Some methods for the numerical approximation of time-dependent and steady first-order Hamilton-Jacobi equations are reviewed. Most of the discussion focuses on conformal triangular-type meshes, but we show how to extend this to the most general meshes. We review some first-order monotone schemes and also high-order ones specially dedicated to steady problems.
@article{bwmeta1.element.bwnjournal-article-amcv17i3p403bwm, author = {Abgrall, R\'emi and Perrier, Vincent}, title = {On the numerical approximation of first-order Hamilton-Jacobi equations}, journal = {International Journal of Applied Mathematics and Computer Science}, volume = {17}, year = {2007}, pages = {403-412}, zbl = {1147.65323}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-amcv17i3p403bwm} }
Abgrall, Rémi; Perrier, Vincent. On the numerical approximation of first-order Hamilton-Jacobi equations. International Journal of Applied Mathematics and Computer Science, Tome 17 (2007) pp. 403-412. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-amcv17i3p403bwm/
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