High-order filtered schemes for first order time dependent linear and non-linear partial differential equations

Smita Sahu

Mathematics and Computers in Simulation (MATCOM), 2018, vol. 147, issue C, 250-263

Abstract: This work is based on high-order “filtered scheme”. Recently filtered scheme has been introduced to solve some first order Hamilton–Jacobi equations. In this paper, we aim to solve some linear and non-linear partial differential equations by a high order filtered scheme. The proposed filtered scheme that is not monotone but still satisfies some ϵ-monotone property with a convergence result and with precise error estimate also has been proven. We will present filtration of different schemes for some linear and non-linear partial differential equations in several dimensions.

Keywords: Hamilton–Jacobi equation; High-order schemes; ϵ-monotone scheme; Semi-Lagrangian schemes; Viscosity solutions (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:147:y:2018:i:c:p:250-263

DOI: 10.1016/j.matcom.2017.05.009

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