TY - JOUR
T1 - Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: A new approach with the adjoint method
AU - Cagnetti, Filippo
AU - Gomes, Diogo A.
AU - Tran, Hung Vinh
N1 - KAUST Repository Item: Exported on 2020-10-01
Acknowledgements: F. Cagnetti was supported by the UTAustin vertical bar Portugal partnership through the FCT post-doctoral fellowship SFRH/BPD/51349/2011, CAMGSD-LARSys through FCT Program POCTI-FEDER and by grants PTDC/MAT/114397/2009, UTAustin/MAT/0057/2008, and UTA-CMU/MAT/0007/2009. D. Gomes was partially supported by CAMGSD-LARSys through FCT Program POCTI-FEDER and by grants PTDC/MAT/114397/2009, UTAustin/MAT/0057/2008, and UTA-CMU/MAT/0007/2009. H. Tran was supported in part by VEF fellowship.
PY - 2013/11
Y1 - 2013/11
N2 - We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. This scheme consists in a semi-discretization using monotone approximations of the Hamiltonian in the spacial variable. From classical viscosity solution theory, these schemes are known to converge. In this paper we present a new approach to the study of the rate of convergence of the approximations based on the nonlinear adjoint method recently introduced by L.C. Evans. We estimate the rate of convergence for convex Hamiltonians and recover the O(h) convergence rate in terms of the L∞ norm and O(h) in terms of the L1 norm, where h is the size of the spacial grid. We discuss also possible generalizations to higher dimensional problems and present several other additional estimates. The special case of quadratic Hamiltonians is considered in detail in the end of the paper. © 2013 IMACS.
AB - We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. This scheme consists in a semi-discretization using monotone approximations of the Hamiltonian in the spacial variable. From classical viscosity solution theory, these schemes are known to converge. In this paper we present a new approach to the study of the rate of convergence of the approximations based on the nonlinear adjoint method recently introduced by L.C. Evans. We estimate the rate of convergence for convex Hamiltonians and recover the O(h) convergence rate in terms of the L∞ norm and O(h) in terms of the L1 norm, where h is the size of the spacial grid. We discuss also possible generalizations to higher dimensional problems and present several other additional estimates. The special case of quadratic Hamiltonians is considered in detail in the end of the paper. © 2013 IMACS.
UR - http://hdl.handle.net/10754/563062
UR - http://arxiv.org/abs/arXiv:1106.0444v2
UR - http://www.scopus.com/inward/record.url?scp=84884502457&partnerID=8YFLogxK
U2 - 10.1016/j.apnum.2013.05.004
DO - 10.1016/j.apnum.2013.05.004
M3 - Article
SN - 0168-9274
VL - 73
SP - 2
EP - 15
JO - Applied Numerical Mathematics
JF - Applied Numerical Mathematics
ER -