Adaptive Filtered Schemes for First Order Hamilton-Jacobi Equations
In this paper we consider a class of “filtered” schemes for some first order time dependent Hamilton-Jacobi equations. A typical feature of a filtered scheme is that at the node xj the scheme is obtained as a mixture of a high-order scheme and a monotone scheme according to a filter function F. The mixture is usually governed by F and by a fixed parameter ε = ε(Δt, Δx) > 0 which goes to 0 as (Δt, Δx) is going to 0 and does not depend on n. Here we improve the standard filtered scheme introducing an adaptive and automatic choice of the parameter ε = εn(Δt, Δx) at every iteration. To this end, we use a smoothness indicator in order to select the regions where we can compute the regularity threshold εn. The numerical tests presented confirms the effectiveness of the adaptive scheme.
- 4.M. Falcone, G. Paolucci, S. Tozza, Convergence of adaptive filtered schemes for first order evolutive Hamilton-Jacobi equations (submitted)Google Scholar