Fast Legendre--Fenchel Transform and Applications to Hamilton--Jacobi Equations and Conservation Laws

  • Authors:
  • Lucilla Corrias

  • Affiliations:
  • -

  • Venue:
  • SIAM Journal on Numerical Analysis
  • Year:
  • 1996

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Abstract

We are interested in the study of a fast algorithm introduced by Brenier computing the discrete Legendre--Fenchel transform of a real function. We present convergence results and show how the order of convergence grows with the regularity of the function to be transformed. Applications to Hamilton--Jacobi equations for front propagation problems and conservation laws are presented.