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Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations

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Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations - Falcone, Maurizio, and Ferretti, Roberto
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This largely self-contained book provides a unified framework of semi-Lagrangian strategy for the approximation of hyperbolic PDEs, with a special focus on Hamilton-Jacobi equations. The authors provide a rigorous discussion of the theory of viscosity solutions and the concepts underlying the construction and analysis of difference schemes; they then proceed to high-order semi-Lagrangian schemes and their applications to problems in fluid dynamics, front propagation, optimal control, and image processing. The developments ...

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Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations 2013, Society for Industrial & Applied Mathematics,U.S., New York

ISBN-13: 9781611973044

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