Uniqueness and error analysis for Hamilton-Jacobi equations with discontinuities (Q1884570): Difference between revisions

Summary: We consider the Hamilton-Jacobi equation of eikonal type \[ H( \nabla u)=f(x),\quad x\in\Omega, \] where \(H\) is convex and \(f\) is allowed to be discontinuous. Under a suitable assumption on \(f\) we prove a comparison principle for viscosity sub- and supersolutions in the sense of Ishii. Furthermore, we develop an error analysis for a class of finite difference schemes, which are monotone, consistent and satisfy a suitable stability condition.