{"paper":{"title":"High-order filtered schemes for time-dependent second order HJB equations","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.OC"],"primary_cat":"math.NA","authors_text":"Athena Picarelli, Christoph Reisinger, Olivier Bokanowski","submitted_at":"2016-11-15T17:05:09Z","abstract_excerpt":"In this paper, we present and analyse a class of \"filtered\" numerical schemes for second order Hamilton-Jacobi-Bellman equations. Our approach follows the ideas introduced in B.D. Froese and A.M. Oberman, Convergent filtered schemes for the Monge-Amp\\`ere partial differential equation, SIAM J. Numer. Anal., 51(1):423--444, 2013, and more recently applied by other authors to stationary or time-dependent first order Hamilton-Jacobi equations. For high order approximation schemes (where \"high\" stands for greater than one), the inevitable loss of monotonicity prevents the use of the classical theo"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1611.04939","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}