Time Upscaling for Hamilton-Jacobi Equations
(English)Manuscript (preprint) (Other academic)
In this paper, we suggest an accurate and computationally efficient numerical method for time-dependent Hamilton-Jacobi equations with convex Hamiltonians. The method is based on a reformulation of the Hamilton-Jacobi equation as a front tracking problem, which is solved with the fast interface tracking methods together with a post-processing step. The complexity of standard numerical methods for such problems is O(dt^(-(d+1))) in d dimensions, where dt is the time step. The complexity of the method that we propose in this paper is reduced to O(dt^(-d)|log dt|) or even to O(dt^(-d)).
time upscaling, Hamilton-Jacobi
IdentifiersURN: urn:nbn:se:kth:diva-105061OAI: oai:DiVA.org:kth-105061DiVA: diva2:568063
QS 20122012-11-152012-11-152012-11-16Bibliographically approved