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arxiv: 1106.0444 · v2 · pith:7ARVIXCOnew · submitted 2011-06-02 · 🧮 math.AP · math.NA

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

classification 🧮 math.AP math.NA
keywords adjointconvergenceequationhamilton-jacobimethodnumericalschemeapproach
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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.

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