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arXiv · 2402.15367

A CWENO large time-step scheme for Hamilton--Jacobi equations

E. Carlini·R. Ferretti·S. Preda·M. Semplice
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Abstract

We propose a high order numerical scheme for time-dependent first order Hamilton--Jacobi--Bellman equations. In particular we propose to combine a semi-Lagrangian scheme with a Central Weighted Non-Oscillatory reconstruction. We prove a convergence result in the case of state- and time-independent Hamiltonians. Numerical simulations are presented in space dimensions one and two, also for more general state- and time-dependent Hamiltonians, demonstrating superior performance in terms of CPU time gain compared with a semi-Lagrangian scheme coupled with Weighted Non-Oscillatory reconstructions.

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E. Carlini, R. Ferretti, S. Preda, M. Semplice. 2024-02-23. A CWENO large time-step scheme for Hamilton--Jacobi equations. https://arxiv.org/abs/2402.15367

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