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arXiv · 1106.0444

Convergence of a Numerical Scheme for the Hamilton-Jacobi Equation: a New Approach with the Adjoint Method

Filippo Cagnetti·Diogo Gomes·Hung V. Tran
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Abstract

We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. We present a new and simple proof of the rate of convergence of the approximations based on the adjoint method recently introduced by Evans.

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Filippo Cagnetti, Diogo Gomes, Hung V. Tran. 2011-06-02. Convergence of a Numerical Scheme for the Hamilton-Jacobi Equation: a New Approach with the Adjoint Method. https://arxiv.org/abs/1106.0444

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