Semi-Lagrangian discontinuous Galerkin schemes for some first- and second-order partial differential equations
Author:
Publisher
EDP Sciences
Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis,Analysis,Computational Mathematics
Link
http://www.esaim-m2an.org/10.1051/m2an/2016004/pdf
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4. Camilli F. and Falcone M., An approximation scheme for the optimal control of diffusion processes.RAIRO Modél. Math. Anal. Numér.29(1995) 97–122.
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