“…We compare the result obtained from the usual finite difference scheme (FDS), i.e. (S 0,0 h,∆t ), ∆t < h, the scheme (S θ,α h,∆t ) for (θ, α, ν) ∈ C (MDS) and the bi-grid method (BI-GRID) introduced in [9] (see also [1]). When the initial conditions (y 0 , y 1 ) are both continuous, the usual centered scheme (FDS) provides good numerical results, and convergence of the discrete control is observed (see for instance [5] for numerical simulations in 2-D).…”