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 x j 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 = ε n (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 ε n . The numerical tests presented confirms the effectiveness of the adaptive scheme.
CITATION STYLE
Falcone, M., Paolucci, G., & Tozza, S. (2019). Adaptive filtered schemes for first order Hamilton-Jacobi equations. In Lecture Notes in Computational Science and Engineering (Vol. 126, pp. 389–398). Springer Verlag. https://doi.org/10.1007/978-3-319-96415-7_34
Mendeley helps you to discover research relevant for your work.