A Weighted Essentially Nonoscillatory, Large Time-Step Scheme for Hamilton--Jacobi Equations

  • Authors:
  • E. Carlini;R. Ferretti;G. Russo

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2005

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Abstract

We investigate the application of weighted essentially nonoscillatory (WENO) reconstructions to a class of semi-Lagrangian schemes for first order time-dependent Hamilton--Jacobi equations. In particular, we derive a general form of the scheme, study sufficient conditions for its convergence with high-order reconstructions, and perform numerical tests to study its efficiency. In addition, we prove that the weights of the WENO interpolants are positive for any order.