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Paper details
Number 3 - September 2007
Volume 17 - 2007
On the numerical approximation of first-order Hamilton-Jacobi equations
Rémi Abgrall, Vincent Perrier
Abstract
Some methods for the numerical approximation of time-dependent and steady first-order Hamilton-Jacobi equations are reviewed. Most of the discussion focuses on conformal triangular-type meshes, but we show how to extend this to the most general meshes. We review some first-order monotone schemes and also high-order ones specially dedicated to steady problems.
Keywords
approximation of Hamilton-Jacobi equations, viscous solution, Cauchy-Dirichlet problem, triangular mesh