The Carleman convexification method for Hamilton-Jacobi equations

DOI10.1016/J.CAMWA.2024.02.021MaRDI QIDQ6202614zbMATH OpenOpenAlexFDO

Authors Huynh P. N. Le, Thuy T. T. Le, Loc Hoang Nguyen

Publication date 26 March 2024

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2206.09824

zbMATH Keywords

Carleman estimateHamilton-Jacobi equationsnumerical methodsvanishing viscosity processviscosity solutions

Mathematics Subject Classification ID

Partial differential equations (35-XX) Numerical analysis (65-XX)

Abstract: We propose a new globally convergent numerical method to solve Hamilton-Jacobi equations in $mathbb{R}^d$, $dgeq1$. This method is named as the Carleman convexification method. By Carleman convexification, we mean that we use a Carleman weight function to convexify the conventional least squares mismatch functional. We will prove a new version of the convexification theorem guaranteeing that the mismatch functional involving the Carleman weight function is strictly convex and, therefore, has a unique minimizer. Moreover, a consequence of our convexification theorem guarantees that the minimizer of the Carleman weighted mismatch functional is an approximation of the viscosity solution we want to compute. Some numerical results in 1D and 2D will be presented.

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Cited in

(7)

• Determining initial conditions for nonlinear hyperbolic equations with time dimensional reduction and the Carleman contraction principle
• Convexification with the viscosity term for electrical impedance tomography
• Acoustic imaging via a viscosity approximation of an elliptic system generated by the Lavrent'ev integral operator
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• The inverse initial data problem for anisotropic Navier-Stokes equations via Legendre time reduction method
• A globally convergent Carleman-Picard method for an inverse initial-value problem for a nonlinear diffusive coagulation-fragmentation equation

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