Convergence of a first order scheme for a non local eikonal equation ∗
نویسندگان
چکیده
We prove the convergence of a first order finite difference scheme approximating a non local eikonal Hamilton-Jacobi equation. The non local character of the problem makes the scheme not monotone in general. However, by using in a convenient manner the convergence result for monotone scheme of Crandall Lions, we obtain the same bound |∆X| + ∆t for the rate of convergence.
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تاریخ انتشار 2005