Semi-Lagrangian Schemes for Hamilton–Jac
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M. Falcone; R. Ferretti
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Article
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2002
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Elsevier Science
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English
⚖ 379 KB
We study a class of semi-Lagrangian schemes which can be interpreted as a discrete version of the Hopf-Lax-Oleinik representation formula for the exact viscosity solution of first order evolutive Hamilton-Jacobi equations. That interpretation shows that the scheme is potentially accurate to any pres