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2016

Fast weak-KAM integrators for separable Hamiltonian systems

4 years 3 months ago
Fast weak-KAM integrators for separable Hamiltonian systems
Abstract. We consider a numerical scheme for Hamilton–Jacobi equations based on a direct discretization of the Lax–Oleinik semi–group. We prove that this method is convergent with respect to the time and space stepsizes provided the solution is Lipschitz, and give an error estimate. Moreover, we prove that the numerical scheme is a geometric integrator satisfying a discrete weak–KAM theorem which allows to control its long time behavior. Taking advantage of a fast algorithm for computing min–plus convolutions based on the decomposition of the function into concave and convex parts, we show that the numerical scheme can be implemented in a very efficient way.
Anne Bouillard, Erwan Faou, Maxime Zavidovique
Added 08 Apr 2016
Updated 08 Apr 2016
Type Journal
Year 2016
Where MOC
Authors Anne Bouillard, Erwan Faou, Maxime Zavidovique
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