A monotone scheme for Hamilton-Jacobi equations via the nonstandard finite difference method

DOI10.1002/mma.1148zbMath1191.65113MaRDI QIDQ3655853

Roumen Anguelov, Jean M.-S. Lubuma, Froduald Minani

Publication date: 13 January 2010

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2263/14541

zbMATH Keywords

convergence; Hamilton-Jacobi equation; viscosity solution; numerical examples; monotone scheme; finite element method in space; nonstandard finite difference method in time

Mathematics Subject Classification ID

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

35F21: Hamilton-Jacobi equations