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Splitting methods for Hamilton‐Jacobi equations
Author(s) -
Tourin Agnès
Publication year - 2006
Publication title -
numerical methods for partial differential equations
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.901
H-Index - 61
eISSN - 1098-2426
pISSN - 0749-159X
DOI - 10.1002/num.20100
Subject(s) - mathematics , hamilton–jacobi equation , partial differential equation , simple (philosophy) , nonlinear system , partial derivative , operator splitting , operator (biology) , numerical analysis , jacobi method , mathematical analysis , philosophy , biochemistry , physics , chemistry , epistemology , repressor , quantum mechanics , transcription factor , gene
We explain how the exploitation of several kinds of operator splitting methods, both local and global in time, lead to simple numerical schemes approximating the solution of nonlinear Hamilton‐Jacobi equations. We review the existing local methods which have been used since the early 80's and we introduce a new method which is global in time. We show some numerical experiments. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006