\(L^1\)-stability and error estimates for approximate Hamilton-Jacobi solutions (Q5929860)

The authors study the \(L^1\)-stability and error estimates for the numerical solution of the Cauchy problem associated with multidimensional Hamilton-Jacobi equations. For strictly convex Hamiltonians a priori error estimates in terms of the truncation errors and the initial perturbation errors are obtained. This general theory is demonstrated for two types of approximation: -- an approximate solution constructed using vanishes viscosity method, -- a Godunov-type finite difference method. The presented theory can be interpreted as a multidimensional extension of the \(\text{Lip}'\)-stability theory for one-dimensional nonlinear conservation laws, developed by \textit{E. Tadmor} [SIAM J. Numer. Anal. 28, No. 4, 891-906 (1991; Zbl 0732.65084)], \textit{H. Nessyahu} and \textit{E. Tadmor} [ibid. 29, No. 6, 1505-1519 (1992; Zbl 0765.65092)], and \textit{H. Nessyahu}, \textit{E. Tadmor} and \textit{T. Tassa} [ibid. 31, No. 1, 1-16 (1994; Zbl 0799.65096)]. The new Godunov-type schemes for Hamilton-Jacobi equations which consists of an exact evolution operator and a global projection operator is also proposed. Second-order central Godunov-type schemes are also constructed and the results of some numerical experiments in which the errors and orders are calculated to confirm the \(L^1\)-theory are presented.