More on stochastic and variational approach to the Lax-Friedrichs scheme (Q2814435)
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scientific article; zbMATH DE number 6596184
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| English | More on stochastic and variational approach to the Lax-Friedrichs scheme |
scientific article; zbMATH DE number 6596184 |
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More on stochastic and variational approach to the Lax-Friedrichs scheme (English)
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22 June 2016
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Lax-Friedrichs scheme
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scalar conservation law
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Hamilton-Jacobi equation
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calculus of variations
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random walk
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weak KAM theory
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initial value problem
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stability
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error estimate
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This paper is concerned with stochastic and variational treatment to the Lax-Friedrichs scheme applied to initial value problems of the form \(u_t+H(x,t,c+u)_x=0\) and to Hamilton-Jacobi equations of type \(v_t+H(x,t,c+v_x)=h(c)\). Time global stability, large-time behavior and error estimates are discussed. A weak KAM-like theorem for discrete equations is also deduced.
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