The Relaxing Schemes for Hamilton-Jacobi Equations

The Relaxing Schemes for Hamilton-Jacobi Equations

Year:    2001

Author:    Hua-Zhong Tang, Hua-Mu Wu

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 3 : pp. 231–240

Abstract

Hamilton-Jacobi equation appears frequently in applications, e.g., in differential games and control theory, and is closely related to hyperbolic conservation laws[3, 4, 12]. This is helpful in the design of difference approximations for Hamilton-Jacobi equation and hyperbolic conservation laws. In this paper we present the relaxing system for Hamilton-Jacobi equations in arbitrary space dimensions, and high resolution relaxing schemes for Hamilton-Jacobi equation, based on using the local relaxation approximation. The schemes are numerically tested on a variety of 1D and 2D problems, including a problem related to optimal control problem. High-order accuracy in smooth regions, good resolution of discontinuities, and convergence to viscosity solutions are observed.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2001-JCM-8976

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 3 : pp. 231–240

Published online:    2001-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    The relaxing scheme The relaxing systems Hamilton-Jacobi equation Hyperbolic conservation law.

Author Details

Hua-Zhong Tang

Hua-Mu Wu