$L^p$ Estimates for Numerical Approximation of Convex Hamilton-Jacobi Equations

Abstract

We establish $L^p$ error estimates for monotone numerical schemes approximating convex Hamilton-Jacobi equations on the $d$-dimensional torus. Using the adjoint method and semiconcavity estimates, we first prove an $L^1$ error bound of order one for classical monotone schemes of Crandall-Lions type and semi-Lagrangian schemes under standard convexity assumptions on the Hamiltonian and semiconcavity assumptions on the initial datum. By interpolation with the classical $L^{\infty }$ estimate, we obtain $L^p$ estimates for every $1\le p<+\infty$.

Published in Numerische Mathematik. Revised version following peer review