A new fifth order finite difference <scp>WENO</scp> scheme for <scp>H</scp>amilton‐<scp>J</scp>acobi equations

DOI10.1002/num.22133zbMath1371.65089OpenAlexW2585716370MaRDI QIDQ5349264

Jianxian Qiu, Jun Zhu

Publication date: 24 August 2017

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/num.22133

zbMATH Keywords

numerical examplefinite difference methodHamilton-Jacobi equationviscosity solutionweighted essentially non-oscillatory scheme

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations (35F21)

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