Convergence of MUSCL and filtered schemes for scalar conservation laws and Hamilton-Jacobi equations (Q1347036): Difference between revisions

The authors consider the question of convergence of (i) MUSCL type (i.e. second-order, TVD) finite difference approximations towards the entropic weak solution of scalar, one-dimensional conservation laws with strictly convex flux, and (ii) higher-order schemes (filtered so that they ``preserve'' an upper bound on some weak second-order finite differences) towards the viscosity solution of scalar, multi dimensional Hamilton- Jacobi equations in the case of convex Hamiltonians. The method of proof consists in raising the equations to the Hamiltonian-Jacobi level by simply integrating the unknowns. Then, one has to show that the numerical solution converges to a viscosity solution.