Analysis and numerical approximation of viscosity solutions with shocks
We consider a new class of Hamilton-Jacobi equations arising from the convective part of general Fokker-Planck equations ruled by a non-negative diffusion function that depends on the unknown and on the gradient of the unknown. The new class of Hamilton-Jacobi equations represents the propagation of...
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| Tipo de recurso: | capítulo de libro |
| Fecha de publicación: | 2011 |
| País: | España |
| Institución: | Universitat Autònoma de Barcelona |
| Repositorio: | Dipòsit Digital de Documents de la UAB |
| Idioma: | inglés |
| OAI Identifier: | oai:ddd.uab.cat:150400 |
| Acceso en línea: | https://ddd.uab.cat/record/150400 https://dx.doi.org/urn:doi:10.1063/1.3663455 |
| Access Level: | acceso abierto |
| Palabra clave: | Fokker-Planck equation Hamilton-Jacobi equations Plasma equation Numerical schemes |
| Sumario: | We consider a new class of Hamilton-Jacobi equations arising from the convective part of general Fokker-Planck equations ruled by a non-negative diffusion function that depends on the unknown and on the gradient of the unknown. The new class of Hamilton-Jacobi equations represents the propagation of fronts with speed that is a nonlinear function of the signal. The equations contain a nonstandard Hamiltonian that allows the presence of shocks in the solution and these shocks propagate with nonlinear velocity. We focus on the one-dimensional plasma equation as an example of the general Fokker-Planck equations having the features we are interested in analyzing. We explore features of the solution of the corresponding Hamilton-Jacobi plasma equation and propose a suitable fifth order finite difference numerical scheme that approximates the solution in a consistent way with respect to the solution of the associated Fokker-Planck equation. We present numerical results performed under different initial data with compact support. |
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