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Approximation of solutions of Hamilton-Jacobi equationson the Heisenberg group

Published online by Cambridge University Press:  27 May 2008

Yves Achdou  and
Italo Capuzzo-Dolcetta
Yves Achdou
Affiliation:
UFR Mathématiques, Université Paris 7, Case 7012, 75251 Paris Cedex 05, France. Laboratoire Jacques-Louis Lions, Université Paris 6, 75252 Paris Cedex 05, France. [email protected]
Italo Capuzzo-Dolcetta
Affiliation:
Dipartimento di Matematica, Università Roma “La Sapienza”, Piazzale A. Moro 2, 00185 Roma, Italy. [email protected]
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Abstract

We propose and analyze numerical schemes for viscosity solutions of time-dependent Hamilton-Jacobi equations on the Heisenberg group.The main idea is to construct a grid compatible with the noncommutative group geometry. Under suitable assumptions on the data, the Hamiltonian and the parameters for the discrete first order scheme,we prove that the error between the viscosity solution computed at the grid nodes and the solution of the discrete problem behaves like $\sqrt{h}$ where h is the mesh step. Such an estimate is similar to those available in the Euclidean geometrical setting.The theoretical results are tested numerically on some examples for which semi-analytical formulas for the computation of geodesics are known. Other simulations are presented, for both steady and unsteady problems.

Keywords

Degenerate Hamilton-Jacobi equationHeisenberg groupfinite difference schemeserror estimates.
Type
Research Article
Information
ESAIM: Mathematical Modelling and Numerical Analysis , Volume 42 , Issue 4 , July 2008 , pp. 565 - 591
Copyright
© EDP Sciences, SMAI, 2008

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