Parallel Algorithms for the Isaacs Equation
نویسندگان
چکیده
In this paper we apply a domain decomposition technique to construct an approximation scheme for the Isaacs equation in R n. The algorithm is presented for a 2-domain decomposition and some hints are given for the case of d subdomains having crossing points. The parallel algorithm is proved to have the same xed point of the serial algorithm so that the convergence to the viscosity solution of the Isaacs equation is guaranteed by previous results. The eeciency of the algorithm is discussed analysing some numerical tests.
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