Approximation of Hamilton-Jacobi equations with Caputo time-fractional derivative

zbMath1452.35233arXiv1906.06868MaRDI QIDQ5131860

Fabio Camilli, Serikbolsyn Duisembay

Publication date: 9 November 2020

Full work available at URL: https://arxiv.org/abs/1906.06868

zbMATH Keywords

convergence; finite difference; fractional Hamilton-Jacobi equation; Caputo time derivative

Mathematics Subject Classification ID

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

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

65L12: Finite difference and finite volume methods for ordinary differential equations

35F21: Hamilton-Jacobi equations

35R11: Fractional partial differential equations