An Efficient Filtered Scheme for Some First Order Time-Dependent Hamilton--Jacobi Equations

DOI10.1137/140998482zbMath1407.65093arXiv1501.01518OpenAlexW3098153920MaRDI QIDQ3464422

Smita Sahu, Olivier Bokanowski, Maurizio Falcone

Publication date: 27 January 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.01518

zbMATH Keywords

error estimatesHamilton-Jacobi equationviscosity solutionshigh-order schemes\(\epsilon\)-monotone scheme

Mathematics Subject Classification ID

Error bounds for boundary value problems involving PDEs (65N15) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Initial value problems for nonlinear first-order PDEs (35F25) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)

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A numerical construction of the universal feedback control in problems of nonlinear controls under disturbance ⋮ High-order filtered schemes for time-dependent second order HJB equations ⋮ A filtering monotonization approach for DG discretizations of hyperbolic problems ⋮ A High-Order Scheme for Image Segmentation via a Modified Level-Set Method ⋮ Convergence of a proposed adaptive WENO scheme for Hamilton-Jacobi equations. ⋮ Hamilton–Jacobi–Bellman Equations ⋮ Convergent Two-Scale Filtered Scheme for the Monge--Ampère Equation ⋮ Robust Feedback Control of Nonlinear PDEs by Numerical Approximation of High-Dimensional Hamilton--Jacobi--Isaacs Equations ⋮ High-order filtered scheme for front propagation problems ⋮ High-order filtered schemes for first order time dependent linear and non-linear partial differential equations ⋮ Some non monotone schemes for Hamilton-Jacobi-Bellman equations ⋮ Convergence of adaptive filtered schemes for first order evolutionary Hamilton-Jacobi equations ⋮ Multidimensional smoothness indicators for first-order Hamilton-Jacobi equations

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