An approximation scheme for an Hamilton-Jacobi equation defined on a network

preprint2012arXivOpen access

Abstract

In this paper we study an approximation scheme for an Hamilton-Jacobi equation of Eikonal type defined on a network. We introduce an appropriate notion of viscosity solution for this class of equations (see \cite{sc}) and we prove that an approximation scheme of semi-Lagrangian type converges to the unique solution of the problem.

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