2016
DOI: 10.1007/s10915-016-0163-3
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Convergence Rate for the Ordered Upwind Method

Abstract: The Ordered Upwind Method (OUM) is used to approximate the viscosity solution of the static Hamilton-Jacobi-Bellman (HJB) with direction-dependent weights on unstructured meshes. The method has been previously shown to provide a solution that converges to the exact solution, but no convergence rate has been theoretically proven. In this paper, it is shown that the solutions produced by the OUM in the boundary value formulation converge at a rate of at least the square root of the largest edge length in the mes… Show more

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Cited by 7 publications
(5 citation statements)
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“…Therefore, we formulate the path planning problem as finding the optimal heading function u i ∈ U (x 0 , x g ) that entails the minimal value of T (x 0 , x g ). This is analogous to the approaches of many past research works [17], [23], [25] based on the ideas of Dynamic Programming, and results on (2).…”
Section: A Problem Statementsupporting
confidence: 56%
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“…Therefore, we formulate the path planning problem as finding the optimal heading function u i ∈ U (x 0 , x g ) that entails the minimal value of T (x 0 , x g ). This is analogous to the approaches of many past research works [17], [23], [25] based on the ideas of Dynamic Programming, and results on (2).…”
Section: A Problem Statementsupporting
confidence: 56%
“…Some approaches consider cost directions parallel to the reference frame axes [21], [22], but for most unstructured scenarios this method is not suitable and hence produces sub-optimal results [17]. This can be overcome by using the Ordered Upwind Method (OUM), a numerical solver method that works using the static Hamilton-Jacobi-Bellman (HJB) equation [23]. In fact, the Eikonal is the particular isotropic case of this equation, which admits the use of cost functions that vary with direction, i.e.…”
Section: A Approaches To Optimal Path Planningmentioning
confidence: 99%
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“…There are particular situations in which FMM produces accurate results under a certain level of anisotropy, such as having a cost function formulated in such a way thatit varies mostly in the directions parallel to the reference axes [ 24 , 216 ]. This is the case depicted in Figure 11 b. Sethian and Vladimirsky [ 215 ] proposed the use of an algorithm called the Ordered Upwind Method (OUM) to deal with the static HJB equation, the convergence rate of which was demonstrated by Shum et al [ 217 ]. Its main drawback is the increase in computational cost it entails, proportional to the anisotropy existing in the scenario.…”
Section: Optimal-control-based Path Planning Algorithmsmentioning
confidence: 99%
“…• The OUM [23] ensures that the quasipotential of the whole field can be obtained by discretizing the phase space into a mesh and calculating the quasipotential of the nodes point by point. However, the calculation is extremely time-consuming.…”
Section: Control Strategymentioning
confidence: 99%