Related papers: Arc length based WENO scheme for Hamilton-Jacobi E…
We propose a new approach to the numerical solution of ergodic problems arising in the homogenization of Hamilton-Jacobi (HJ) equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming…
We introduce some approximation schemes for linear and fully non-linear diffusion equations of Bellman-Isaacs type. Although they are not monotone one can prove their convergence to the viscosity solution of the problem. Effective…
The weighted essentially non-oscillatory (WENO) methods are popular and effective spatial discretization methods for nonlinear hyperbolic partial differential equations. Although these methods are formally first-order accurate when a shock…
This paper presents a highly robust third-order accurate finite volume weighted essentially non-oscillatory (WENO) method for special relativistic hydrodynamics on unstructured triangular meshes. We rigorously prove that the proposed method…
In this paper, a new family of very-high-order TENO schemes with adaptive accuracy order and adaptive dissipation control (TENO-AA) is proposed. The new framework allows for constructing arbitrarily high-order TENO schemes in a unified…
The spectral volume(SV) method constructs a high-order polynomial for SV based on the average value of control volume(CV), but for discontinuous problems, a limiter is required to mitigate oscillations. This paper presents a novel CV-based…
In this paper we study an approximation scheme for an Hamilton-Jacobi equation of Eikonal type defined on a network. We introduce an appropriate notion of viscosity solution for this class of equations (see \cite{sc}) and we prove that an…
In this work, we provide a deep investigation of a family of arbitrary high order numerical methods for hyperbolic partial differential equations (PDEs), with particular emphasis on very high order versions, i.e., with order higher than 5.…
We present a framework for efficient extraction of the viscosity solutions of nonlinear Hamilton-Jacobi equations with convex Hamiltonians. These viscosity solutions play a central role in areas such as front propagation, mean-field games,…
This paper is devoted to solving a class of second order Hamilton-Jacobi-Bellman (HJB) equations in the Wasserstein space, associated with mean field control problems involving common noise. The well-posedness of viscosity solutions to the…
Viscosity solutions of the Hamilton-Jacobi equation were introduced by Lions and Crandall. For Tonelli Hamiltonians, these solutions are generated by the Lax-Oleinik operator. It is known that this operator converges in the autonomous…
Embedded WENO methods utilize all adjacent smooth substencils to construct a desirable interpolation. Conventional WENO schemes under-use this possibility close to large gradients or discontinuities. We develop a general approach for…
The weighted essentially non-oscillatory {technique} using a stencil of $2r$ points (WENO-$2r$) is an interpolatory method that consists in obtaining a higher approximation order from the non-linear combination of interpolants of $r+1$…
We propose novel connections between several neural network architectures and viscosity solutions of some Hamilton--Jacobi (HJ) partial differential equations (PDEs) whose Hamiltonian is convex and only depends on the spatial gradient of…
Shepard method is a fast algorithm that has been classically used to interpolate scattered data in several dimensions. This is an important and well-known technique in numerical analysis founded in the main idea that data that is far away…
We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…
In this paper, a maximum-principle-satisfying finite volume compact scheme is proposed for solving scalar hyperbolic conservation laws. The scheme combines WENO schemes (Weighted Essentially Non-Oscillatory) with a class of compact schemes…
Higher order finite difference Weighted Essentially Non-Oscillatory (WENO) schemes for conservation laws represent a technology that has been reasonably consolidated. They are extremely popular because, when applied to multidimensional…
Wave Kinetic Equations (WKEs) are often used to describe the evolution of ensemble averaged wave amplitudes for nonlinear wave systems. In the present manuscript we describe a new approach to direct numerical simulation of solutions to…
The high-order gas-kinetic scheme(HGKS) with WENO spatial reconstruction method has been extensively validated through many numerical experiments, demonstrating its superior accuracy efficiency, and robustness. Compared with WENO class…