Filtered schemes for Hamilton-Jacobi equations: a simple construction of convergent accurate difference schemes

DOI10.1016/j.jcp.2014.12.039zbMath1352.65422arXiv1411.3205OpenAlexW2131686161MaRDI QIDQ729008

Tiago Salvador, Adam M. Oberman

Publication date: 20 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.3205

zbMATH Keywords

upwind schemesHamilton-Jacobi equationseikonal equationviscosity solutionsmonotone schemesfully nonlinear elliptic partial differential equationsnonlinear finite difference methods

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite difference methods for boundary value problems involving PDEs (65N06) Hamilton-Jacobi equations (35F21)

Related Items (17)

Numerical viscosity solutions to Hamilton-Jacobi equations via a Carleman estimate and the convexification method ⋮ A Fast-marching Algorithm for Nonmonotonically Evolving Fronts ⋮ An Efficient Filtered Scheme for Some First Order Time-Dependent Hamilton--Jacobi Equations ⋮ 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. ⋮ The Carleman convexification method for Hamilton-Jacobi equations ⋮ Hamilton–Jacobi–Bellman Equations ⋮ Alternating evolution methods for static Hamilton-Jacobi equations ⋮ Convergent Two-Scale Filtered Scheme for the Monge--Ampère Equation ⋮ 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 ⋮ Improved Accuracy of Monotone Finite Difference Schemes on Point Clouds and Regular Grids ⋮ 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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