More on stochastic and variational approach to the Lax-Friedrichs scheme

DOI10.1090/MCOM/3061zbMATH Open1342.65176arXiv1210.2178OpenAlexW2962974943MaRDI QIDQ2814435FDOQ2814435

Kohei Soga

Publication date: 22 June 2016

Published in: Mathematics of Computation (Search for Journal in Brave)

Abstract: A stochastic and variational aspect of the Lax-Friedrichs scheme was applied to hyperbolic scalar conservation laws by Soga [arXiv: 1205.2167v1]. The results for the Lax-Friedrichs scheme are extended here to show its time-global stability, the large-time behavior, and error estimates. The proofs essentially rely on the calculus of variations in the Lax-Friedrichs scheme and on the theory of viscosity solutions of Hamilton-Jacobi equations corresponding to the hyperbolic scalar conservation laws. Also provided are basic facts that are useful in the numerical analysis and simulation of the weak Kolmogorov-Arnold-Moser (KAM) theory. As one application, a finite difference approximation to KAM tori is rigorously treated.

Full work available at URL: https://arxiv.org/abs/1210.2178

zbMATH Keywords

random walkstabilitycalculus of variationserror estimateweak KAM theoryinitial value problemHamilton-Jacobi equationLax-Friedrichs schemescalar conservation law

Mathematics Subject Classification ID

Hamilton-Jacobi equations (35F21) Hyperbolic conservation laws (35L65) 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) Perturbations, KAM theory for infinite-dimensional Hamiltonian and Lagrangian systems (37K55)

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Cited In (5)

• Stochastic and variational approach to finite difference approximation of Hamilton-Jacobi equations
• Weak KAM theory for discounted Hamilton-Jacobi equations and its application
• Filling times for linear flow on the torus with truncated Diophantine conditions: a brief review and new proof
• Selection problems of \({{\mathbb {Z}}}^2\)-periodic entropy solutions and viscosity solutions
• Weak KAM theory for action minimizing random walks

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