Numerical Schemes for the Hamilton-Jacobi and Level Set Equations on Triangulated Domains

Borrowing from techniques developed for conservation law equations, numerical schemes which discretize the Hamilton-Jacobi (H-J), level set, and Eikonal equations on triangulated domains are presented. The first scheme is a provably monotone discretization for certain forms of the H-J equations. Unfortunately, the basic scheme lacks proper Lipschitz continuity of the numerical Hamiltonian. By employing a virtual edge flipping technique, Lipschitz continuity of the numerical flux is restored on acute triangulations. Next, schemes are introduced and developed based on the weaker concept of positive coefficient approximations for homogeneous Hamiltonians. These schemes possess a discrete maximum principle on arbitrary triangulations and naturally exhibit proper Lipschitz continuity of the numerical Hamiltonian. Finally, a class of Petrov-Galerkin approximations are considered. These schemes are stabilized via a least-squares bilinear form. The Petrov-Galerkin schemes do not possess a discrete maximum principle but generalize to high order accuracy.