On numerical approximation of the Hamilton-Jacobi-transport system arising in high frequency approximations

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B(2014)

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摘要
In the present article, we study the numerical approximation of a system of Hamilton-Jacobi and transport equations arising in geometrical optics. We consider a semi-Lagrangian scheme. We prove the well posedness of the discrete problem and the convergence of the approximated solution toward the viscosity-measure valued solution of the exact problem.
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关键词
Hamilton-Jacobi equation,transport equation,viscosity solutions,measure solutions,semiconcavity,numerical approximations,OSL condition
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