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In this paper, a class of high order numerical schemes is proposed for solving Hamilton-Jacobi (H-J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al.…
In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…
In this paper, we present a novel numerical scheme for solving a class of nonlinear degenerate parabolic equations with non-smooth solutions. The proposed method relies on a special kernel based formulation of the solutions found in our…
In this paper, we combine the nonlinear HWENO reconstruction in \cite{newhwenozq} and the fixed-point iteration with Gauss-Seidel fast sweeping strategy, to solve the static Hamilton-Jacobi equations in a novel HWENO framework recently…
The lack of smoothness is a common feature of weak solutions of nonlinear hyperbolic equations and is a crucial issue in their approximation. This has motivated several efforts to define appropriate indicators, based on the values of the…
In this paper, we propose a novel Hermite weighted essentially non-oscillatory (HWENO) fast sweeping method to solve the static Hamilton-Jacobi equations efficiently. During the HWENO reconstruction procedure, the proposed method is built…
In this article, novel smoothness indicators are presented for calculating the nonlinear weights of weighted essentially non-oscillatory scheme to approximate the viscosity numerical solutions of Hamilton-Jacobi equations. These novel…
We investigate high-order finite difference schemes for the Hamilton-Jacobi equation continuum limit of nondominated sorting. Nondominated sorting is an algorithm for sorting points in Euclidean space into layers by repeatedly removing…
In this paper, a third-order weighted essentially non-oscillatory (WENO) scheme is developed for hyperbolic conservation laws on unstructured quadrilateral and triangular meshes. As a starting point, a general stencil is selected for the…
We build a simple and general class of finite difference schemes for first order Hamilton-Jacobi (HJ) Partial Differential Equations. These filtered schemes are convergent to the unique viscosity solution of the equation. The schemes are…
We propose a high order numerical scheme for time-dependent first order Hamilton--Jacobi--Bellman equations. In particular we propose to combine a semi-Lagrangian scheme with a Central Weighted Non-Oscillatory reconstruction. We prove a…
We propose a novel, mesh-free, and gradient-free fixed-point approach for computing viscosity solutions of high-dimensional Hamilton-Jacobi (HJ) equations. By leveraging the Hopf-Lax formula, our approach iteratively solves the associated…
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…
In this paper, a high order free-stream preserving finite difference weighted essentially non-oscillatory (WENO) scheme is developed for the ideal magnetohydrodynamic (MHD) equations on curvilinear meshes. Under the constrained transport…
The advantage of WENO-JS5 scheme [ J. Comput. Phys. 1996] over the WENO-LOC scheme [J. Comput. Phys.1994] is that the WENO-LOC nonlinear weights do not achieve the desired order of convergence in smooth monotone regions and at critical…
Highly concentrated patterns have been observed in a spatially heterogeneous, nonlocal, model of BGK type implementing a velocity-jump process. We study both a linear and a nonlinear case and describe the concentration profile. In…
This work proposes and studies numerical schemes for initial value problems of Hamilton--Jacobi equations (HJEs) with a graph individual noise on the Wasserstein space on graphs. Numerically solving such equations is particularly…
In this paper, a fifth-order Hermite weighted essentially non-oscillatory (HWENO) scheme with artificial linear weights is proposed for one and two dimensional hyperbolic conservation laws, where the zeroth-order and the first-order moments…
A new adaptive weighted essentially non-oscillatory WENO-$\theta$ scheme in the context of finite difference is proposed. Depending on the smoothness of the large stencil used in the reconstruction of the numerical flux, a parameter…
In this paper, a fifth-order moment-based Hermite weighted essentially non-oscillatory scheme with unified stencils (termed as HWENO-U) is proposed for hyperbolic conservation laws. The main idea of the HWENO-U scheme is to modify the…