Numerical Discretization of Boundary Conditions for First Order Hamilton-Jacobi Equations

Numerical Discretization of Boundary Conditions for First Order Hamilton-Jacobi Equations
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一阶 Hamilton-Jacobi 方程边界条件的数值离散

DOI:
10.1137/s0036142998345980
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发表时间:
2003
期刊:
SIAM J. Numer. Anal.
影响因子:
--
通讯作者:
R. Abgrall
R. Abgrall
中科院分区:
--
文献类型:
--
作者:
R. Abgrall

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本文给出了离散一阶汉密尔顿-雅可比方程一大类边界条件的两种简单方法。我们证明了收敛性的数值方案在温和的假设。然而,许多类型的这样的边界条件可以以这种方式书写。有些提供了“好的”数值结果(即,没有边界层),而其他的则没有。为了选择一个好的,我们首先给出了一些一般的单调计划,模仿连续情况下的最大值原理的结果,然后我们在特定的情况下,没有边界层可以存在。一些数值应用说明了该方法。一个地球物理问题的扩展也被认为是。
We provide two simple ways of discretizing a large class of boundary conditions for first order Hamilton--Jacobi equations. We show the convergence of the numerical scheme under mild assumptions. However, many types of such boundary conditions can be written in this way. Some provide "good" numerical results (i.e., without boundary layers), whereas others do not. To select a good one, we first give some general results for monotone schemes which mimic the maximum principle of the continuous case, and then we show in particular cases that no boundary layer can exist. Some numerical applications illustrate the method. An extension to a geophysical problem is also considered.