High-Order Semi-Discrete Central-Upwind Schemes for Multi-Dimensional Hamilton-Jacobi Equations
We present high-order semi-discrete central-upwind numerical schemes for approximating solutions of multi-dimensional Hamilton-Jacobi (HJ) equations. This scheme is based on the use of fifth-order central interpolants like those developed in [1], in fluxes presented in [3]. These interpolants use the weighted essentially nonoscillatory (WENO) approach to avoid spurious oscillations near singularities, and become "central-upwind" in the semi-discrete limit. This scheme provides numerical approximations whose error is as much as an order of magnitude smaller than those in previous WENO-based fifth-order methods [2, 1]. Thee results are discussed via examples in one, two and three dimensions. We also pregnant explicit N-dimensional formulas for the fluxes, discuss their monotonicity and tl!e connection between this method and that in [2].