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arxiv: 1312.3151 · v1 · pith:YT6E7LE6new · submitted 2013-12-11 · 🧮 math.NA · cs.NA

Hypercontractivity of a semi-Lagrangian scheme for Hamilton-Jacobi equations

classification 🧮 math.NA cs.NA
keywords hamilton-jacobihypercontractivityequationserrorestimateschemesemi-lagrangianapply
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The equivalence between logarithmic Sobolev inequalities and hypercontractivity of solutions of Hamilton-Jacobi equations has been proved in [5]. We consider a semi-Lagrangian approximation scheme for the Hamilton-Jacobi equation and we prove that the solution of the discrete problem satisfies a hypercontractivity estimate. We apply this property to obtain an error estimate of the set where the truncation error is concentrated.

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