English

Convergence of a Numerical Scheme for the Hamilton-Jacobi Equation: a New Approach with the Adjoint Method

Analysis of PDEs 2013-07-30 v2 Numerical Analysis

Abstract

We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. We present a new and simple proof of the rate of convergence of the approximations based on the adjoint method recently introduced by Evans.

Keywords

Cite

@article{arxiv.1106.0444,
  title  = {Convergence of a Numerical Scheme for the Hamilton-Jacobi Equation: a New Approach with the Adjoint Method},
  author = {Filippo Cagnetti and Diogo Gomes and Hung V. Tran},
  journal= {arXiv preprint arXiv:1106.0444},
  year   = {2013}
}

Comments

final version