This paper is devoted to the construction of numerical methods for the appr
oximation of nonclassical solutions to multidimensional Hamilton{Jacobi equ
ations for both scalar and vectorial problems. Recent theoretical results h
ave yielded existence of solutions in many cases for which the usual viscos
ity approach was ill-suited or not applicable. The selection criterion used
here is based on a viscoelasticity/capillarity approach, common in solid m
echanics. Numerical methods adapted to this framework are built. Consistenc
y of the model equation with the given selection criterion is essential. It
is achieved here through the use of high-order finite difference schemes.
By considering applications to potential well problems, the convergence of
the methods are investigated.