A kernel-based explicit unconditionally stable scheme for Hamilton-Jacobi equations on nonuniform meshes

DOI10.1016/J.JCP.2020.109543MaRDI QIDQ2194352zbMATH OpenOpenAlexFDO

Authors Andrew Christlieb, William Sands, Hyoseon Yang

Publication date 25 August 2020

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2002.00280

zbMATH Keywords

nonuniform meshesunconditionally stablehigh order accuracyexponential basiskernel based schemeweighted essentially nonoscillatory methodology

Mathematics Subject Classification ID

Hamilton-Jacobi equations (35F21) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

Abstract: In cite{christlieb2019kernel}, the authors developed a class of high-order numerical schemes for the Hamilton-Jacobi (H-J) equations, which are unconditionally stable, yet take the form of an explicit scheme. This paper extends such schemes, so that they are more effective at capturing sharp gradients, especially on nonuniform meshes. In particular, we modify the weighted essentially non-oscillatory (WENO) methodology in the previously developed schemes by incorporating an exponential basis and adapting the previously developed nonlinear filters used to control oscillations. The main advantages of the proposed schemes are their effectiveness and simplicity, since they can be easily implemented on higher-dimensional nonuniform meshes. We perform numerical experiments on a collection of examples, including H-J equations with linear, nonlinear, convex and non-convex Hamiltonians. To demonstrate the flexibility of the proposed schemes, we also include test problems defined on non-trivial geometry.

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Cited in

(3)

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• Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention

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