Limits and consistency of nonlocal and graph approximations to the Eikonal equation

DOI10.1093/IMANUM/DRAC082MaRDI QIDQ6190843OpenAlexFDO

Authors Jalal Fadili, Nicolas Forcadel, Thi Tuyen Nguyen

Publication date 6 February 2024

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2105.01977

zbMATH Keywords

error boundsviscosity solutioneikonal equationweighted graphsnonlocalcontinuum limits

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Hamilton-Jacobi equations (35F21) PDEs with randomness, stochastic partial differential equations (35R60) 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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) PDEs on graphs and networks (ramified or polygonal spaces) (35R02)

Abstract: In this paper, we study a non-local approximation of the time-dependent (local) Eikonal equation with Dirichlet-type boundary conditions, where the kernel in the non-local problem is properly scaled. Based on the theory of viscosity solutions, we prove existence and uniqueness of the viscosity solutions of both the local and non-local problems, as well as regularity properties of these solutions in time and space. We then derive error bounds between the solution to the non-local problem and that of the local one, both in continuous-time and Backward Euler time discretization. We then turn to studying continuum limits of non-local problems defined on random weighted graphs with $n$ vertices. In particular, we establish that if the kernel scale parameter decreases at an appropriate rate as $n$ grows, then almost surely, the solution of the problem on graphs converges uniformly to the viscosity solution of the local problem as the time step vanishes and the number vertices $n$ grows large.

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Cited in

(2)

• Ratio convergence rates for Euclidean first-passage percolation: applications to the graph infinity Laplacian
• Eikonal depth: an optimal control approach to statistical depths

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