A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations (Q876457)

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A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations
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    A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations (English)
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    18 April 2007
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    The authors propose a new discontinuous Galerkin finite element method to solve the Hamilton-Jacobi equations. Unlike the authors former work [SIAM J. Sci. Comput. 21, No.~2, 666--690 (1999; Zbl 0946.65090)] which applies the discontinuous Galerkin framework on the conservation law system satisfied by the derivatives of the solution, the method in this paper applies directly to the solution of the Hamilton-Jacobi equations. For the linear case, this method is equivalent to the traditional discontinuous Galerkin method for conservation laws with source terms. Thus, stability and error estimates are straightforward. For the nonlinear convex Hamiltonians, numerical experiments demonstrate that the method is stable and provides the optimal \((k + 1)\)th order of accuracy for smooth solutions when using piecewise \(k\)th degree polynomials. Singularities in the derivatives can also be resolved sharply if the entropy condition is not violated. Special treatment is needed for the entropy violating cases. Both one and two-dimensional numerical results are provided to demonstrate the good qualities of the scheme.
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    Hamilton-Jacobi equations
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    discontinuous Galerkin finite element method
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    convex Hamiltonian
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    stability
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    error estimates
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    numerical experiments
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