Preprint 2000-028

On the Convergence Rate of Operator Splitting for Weakly Coupled Systems of Hamilton-Jacobi Equations

Abstract: Assuming existence and uniqueness of bounded Lipschitz continuous viscosity solutions to the initial value problem for weakly coupled systems of Hamilton-Jacobi equations, we establish a linear L$\infty$ convergence rate for a semi-discrete operator splitting. This paper complements our previous work [2] on the convergence rate of operator splitting for scalar Hamilton-Jacobi equations with source term.

Paper:

Available as PostScript.

Author(s):

Espen R. Jakobsen, <erj@math.ntnu.no>

Kenneth Hvistendahl Karlsen, <kennethk@mi.uib.no>

Nils Henrik Risebro, <nilshr@math.uio.no>

Publishing information:

Submitted to Proc. Hyp 2000

Comments:

Submitted by:

<erj@math.ntnu.no> June 14 2000.