Accession Number:

AD1003389

Title:

Splitting Enables Overcoming the Curse of Dimensionality

Descriptive Note:

Technical Report

Corporate Author:

University of California, Los Angeles Los Angeles United States

Personal Author(s):

• Darbon,Jerome
• Osher,Stanley

Report Date:

2015-12-01

Pagination or Media Count:

6.0

Abstract:

In this short note we briey outline a new and remarkably fast algorithm for solving a a large class of high dimensional Hamilton-Jacobi H-J initial value problems arising in optimal control and elsewhere 1. This is done without the use of grids or numerial approximations. Moreover, by using the level set method 8 we can rapidly compute projections of a point in Rn, n large to a fairly arbitrary compact set 2. The method seems to generalize widely beyond what will we present here to some nonconvex Hamiltonians, state dependent Hamiltonians, differential games and perhaps new linear programming algorithms.

Descriptors:

• mathematical analysis

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE