Uniqueness and error analysis for Hamilton-Jacobi equations with discontinuities
Charles M. Elliott
University of Warwick, Coventry, UKKlaus Deckelnick
Otto-von-Guericke-Universität Magdeburg, Germany
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Abstract
We consider the Hamilton-Jacobi equation of eikonal type
where is convex and is allowed to be discontinuous. Under a suitable assumption on we prove a comparison principle for viscosity sub- and supersolutions in the sense of Ishii. Furthermore, we develop an error analysis for a class of finite difference schemes, which are monotone, consistent and satisfy a suitable stability condition.
Cite this article
Charles M. Elliott, Klaus Deckelnick, Uniqueness and error analysis for Hamilton-Jacobi equations with discontinuities. Interfaces Free Bound. 6 (2004), no. 3, pp. 329–349
DOI 10.4171/IFB/103