Direct computation of multivalued phase space solutions for Hamilton-Jacobi equations (Q4700508)

The author relates in a rather loose manner about his experience in numerical computing of certain multi-branched (in author's terminology, ''multivalued'') solutions of Hamilton-Jacobi equations of the form: \[ \Phi_t(t,x)+H(t,x,\Phi_x(t,x))=0\text{ in }\Omega =\{(t,x)\in \mathbb{R}^2;\;t\geq \gamma (x)\}, \quad \Phi (\gamma (x),x)=\Phi^0(x), \;x\in \mathbb{R}. \] In order to detect the approach of a branching point and the locus of conjugate and caustic points the author associates a ''transport equation'' of the form: \[ \delta_t(t,x)+H_p(t,x,\Phi_x)\delta_x(t,x)=A(t,x,\Phi_x)\delta(t,x), \;\delta (\gamma (x),x)=(1,\partial p^0(x)/\partial x) \] and uses an adaptation of a finite difference upwind scheme in [\textit{J. Van Trier} and \textit{W. W. Symes}, Geophysics 56, 812-821 (1991)]. At a ``cuspidal caustic'', considered as a generic singularity, different branches of solutions are computed as solutions of the same equation but with new boundary conditions defined by the branches of the caustic.