On the numerical approximation of first-order Hamilton-Jacobi equations
Some methods for the numerical approximation of time-dependent and steady first-order Hamilton-Jacobi equations are reviewed. Most of the discussion focuses on conformal triangular-type meshes, but we show how to extend this to the most general meshes. We review, some first-order monotone schemes and also high-order ones specially dedicated to steady problems.
approximation of hamilton-jacobi equations viscous solution cauchy-dirichlet problem triangular mesh