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

DOI10.1002/MMA.1148MaRDI QIDQ3655853zbMATH OpenOpenAlexFDO

Authors Roumen Anguelov, Froduald Minani, Jean Lubuma

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

convergencenumerical examplesviscosity solutionHamilton-Jacobi equationmonotone schemefinite element method in spacenonstandard finite difference method in time

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

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Cites work

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• A local piecewise parabolic method for Hamilton--Jacobi equations
• Contributions to the mathematics of the nonstandard finite difference method and applications
• Finite volume schemes for Hamilton-Jacobi equations
• Nonstandard finite difference method by nonlocal approximation
• Nonstandard finite difference schemes
• Numerical schemes for Hamilton-Jacobi equations on unstructured meshes
• On non-standard finite difference models of reaction-diffusion equations
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Qualitatively stable finite difference schemes for advection--reaction equations.
• Two Approximations of Solutions of Hamilton-Jacobi Equations

Cited in

(4)

• Galerkin's method, monotonicity and linking for indefinite Hamiltonian systems with bounded potential energy
• On the convergence and stability analysis of finite-difference methods for the fractional Newell-Whitehead-Segel equations
• Analytical mechanics methods in finite element analysis of multibody elastic system
• On well-posedness of nonclassical problems for elliptic equations

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