Central Schemes for Multi-Dimensional Hamilton-Jacobi Equations

Abstract

We present new, efficient central schemes for multi-dimensional Hamilton-Jacobi equations. These non-oscillatory, non-staggered schemes are first- and second-order accurate and are designed to scale well with an increasing dimension. Efficiency is obtained by carefully choosing the location of the evolution points and by using a one-dimensional projection step. First-and second-order accuracy is verified for a variety of multi-dimensional, convex and non-convex problems.