HJ-Gauss computes viscous HJ reachability in up to 45 dimensions via Cole-Hopf linearization to Gaussian heat kernels and Monte-Carlo roll-outs, with O(N^{-1/2}) error bounds and linear scaling in state dimension.
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HJ-Gauss: A Monte-Carlo HJ Reachability Scheme
HJ-Gauss computes viscous HJ reachability in up to 45 dimensions via Cole-Hopf linearization to Gaussian heat kernels and Monte-Carlo roll-outs, with O(N^{-1/2}) error bounds and linear scaling in state dimension.