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

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.

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Bibliographic Details
Main Authors:	Cagnetti, Filippo, Gomes, Diogo, Tran, Hung V
Format:	Journal Article
Language:	English
Published:	02-06-2011
Subjects:	Mathematics - Analysis of PDEs Mathematics - Numerical Analysis
Online Access:	Get full text
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Description
Summary:	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.
DOI:	10.48550/arxiv.1106.0444