A level set method for the computation of multivalued solutions to quasi-linear hyperbolic PDEs and Hamilton-Jacobi equations (Q2583433)

The authors develop a level set method for the computation of multivalued solutions to first order quasilinear hyperbolic equations and the gradient flow of the Hamilton-Jacobi equations in any number of space variables. It is demonstrated that the level set functions satisfy linear Liouville equations defined in the ``phase'' space. This provides a framework for the computation of multivalued (geometric) solutions to general quasilinear partial differential equations (PDEs). The paper contains several numerical examples which illustrate the method.