Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS
   
Mobile Device Pairing
Green Open Access
Mathematics of Computation
Mathematics of Computation
ISSN 1088-6842(online) ISSN 0025-5718(print)

 

Two approximations of solutions of Hamilton-Jacobi equations


Authors: M. G. Crandall and P.-L. Lions
Journal: Math. Comp. 43 (1984), 1-19
MSC: Primary 65M10; Secondary 35F20, 49C10
MathSciNet review: 744921
Full-text PDF Free Access

Abstract | References | Similar Articles | Additional Information

Abstract: Equations of Hamilton-Jacobi type arise in many areas of application, including the calculus of variations, control theory and differential games. The associated initial-value problems almost never have global-time classical solutions, and one must deal with suitable generalized solutions. The correct class of generalized solutions has only recently been established by the authors. This article establishes the convergence of a class of difference approximations to these solutions by obtaining explicit error estimates. Analogous results are proved by similar means for the method of vanishing viscosity.


References [Enhancements On Off] (What's this?)


Similar Articles

Retrieve articles in Mathematics of Computation with MSC: 65M10, 35F20, 49C10

Retrieve articles in all journals with MSC: 65M10, 35F20, 49C10


Additional Information

DOI: http://dx.doi.org/10.1090/S0025-5718-1984-0744921-8
PII: S 0025-5718(1984)0744921-8
Keywords: Hamilton-Jacobi equations, difference approximations, error estimates, method of vanishing viscosity
Article copyright: © Copyright 1984 American Mathematical Society