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

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Convergence of MUSCL and filtered schemes for scalar conservation laws and Hamilton-Jacobi equations
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    Convergence of MUSCL and filtered schemes for scalar conservation laws and Hamilton-Jacobi equations (English)
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    31 March 1996
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    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.
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    MUSCL scheme
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    TVD scheme
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    convergence
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    finite difference approximations
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    weak solution
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    conservation laws
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    viscosity solution
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    Hamilton-Jacobi equations
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    convex Hamiltonians
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