TY - JOUR
T1 - A kernel based high order “explicit” unconditionally stable scheme for time dependent Hamilton–Jacobi equations
AU - Christlieb, Andrew
AU - Guo, Wei
AU - Jiang, Yan
N1 - Publisher Copyright:
© 2018 Elsevier Inc.
PY - 2019/2/15
Y1 - 2019/2/15
N2 - In this paper, a class of high order numerical schemes is proposed for solving Hamilton–Jacobi (H–J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al. [14], which relies on a special kernel-based formulation of the solutions and successive convolution. When applied to the H–J equations, the newly proposed scheme attains genuinely high order accuracy in both space and time, and more importantly, it is unconditionally stable, hence allowing for much larger time step evolution compared with other explicit schemes and saving computational cost. A high order weighted essentially non-oscillatory methodology and a novel nonlinear filter are further incorporated to capture the correct viscosity solution. Furthermore, by coupling the recently proposed inverse Lax–Wendroff boundary treatment technique, this method is very flexible in handing complex geometry as well as general boundary conditions. We perform numerical experiments on a collection of numerical examples, including H–J equations with linear, nonlinear, convex or non-convex Hamiltonians. The efficacy and efficiency of the proposed scheme in approximating the viscosity solution of general H–J equations is verified.
AB - In this paper, a class of high order numerical schemes is proposed for solving Hamilton–Jacobi (H–J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al. [14], which relies on a special kernel-based formulation of the solutions and successive convolution. When applied to the H–J equations, the newly proposed scheme attains genuinely high order accuracy in both space and time, and more importantly, it is unconditionally stable, hence allowing for much larger time step evolution compared with other explicit schemes and saving computational cost. A high order weighted essentially non-oscillatory methodology and a novel nonlinear filter are further incorporated to capture the correct viscosity solution. Furthermore, by coupling the recently proposed inverse Lax–Wendroff boundary treatment technique, this method is very flexible in handing complex geometry as well as general boundary conditions. We perform numerical experiments on a collection of numerical examples, including H–J equations with linear, nonlinear, convex or non-convex Hamiltonians. The efficacy and efficiency of the proposed scheme in approximating the viscosity solution of general H–J equations is verified.
KW - Hamilton–Jacobi equation
KW - High order accuracy
KW - Kernel based scheme
KW - Unconditionally stable
KW - Viscosity solution
KW - Weighted essentially non-oscillatory methodology
UR - http://www.scopus.com/inward/record.url?scp=85058798771&partnerID=8YFLogxK
U2 - 10.1016/j.jcp.2018.11.037
DO - 10.1016/j.jcp.2018.11.037
M3 - Article
AN - SCOPUS:85058798771
SN - 0021-9991
VL - 379
SP - 214
EP - 236
JO - Journal of Computational Physics
JF - Journal of Computational Physics
ER -