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 ENSTA ParisTech, the INRIA Commands research team and HPC project since summer 2009.
We release two versions:
- HJB_SEQUENTIAL_REF: sequential version that can run on any machine
- HJB_PARALLEL_REF: parallel version that can run only on multi-core architectures.
The source can be sent upon request from the project's manager.
Please contact: Hasnaa Zidani