Participants : Hasnaa Zidani [correspondant] , Olivier Bokanowski, Nicolas Forcadel, Jun-Yi Zhao.
This project aims at developping sequential and parallel MPI/openMP C++ solvers for the approximation of Hamilton-Jacobi-Bellman (HJB) equations in a d-dimensional space. The main goal is to provide an HJB solvers that can work in dimension d (limited by the machine's capacity). The solver outputs can be visualized with Matlab or Paraview (via VTK files).
The HJB Solver has been actively developed under a partnership between COMMANDS and the SME HPC-project in the period between December 2009 to November 2011. See also http://www.ensta-paristech.fr/~zidani/BiNoPe-HJ .
We release two versions: