Convergence of Finite Volume Schemes for Hamilton-Jacobi Equations with Dirichlet Boundary Conditions

Abstract

We study numerical methods for time-dependent Hamilton-Jacobi equations with weak Dirichlet boundary conditions. We first propose a new class of abstract monotone approximation schemes and get a convergence rate of 1/2 . Then, according to the abstract convergence results, by newly constructing monotone finite volume approximations on interior and boundary points, we obtain convergent finite volume schemes for time-dependent Hamilton-Jacobi equations with weak Dirichlet boundary conditions. Finally give some numerical results.Mathematics subject classification: 65N30.