Convergence of a large time-step scheme for mean curvature motion (Q629812)

Summary: We analyse the properties of a semi-Lagrangian scheme for the approximation of the mean curvature motion (MCM). This approximation is obtained by coupling a stochastic method for the approximation of characteristics (to be understood in a generalized sense) with a local interpolation. The main features of the scheme are that it can handle degeneracies, it is explicit and it allows for large time steps. We also propose a modified version of this scheme, for which monotonicity and consistency can be proved. Then convergence to the viscosity solution of the MCM equation follows by an extension of the Barles-Souganidis theorem [\textit{G. Barles} and \textit{P. E. Souganidis}, Asymptotic Anal. 4, No. 3, 271--283 (1991; Zbl 0729.65077)]. The scheme is also compared with similar existing schemes proposed by \textit{M. G. Crandall} and \textit{P.-L. Lions} [Numer. Math. 75, No. 1, 17--41 (1996; Zbl 0874.65066)] and, more recently, by \textit{R. Kohn} and \textit{S. Serfaty} [Commun. Pure Appl. Math. 59, No. 3, 344--407 (2006; Zbl 1206.53072)]. Finally, several numerical test problems in 2D and 3D are presented.