A compact upwind second order scheme for the eikonal equation

DOI10.4208/JCM.1003-M0014MaRDI QIDQ3014275zbMATH OpenOpenAlexFDO

Authors Songting Luo, Jean-David Benamou, Hongkai Zhao

Publication date 19 July 2011

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/070ce105adabbbb96ce32e97ea725b2004335ed4

zbMATH Keywords

eikonal equationHamilton-Jacobi equationnumerical examplessweeping methodupwind schemeviscosity solution

Mathematics Subject Classification ID

Hamilton-Jacobi equations (35F21) First-order nonlinear hyperbolic equations (35L60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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• Filtered schemes for Hamilton-Jacobi equations: a simple construction of convergent accurate difference schemes

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