Preprint 2000-028

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

Espen R. Jakobsen, Kenneth Hvistendahl Karlsen, and Nils Henrik Risebro

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.

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Espen R. Jakobsen, <>
Kenneth Hvistendahl Karlsen, <>
Nils Henrik Risebro, <>
Publishing information:
Submitted to Proc. Hyp 2000
Submitted by:
<> June 14 2000.

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