Numerical Analysis of time-dependent Hamilton-Jacobi Equations on Networks

Abstract: A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence analysis, not requiring weak semilimits, is provided. In particular, the check of the supersolution property at the vertices is performed through a dynamical technique which seems new. The scheme is efficient, explicit, allows long time steps, and is suitable to be implemented in a parallel algorithm. We present some numerical tests, showing the advantage in terms of computational cost over the one proposed in [7]