Anti-dissipative schemes for advection and application to Hamilton-Jacobi-Bellman equations

Abstract : We propose two new anti-diffusive schemes for advection (or linear transport), one of them being a mixture of Roe's SuperBee scheme and of the UltraBee scheme. We show how to apply these schemes to treat time-dependant 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.
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Submitted on : Friday, May 19, 2006 - 9:09:10 PM
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Olivier Bokanowski, Hasnaa Zidani. Anti-dissipative schemes for advection and application to Hamilton-Jacobi-Bellman equations. [Research Report] RR-5337, INRIA. 2004, pp.32. ⟨inria-00070664⟩

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