A CWENO large time-step scheme for Hamilton--Jacobi equations
Numerical Analysis
2024-02-27 v2 Numerical Analysis
Optimization and Control
Abstract
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 convergence result in the case of state- and time-independent Hamiltonians. Numerical simulations are presented in space dimensions one and two, also for more general state- and time-dependent Hamiltonians, demonstrating superior performance in terms of CPU time gain compared with a semi-Lagrangian scheme coupled with Weighted Non-Oscillatory reconstructions.
Cite
@article{arxiv.2402.15367,
title = {A CWENO large time-step scheme for Hamilton--Jacobi equations},
author = {E. Carlini and R. Ferretti and S. Preda and M. Semplice},
journal= {arXiv preprint arXiv:2402.15367},
year = {2024}
}