S. Jin et Zp. Xin, NUMERICAL PASSAGE FROM SYSTEMS OF CONSERVATION-LAWS TO HAMILTON-JACOBI EQUATIONS, AND RELAXATION SCHEMES, SIAM journal on numerical analysis (Print), 35(6), 1998, pp. 2385-2404
In this paper we study the numerical transition from a Hamilton-Jacobi
(H-J) equation to its associated system of conservation laws in arbit
rary space dimensions. We first study how, in a very generic setting,
one can recover the viscosity solutions of the H-J equation using the
numerical solutions to the system of conservation laws. We then introd
uce a simple, second-order relaxation scheme to solve the underlying w
eakly hyperbolic system of conservation laws.