Anti-Dissipative Schemes for Advection and Application to Hamilton-Jacobi-Bellmann Equations

  • Authors:
  • Olivier Bokanowski;Hasnaa Zidani

  • Affiliations:
  • Lab. Jacques-Louis Lions, Université Pierre et Marie Curie, Paris, France 75013;ENSTA, UMA, Paris Cedex 15, France 75739

  • Venue:
  • Journal of Scientific Computing
  • Year:
  • 2007

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Abstract

We propose two new antidiffusive schemes for advection (or linear transport), one of them being a mixture of Roe's Super-Bee scheme and of the "Ultra-Bee" scheme. We show how to apply these schemes to treat time-dependent first order Hamilton---Jacobi---Bellman equations with discontinuous initial data, possibly infinitely-valued. Numerical tests are proposed, in one and two space dimensions, in order to validate the methods