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 where 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.
Mots clés : degenerate Hamilton-Jacobi equation, Heisenberg group, finite difference schemes, error estimates
@article{M2AN_2008__42_4_565_0, author = {Achdou, Yves and Capuzzo-Dolcetta, Italo}, title = {Approximation of solutions of {Hamilton-Jacobi} equations on the {Heisenberg} group}, journal = {ESAIM: Mod\'elisation math\'ematique et analyse num\'erique}, pages = {565--591}, publisher = {EDP-Sciences}, volume = {42}, number = {4}, year = {2008}, doi = {10.1051/m2an:2008017}, mrnumber = {2437774}, zbl = {1153.65083}, language = {en}, url = {http://www.numdam.org/articles/10.1051/m2an:2008017/} }
TY - JOUR AU - Achdou, Yves AU - Capuzzo-Dolcetta, Italo TI - Approximation of solutions of Hamilton-Jacobi equations on the Heisenberg group JO - ESAIM: Modélisation mathématique et analyse numérique PY - 2008 SP - 565 EP - 591 VL - 42 IS - 4 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/m2an:2008017/ DO - 10.1051/m2an:2008017 LA - en ID - M2AN_2008__42_4_565_0 ER -
%0 Journal Article %A Achdou, Yves %A Capuzzo-Dolcetta, Italo %T Approximation of solutions of Hamilton-Jacobi equations on the Heisenberg group %J ESAIM: Modélisation mathématique et analyse numérique %D 2008 %P 565-591 %V 42 %N 4 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/m2an:2008017/ %R 10.1051/m2an:2008017 %G en %F M2AN_2008__42_4_565_0
Achdou, Yves; Capuzzo-Dolcetta, Italo. Approximation of solutions of Hamilton-Jacobi equations on the Heisenberg group. ESAIM: Modélisation mathématique et analyse numérique, Tome 42 (2008) no. 4, pp. 565-591. doi : 10.1051/m2an:2008017. http://www.numdam.org/articles/10.1051/m2an:2008017/
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