-Lagrangian Schemes Applied to Hamilton-Jacobi-Bellman Equations
Slides (PDF-File, 1.2MB)
10:05–10:40Iain Smears (Inria Paris)
The Kuratowski–Ryll-Nardzewski Theorem and semismooth Newton methods for Hamilton–Jacobi–Bellman equations
Slides (PDF-File, 763KB)
10:40–11:00Coffee Break
11:00–11:35Karsten Urban (Ulm University, Institute for Numerical Mathematics)
Slides (PDF-File, 1.2MB)
11:35–12:10Xiaobing Feng (Department of Mathematics, The University of Tennessee)
A Narrow-Stencil Finite Difference Method for Hamilton-Jacobi-Bellman Equations
Slides (PDF-File, 1.1MB)
14:00–24:00Conference trip and dinner
Thu, November 24
09:30–10:05Hasnaa Zidani (ENSTA ParisTech)
Value function and optimal trajectories for a control problem with supremum cost function and state constraints
Slides (PDF-File, 491KB)
10:05–10:40Jochen Garcke (Universität Bonn and Fraunhofer SCAI)
Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids
Slides (PDF-File, 1.9MB)
10:40–11:00Coffee Break
11:00–11:35Axel Kröner (INRIA Saclay and CMAP, Ecole polytechnique)
Approximation and reduction of optimal control in infinite dimension
Slides (PDF-File, 1.6MB)
11:35–12:10Zhiping Rao (RICAM)
Sparse control for infinite horizon problems
Slides (PDF-File, 13.7MB)
14:30–15:05Omar Lakkis (Free University of Bozen-Bolzano & University of Sussex)
Galerkin methods for the Monge–Ampère equation with transport boundary conditions
Slides (PDF-File, 1.5MB)
15:05–15:40Espen R. Jakobsen (Department of Mathematical Sciences NTNU)
On error estimates for monotone approximations for Bellman and Isaacs equations
Slides (PDF-File, 11.7MB)
15:40–16:00Coffee Break
16:00–16:35Abner Salgado (Department of Mathematics, University of Tennessee)
Finite Element Approximation of the Isaacs Equation
Slides (PDF-File, 443KB)
16:35–17:10Jan Blechschmidt (TU Chemnitz)
Postprocessing for Finite Element Solutions of HJB Equations
Slides (PDF-File, 3MB)
17:10–17:45Athena Picarelli (University of Oxford)
High–order filtered schemes for time–dependent second order HJB equations
Slides (PDF-File, 995KB)
Fri, November 25
09:30–10:05Nikolai D. Botkin (Center for Mathematics, Technische Universität München)
Differential games with state constraints and viability kernels
Slides (PDF-File, 2.6MB)
10:05–10:40Varvara L. Turova (Clinic ’rechts der Isar’, Technische Universität München)
Viability approach to autoregulation of cerebral blood flow in preterm infants
Slides (PDF-File, 1.8MB)
10:40–11:00Coffee Break
11:00–11:35Yoke Peng Leong (Control and Dynamical Systems, California Institute of Technology)
Solving High Dimensional Hamilton-Jacobi-Bellman Equations Using Low Rank Tensor Decomposition
Slides (PDF-File, 6.7MB)
11:35–12:10Daria Ghilli (Institute of Mathematics and Scientific Computing, University of Graz)
On nonlocal Hamilton-Jacobi equations related to jump processes, some recent results
Slides (PDF-File, 566KB)
12:10–12:20Closing remarks

Download the program [pdf].