A CWENO large time-step scheme for Hamilton--Jacobi equations
<|reference_start|>A CWENO large time-step scheme for Hamilton--Jacobi equations: We propose a high order numerical scheme for time-dependent first order Hamilton--Jacobi--Bellman equations. In particular we propose to combine a semi-Lagrangian scheme with a Central Weighted Non-Oscillatory reconstruction. We prove a convergence result in the case of state- and time-independent Hamiltonians.   Numerical simulations are presented in space dimensions one and two, also for more general state- and time-dependent Hamiltonians, demonstrating superior performance in terms of CPU time gain compared with a semi-Lagrangian scheme coupled with Weighted Non-Oscillatory reconstructions.<|reference_end|>
@article{carlini2024a,
    title={A CWENO large time-step scheme for Hamilton--Jacobi equations},
    author={E. Carlini, R. Ferretti, S. Preda, and M. Semplice},
    journal={arXiv preprint arXiv:2402.15367},
    year={2024},
    number={Roma01.Math},
    archivePrefix={arXiv},
    eprint={2402.15367},
    primaryClass={math.NA cs.NA math.OC}
}