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Finite volume schemes for Hamilton–Jacobi equations

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Summary.

We introduce two classes of monotone finite volume schemes for Hamilton-Jacobi equations. The corresponding approximating functions are piecewise linear defined on a mesh consisting of triangles. The schemes are shown to converge to the viscosity solution of the Hamilton–Jacobi equation.

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Authors and Affiliations

  1. Department of Mathematics, University of Crete, GR 71 409 Heraklion, Greece , , , , , , GR

    G. Kossioris & Ch. Makridakis

  2. Department of Mathematics, University of Wisconsin, Madison, WI 53706, USA , , , , , , US

    P.E. Souganidis

Authors
  1. G. Kossioris
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  2. Ch. Makridakis
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  3. P.E. Souganidis
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Received February 25, 1998 / Published online: June 29, 1999

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Kossioris, G., Makridakis, C. & Souganidis, P. Finite volume schemes for Hamilton–Jacobi equations. Numer. Math. 83, 427–442 (1999). https://doi.org/10.1007/s002110050457

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  • DOI: https://doi.org/10.1007/s002110050457

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