Numerical Discretization of Boundary Conditions for First Order Hamilton-Jacobi Equations
Numerical Discretization of Boundary Conditions for First Order Hamilton-Jacobi Equations
复制标题
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:
影响因子:
--
通讯作者:
R. Abgrall
中科院分区:
文献类型:
--
作者:
R. Abgrall
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.