Comptes Rendus
Numerical Analysis/Calculus of Variations
Numerical methods for the solution of a system of Eikonal equations with Dirichlet boundary conditions
[Méthode numériques pour la résolution d'un système d'équations eiconales avec conditions aux limites de Dirichlet]
Comptes Rendus. Mathématique, Volume 336 (2003) no. 6, pp. 511-518.

Dans cette Note, on étudie la résolution numérique d'un système d'équations eiconales avec conditions aux limites du type Dirichlet. Dans la mesure, où le problème considéré a une infinité de solutions on recherche celles qui sont non-négatives et de norme L1 maximale (on presque maximale). La méthodologie numérique combine pénalité, régularisation biharmonique, décomposition d'opérateurs, et approximations par éléments finis. Son implémentation demande essentiellement la résolution d'équations à une variable du troisième degré et de problèmes linéaires elliptiques discrets pour le Laplacien et l'opérateur d'Helmholtz. Comme prévu, quand le domaine spatial est un carré de côtés parallèles aux axes de coordonnées les solutions calculées montrent un comportement fractal au voisinage de la frontière et plus particulièrement des coins.

In this Note, we discuss the numerical solution of a system of Eikonal equations with Dirichlet boundary conditions. Since the problem under consideration has infinitely many solutions, we look for those solutions which are nonnegative and of maximal (or nearly maximal) L1-norm. The computational methodology combines penalty, biharmonic regularization, operator splitting, and finite element approximations. Its practical implementation requires essentially the solution of cubic equations in one variable and of discrete linear elliptic problems of the Poisson and Helmholtz type. As expected, when the spatial domain is a square whose sides are parallel to the coordinate axes, and when the Dirichlet data vanishes at the boundary, the computed solutions show a fractal behavior near the boundary, and particularly, close to the corners.

Reçu le :
Accepté le :
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DOI : 10.1016/S1631-073X(03)00024-4
Bernard Dacorogna 1 ; Roland Glowinski 2 ; Tsorng-Whay Pan 2

1 EPFL-DMA, CH-1015 Lausanne, Switzerland
2 University of Houston, Department of Mathematics, Houston, TX 77204-3476, USA
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     title = {Numerical methods for the solution of a system of {Eikonal} equations with {Dirichlet} boundary conditions},
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Bernard Dacorogna; Roland Glowinski; Tsorng-Whay Pan. Numerical methods for the solution of a system of Eikonal equations with Dirichlet boundary conditions. Comptes Rendus. Mathématique, Volume 336 (2003) no. 6, pp. 511-518. doi : 10.1016/S1631-073X(03)00024-4. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/S1631-073X(03)00024-4/

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[2] P.G. Ciarlet Finite Element Methods for Elliptic Problems, North-Holland, Amsterdam, 1978

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[5] R. Glowinski, Y.A. Kuznetsov, T.-W. Pan, On a penalty/Newton/conjugate gradient method for the solution of obstacle problems, C. R. Acad. Sci. Paris, Ser. I 336 (2003), in press

[6] R. Glowinski; P. Le Tallec Augmented Lagrangians and Operator Splitting Methods in Nonlinear Mechanics, SIAM, Philadelphia, 1989

[7] R. Glowinski; C.H. Li; J.L. Lions A numerical approach to the exact boundary controllability of the wave equation (I) Dirichlet controls: Description of the numerical methods, Japan J. Appl. Math., Volume 7 (1990), pp. 1-76

[8] R. Glowinski; T.-W. Pan; J. Periaux A Lagrange multiplier/fictitious domain method for the Dirichlet problem. Generalization to some flow problems, Japan J. Indust. Appl. Math., Volume 12 (1995), pp. 87-108

[9] P.-A. Gremaud; N.R. Ide Computation of nonclassical solutions to Hamilton–Jacobi problems, SIAM J. Sci. Comput., Volume 21 (1999) no. 2, pp. 502-521

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