Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations

Download or read book Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations written by Maurizio Falcone and published by SIAM. This book was released on 2014-01-31 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This largely self-contained book provides a unified framework of semi-Lagrangian strategy for the approximation of hyperbolic PDEs, with a special focus on Hamilton-Jacobi equations. The authors provide a rigorous discussion of the theory of viscosity solutions and the concepts underlying the construction and analysis of difference schemes; they then proceed to high-order semi-Lagrangian schemes and their applications to problems in fluid dynamics, front propagation, optimal control, and image processing. The developments covered in the text and the references come from a wide range of literature.