Convergence Rate of Monotone Numerical Schemes for Hamilton–Jacobi Equations with Weak Boundary Conditions

DOI10.1137/050632932zbMath1183.35081OpenAlexW1988384447MaRDI QIDQ3642884

Knut Waagan

Publication date: 6 November 2009

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050632932

zbMATH Keywords

comparison resultLipschitz regularityGodunov-type schemes

Mathematics Subject Classification ID

First-order nonlinear hyperbolic equations (35L60) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Theoretical approximation in context of PDEs (35A35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)

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