Spectral viscosity approximations to Hamilton-Jacobi solutions

Authors
Lepsky, O
Citation
O. Lepsky, Spectral viscosity approximations to Hamilton-Jacobi solutions, SIAM J NUM, 38(5), 2000, pp. 1439-1453
Citations number
26
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON NUMERICAL ANALYSIS
ISSN journal
00361429 → ACNP
Volume
38
Issue
5
Year of publication
2000
Pages
1439 - 1453
Database
ISI
SICI code
0036-1429(200012)38:5<1439:SVATHS>2.0.ZU;2-G
Abstract
The spectral viscosity approximate solution of convex Hamilton Jacobi equat ions with periodic boundary conditions is studied. It is proved in this pap er that the approximation and its gradient remain uniformly bounded, formal ly spectral accurate, and converge to the unique viscosity solution. The L- 1-convergence rate of the order 1 - epsilon For All epsilon >0 is obtained.