Error estimates for a finite difference scheme associated with Hamilton-Jacobi equations on a junction

DOI10.1007/S00211-019-01043-9MaRDI QIDQ2424847zbMATH OpenOpenAlexWikidataFDO

Authors Jessica Guerand, Marwa Koumaiha

Publication date 25 June 2019

Published in Numerische Mathematik (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1502.07158

zbMATH Keywords

Hamilton-Jacobi equationsviscosity solution

Mathematics Subject Classification ID

Hamilton-Jacobi equations (35F21) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Abstract: This paper is concerned with monotone (time-explicit) finite difference schemes associated with first order Hamilton-Jacobi equations posed on a junction. They extend the schemes recently introduced by Costeseque, Lebacque and Monneau (2013) to general junction conditions. On the one hand, we prove the convergence of the numerical solution towards the viscosity solution of the Hamilton-Jacobi equation as the mesh size tends to zero for general junction conditions. On the other hand, we derive optimal error estimates of order $($Delta$x{)}^{frac12}$ in $L_{loc}^{infty}$ for junction conditions of optimal-control type at least if the flux is "strictly limited".

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Cited in

(12)

• Uniqueness and error analysis for Hamilton-Jacobi equations with discontinuities
• Convergence \& rates for Hamilton-Jacobi equations with Kirchoff junction conditions
• A convergent scheme for Hamilton-Jacobi equations on a junction: application to traffic
• Effective nonlinear Neumann boundary conditions for 1D nonconvex Hamilton-Jacobi equations
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• Regularity results for discontinuous Hamilton-Jacobi equation with a moving in time domain

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