High-order essentially non-oscillatory schemes for Hamilton-Jacobi equations

Hamilton-Jacobi equations are frequently encountered in applications,e.g.,in control theory and differential games.Hamilton-Jacobi equations are closely related to hyperbolic conservation laws-in one space dimension the former is simply the integrated version of the latter.Similarity also exists for the multidimensional cases,and this is helpful in designing difference approximations.In this paper central weighted essentially non-oscillatory (CWENO) schemes for Hamilton-Jacobi equations are investigated,which yield uniform high-order accuracy in smooth regions and sharply resolve discontinuities in the derivatives.The schemes are numerically tested on a variety of one-dimensional problems,including a problem related to control optimization.High-order accuracy in smooth regions,high resolution of discontinuities in the derivatives,and convergence to viscosity solutions are observed.