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

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.

final version

References in corpus (2)

• Adjoint methods for static Hamilton-Jacobi equations
• Adjoint methods for obstacle problems and weakly coupled systems of PDE