Abstract
Understanding effective Hamiltonians quantitatively is essential for the homogenization of Hamilton--Jacobi equations. We propose in this article a simple efficient 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 language | English |
---|---|
Pages (from-to) | A484-A503 |
Number of pages | 20 |
Journal | SIAM Journal on Scientific Computing |
Volume | 40 |
Issue number | 1 |
DOIs | |
Publication status | Published - 20 Feb 2018 |
Scopus Subject Areas
- Computational Mathematics
- Applied Mathematics
User-Defined Keywords
- Hamilton--Jacobi
- homogenization
- effective Hamiltonian
- operator-splitting methods