Arc length based WENO scheme for Hamilton-Jacobi Equations

In this article, novel smoothness indicators are presented for calculating the nonlinear weights of weighted essentially non-oscillatory scheme to approximate the viscosity numerical solutions of Hamilton-Jacobi equations. These novel smoothness indicators are constructed from the derivatives of reconstructed polynomials over each sub-stencil. The constructed smoothness indicators measure the arc-length of the reconstructed polynomials so that the new nonlinear weights could get less absolute truncation error and gives a high-resolution numerical solution. Extensive numerical tests are conducted and presented to show the performance capability and the numerical accuracy of the proposed scheme with the comparison to the classical WENO scheme.Comment: 14 pages, 9 figure

Hermite WENO schemes for Hamilton-Jacobi equations

In this paper, a class of weighted essentially non-oscillatory (WENO) schemes based on Hermite polynomials, termed HWENO (Hermite WENO) schemes, for solving Hamilton-Jacobi equations is presented. The idea of the reconstruction in the HWENO schemes comes from the original WENO schemes, however both the function and its first derivative values are evolved in time and used in the reconstruction, while only the function values are evolved and used in the original WENO schemes. Comparing with the original WENO schemes of Jiang and Peng [Weighted ENO schemes for Hamilton-Jacobi equations, SIAM Journal on Scientific Computing 21 (2000) 2126] for Hamilton-Jacobi equations, one major advantage of HWENO schemes is its compactness in the reconstruction. Extensive numerical experiments are performed to illustrate the capability of the method. (c) 2004 Elsevier Inc. All rights reserved

Value iteration convergence of ε-monotone schemes for stationary Hamilton-Jacobi equations

International audienceWe present an abstract convergence result for the xed point approximation of stationary Hamilton{Jacobi equations. The basic assumptions on the discrete operator are invariance with respect to the addition of constants, "-monotonicity and consistency. The result can be applied to various high-order approximation schemes which are illustrated in the paper. Several applications to Hamilton{Jacobi equations and numerical tests are presented