A simple explicit operator-splitting method for effective hamiltonians

Roland GLOWINSKI, Shingyu Leung, Jianliang Qian

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Abstract

Understanding effective Hamiltonians quantitatively is essential for the homogeniza-tion of Hamilton-Jacobi equations. We propose in this article a simple effcient operator-splitting method for computing effective Hamiltonians when the Hamiltonian is either convex or nonconvex in the gradient variable. To speed up our Lie scheme-based operator-splitting method, we further propose a cascadic initialization strategy so that the steady state of the underlying time-dependent Hamilton-Jacobi equation can be reached more rapidly. Extensive numerical examples demonstrate the efficiency and accuracy of the new algorithm.

Original languageEnglish
Pages (from-to)A484-A503
JournalSIAM Journal of Scientific Computing
Volume40
Issue number1
DOIs
Publication statusPublished - 1 Jul 2018

Scopus Subject Areas

  • Computational Mathematics
  • Applied Mathematics

User-Defined Keywords

  • Effective Hamiltonian
  • Hamilton-Jacobi
  • Homogenization
  • Operator-Splitting Methods

Fingerprint

Dive into the research topics of 'A simple explicit operator-splitting method for effective hamiltonians'. Together they form a unique fingerprint.

Cite this