Convergence of Semi-Lagrangian Approximations to Convex Hamilton--Jacobi Equations under (Very) Large Courant Numbers

DOI10.1137/S0036142901388378zbMath1043.65106MaRDI QIDQ4443568

Roberto G. Ferretti

Publication date: 18 January 2004

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

zbMATH Keywords

convergencefinite difference methodHamilton-Jacobi equationsemi-Lagrangian schemeshigh-order schemeCFL number

Mathematics Subject Classification ID

First-order nonlinear hyperbolic equations (35L60) 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) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25)

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