Section: Software and Platforms

BiNoPe-HJ

Participants : Hasnaa Zidani [corresponding author] , Olivier Bokanowski, Anna Désilles.

Web page: http://www.ensta-paristech.fr/ zidani/BiNoPe-HJ

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 development of the HJB Solver has been initiated under a partnership between COMMANDS and the SME HPC-project in the period between December 2009 to November 2011. Currently, it is still maintained and improved by COMMANDS.

In 2012, two versions were released:

• HJB-SEQUENTIAL-REF: sequential version that can run on any machine

• HJB-PARALLEL-REF: parallel version that can run only on multi-core architectures.