AN OPTIMAL L(1)-MINIMIZATION ALGORITHM FOR STATIONARY HAMILTON-JACOBI EQUATIONS
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abstract
We describe an algorithm for solving steady one-dimensional convex-like Hamilton-Jacobi equations using a L1-minimization technique on piecewise linear approximations. For a large class of convex Hamiltonians, the algorithm is proven to be convergent and of optimal complexity whenever the viscosity solution is q-semiconcave. Numerical results are presented to illustrate the performance of the method. 2009 International Press.