Splitting methods for Hamilton‐Jacobi equations
Copyright policy )Splitting methods for Hamilton‐Jacobi equations
AbstractWe explain how the exploitation of several kinds of operator splitting methods, both local and global in time, lead to simple numerical schemes approximating the solution of nonlinear Hamilton‐Jacobi equations. We review the existing local methods which have been used since the early 80's and we introduce a new method which is global in time. We show some numerical experiments. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006
- McMaster University Canada
viscosity solutions, quasilinear parabolic equation, finite difference, Finite difference methods for initial value and initial-boundary value problems involving PDEs, Alternating Directions method, Nonlinear parabolic equations, Hamilton-Jacobi equations, numerical experiments, operator splitting, Second-order nonlinear hyperbolic equations, monotone schemes
viscosity solutions, quasilinear parabolic equation, finite difference, Finite difference methods for initial value and initial-boundary value problems involving PDEs, Alternating Directions method, Nonlinear parabolic equations, Hamilton-Jacobi equations, numerical experiments, operator splitting, Second-order nonlinear hyperbolic equations, monotone schemes
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