Anti-dissipative schemes for advection and application to Hamilton-Jacobi-Bellmann equations

被引:29
作者
Bokanowski, Olivier
Zidani, Hasnaa
机构
[1] Univ Paris 06, Lab Jacques Louis Lions, F-75013 Paris, France
[2] UMA, ENSTA, F-75739 Paris, France
关键词
Advection equation; antidiffusive scheme; Ultra-Bee limiter; Super-Bee limiter; Hamilton-Jacobi-Bellman equation;
D O I
10.1007/s10915-005-9017-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We propose two new antidiffusive schemes for advection (or linear transport), one of them being a mixture of Roe's Super-Bee scheme and of the "Ultra-Bee" scheme. We show how to apply these schemes to treat time-dependent first order Hamilton-Jacobi-Bellman equations with discontinuous initial data, possibly infinitely-valued. Numerical tests are proposed, in one and two space dimensions, in order to validate the methods.
引用
收藏
页码:1 / 33
页数:33
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