Abstract
A new approximation technique based on L 1-minimization is introduced. It is proven that the approximate solution converges to the viscosity solution in the case of one-dimensional stationary Hamilton–Jacobi equation with convex Hamiltonian.
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This material is based upon work supported by the National Science Foundation grant DMS-0510650.
J.-L. Guermond is on leave from LIMSI, UPRR 3251 CNRS, BP 133, 91403 Orsay Cedex, France.
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Guermond, JL., Popov, B. L 1-minimization methods for Hamilton–Jacobi equations: the one-dimensional case. Numer. Math. 109, 269–284 (2008). https://doi.org/10.1007/s00211-008-0142-1
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DOI: https://doi.org/10.1007/s00211-008-0142-1