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

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.

preprint2013arXivOpen access
Filippo CagnettiDiogo GomesHung V. Tran
math.APmath.NA
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Filippo CagnettiDiogo GomesHung V. Tran

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