Central Schemes for Multidimensional Hamilton-Jacobi Equations

We present new, efficient central schemes for multidimensional Hamilton--Jacobi equations. These nonoscillatory, nonstaggered schemes are first- and second-order accurate and are designed to scale well with an increasing dimension. Efficiency is obtained by carefully choosing the location of the evolution points and by using a one-dimensional projection step. First- and second-order accuracy is verified for a variety of multidimensional, convex, and nonconvex problems.

[1]  P. Lax,et al.  Systems of conservation equations with a convex extension. , 1971, Proceedings of the National Academy of Sciences of the United States of America.

[2]  Gabriella Puppo,et al.  High-Order Central Schemes for Hyperbolic Systems of Conservation Laws , 1999, SIAM J. Sci. Comput..

[3]  P. Sweby High Resolution Schemes Using Flux Limiters for Hyperbolic Conservation Laws , 1984 .

[4]  E. Tadmor,et al.  Non-oscillatory central differencing for hyperbolic conservation laws , 1990 .

[5]  P. Lions Generalized Solutions of Hamilton-Jacobi Equations , 1982 .

[6]  Chi-Wang Shu,et al.  Efficient Implementation of Weighted ENO Schemes , 1995 .

[7]  Eitan Tadmor,et al.  Nonoscillatory Central Schemes for Multidimensional Hyperbolic Conservation Laws , 1998, SIAM J. Sci. Comput..

[8]  Danping Peng,et al.  Weighted ENO Schemes for Hamilton-Jacobi Equations , 1999, SIAM J. Sci. Comput..

[9]  G. Barles Solutions de viscosité des équations de Hamilton-Jacobi , 1994 .

[10]  E. Tadmor,et al.  New High-Resolution Central Schemes for Nonlinear Conservation Laws and Convection—Diffusion Equations , 2000 .

[11]  Chi-Wang Shu,et al.  High-Order WENO Schemes for Hamilton-Jacobi Equations on Triangular Meshes , 2003, SIAM J. Sci. Comput..

[12]  Z. Xin,et al.  Numerical Passage from Systems of Conservation Laws to Hamilton--Jacobi Equations, and Relaxation Schemes , 1998 .

[13]  Chi-Wang Shu,et al.  A Discontinuous Galerkin Finite Element Method for Hamilton-Jacobi Equations , 1999, SIAM J. Sci. Comput..

[14]  S. Osher,et al.  Efficient implementation of essentially non-oscillatory shock-capturing schemes,II , 1989 .

[15]  S. Osher,et al.  High-Resolution Nonoscillatory Central Schemes with Nonstaggered Grids for Hyperbolic Conservation Laws , 1998 .

[16]  Chi-Tien Lin,et al.  High-Resolution Nonoscillatory Central Schemes for Hamilton-Jacobi Equations , 1999, SIAM J. Sci. Comput..

[17]  Chi-Wang Shu Essentially non-oscillatory and weighted essentially non-oscillatory schemes for hyperbolic conservation laws , 1998 .

[18]  J. Sethian,et al.  Fronts propagating with curvature-dependent speed: algorithms based on Hamilton-Jacobi formulations , 1988 .

[19]  P. Lions,et al.  User’s guide to viscosity solutions of second order partial differential equations , 1992, math/9207212.

[20]  P. Arminjon,et al.  Généralisation du schéma de Nessyahu-Tadmor pour une équation hyperbolique à deux dimensions d'espace , 1995 .

[21]  Chi-Wang Shu,et al.  Analysis of the discontinuous Galerkin method for Hamilton—Jacobi equations , 2000 .

[22]  E. Tadmor,et al.  Third order nonoscillatory central scheme for hyperbolic conservation laws , 1998 .

[23]  Eitan Tadmor,et al.  New High-Resolution Semi-discrete Central Schemes for Hamilton—Jacobi Equations , 2000 .

[24]  Alexander Kurganov,et al.  Semidiscrete Central-Upwind Schemes for Hyperbolic Conservation Laws and Hamilton-Jacobi Equations , 2001, SIAM J. Sci. Comput..

[25]  S. Osher,et al.  High-order essentially nonsocillatory schemes for Hamilton-Jacobi equations , 1990 .

[26]  R. Abgrall Numerical discretization of the first‐order Hamilton‐Jacobi equation on triangular meshes , 1996 .

[27]  P. Lax Weak solutions of nonlinear hyperbolic equations and their numerical computation , 1954 .

[28]  B. V. Leer,et al.  Towards the ultimate conservative difference scheme V. A second-order sequel to Godunov's method , 1979 .

[29]  Gabriella Puppo,et al.  Compact Central WENO Schemes for Multidimensional Conservation Laws , 1999, SIAM J. Sci. Comput..

[30]  P. Souganidis,et al.  Convergence of MUSCL and filtered schemes for scalar conservation laws and Hamilton-Jacobi equations , 1995 .

[31]  Stanley Osher,et al.  Nonoscillatory high order accurate self-similar maximum principle satisfying shock capturing schemes I , 1996 .

[32]  Doron Levy,et al.  A Third-Order Semidiscrete Central Scheme for Conservation Laws and Convection-Diffusion Equations , 2000, SIAM J. Sci. Comput..

[33]  Doron Levy,et al.  N A ] 1 6 Fe b 20 00 A Third-Order Semi-Discrete Central Scheme for Conservation Laws and Convection-Diffusion Equations , 2000 .

[34]  Chi-Tien Lin,et al.  $L^1$-Stability and error estimates for approximate Hamilton-Jacobi solutions , 2001, Numerische Mathematik.

[35]  G. Russo,et al.  Central WENO schemes for hyperbolic systems of conservation laws , 1999 .

[36]  P. Souganidis Approximation schemes for viscosity solutions of Hamilton-Jacobi equations , 1985 .

[37]  P. Lions,et al.  Two approximations of solutions of Hamilton-Jacobi equations , 1984 .

[38]  P. Lions,et al.  Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations. , 1984 .