Numerical Discretization of Boundary Conditions for First Order Hamilton--Jacobi Equations

DOI10.1137/S0036142998345980zbMath1058.65102MaRDI QIDQ4443692

Remi Abgrall

Publication date: 18 January 2004

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

zbMATH Keywords

maximum principleconvergenceviscosity solutionnumerical examplesHamilton-Jacobi equationsboundary layersmonotone schemesapproximation of boundary conditions

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) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items

Numerical viscosity solutions to Hamilton-Jacobi equations via a Carleman estimate and the convexification method ⋮ 3D level set methods for evolving fronts on tetrahedral meshes with adaptive mesh refinement ⋮ A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions ⋮ Socio-economic applications of finite state mean field games ⋮ The Carleman convexification method for Hamilton-Jacobi equations ⋮ On the Numerical Approximation of First-Order Hamilton-Jacobi Equations ⋮ Numerical analysis of an inverse problem for the eikonal equation ⋮ Robust three-dimensional level-set method for evolving fronts on complex unstructured meshes ⋮ An anti-diffusive scheme for viability problems ⋮ Value iteration convergence of \(\varepsilon\)-monotone schemes for stationary Hamilton-Jacobi equations