This repo contains code for the paper Filtered schemes for Hamilton-Jacobi equations: a simple construction of convergent accurate difference schemes. The idea of filtered schemes is to blend a stable monotone convergent scheme with an accurate scheme and retain the advantages of both: stability and convergence of the former, and higher accuracy of the latter. The only requirement on the accurate scheme is consistency, thus allowing for a wide range of possibilities.
In order to use this code, start by running the script compile_mex_files.m.
This will compile the MEX-files needed for the solver.
The script example_script.m contains examples on how to call the different solvers and schemes.
If you use this paper or code in your scientific work, please cite as
@article{filteredObermanSalvador,
author = {Adam M. Oberman and Tiago Salvador},
title = {Filtered schemes for Hamilton–Jacobi equations: A simple construction of convergent accurate difference schemes},
journal = {Journal of Computational Physics},
volume = {284},
year = {2015},
url = {https://doi.org/10.1016/j.jcp.2014.12.039},
pages = {367--388},
publisher = {Elsevier}
}