A monotone scheme for Hamilton-Jacobi equations via the nonstandard finite difference method

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dc.contributor.author Anguelov, Roumen
dc.contributor.author Lubuma, Jean M.-S.
dc.contributor.author Minani, Froduald
dc.date.accessioned 2010-07-26T06:36:01Z
dc.date.available 2010-07-26T06:36:01Z
dc.date.issued 2010-01
dc.description.abstract A usual way of approximating Hamilton-Jacobi equations is to couple space finite element discretization with time finite difference discretization. This classical approach leads to a severe restriction on the time step size for the scheme to be monotone. In this paper, we couple the finite element method with the nonstandard finite difference method, which is based on the Mickens' rule of nonlocal approximation. The scheme obtained in this way is unconditionally monotone. The convergence of the new method is discussed and numerical results that support the theory are provided. en
dc.identifier.citation Anguelov, R, Lubuma, JMS & Minani, F 2010, 'A monotone scheme for Hamilton-Jacobi equations via the nonstandard finite difference method', Mathematical Methods in the Applied Sciences, vol. 33, no. 1, pp. 41-48. [www.interscience.wiley.com] en
dc.identifier.issn 0170-4214
dc.identifier.other 10.1002/mma.1148
dc.identifier.uri http://hdl.handle.net/2263/14541
dc.language.iso en en_US
dc.publisher Wiley-Blackwell en_US
dc.rights © 2009 John Wiley & Sons, Ltd. This is the pre-peer reviewed version of the following article: Anguelov, R, Lubuma, JMS & Minani, F 2009, 'A monotone scheme for Hamilton-Jacobi equations via the nonstandard finite difference method', Mathematical Methods in the Applied Sciences, vol. 33, no. 1, pp. 1-14 which has been published in final form at www.interscience.wiley.com. en_US
dc.subject Nonstandard finite difference method en
dc.subject Monotone scheme en
dc.subject.lcsh Hamilton-Jacobi equations -- Numerical solutions en
dc.subject.lcsh Finite element method en
dc.title A monotone scheme for Hamilton-Jacobi equations via the nonstandard finite difference method en
dc.type Preprint Article en


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