Error analysis of the high order scheme for homogenization of Hamilton–Jacobi equation

In this paper, employing ideas developed for conservation law equations such as the Lax–Friedrich-type and Godunov-type numerical fluxes, we describe the numerical schemes for approximating the solution of the limit problem arising in the homogenization of Hamilton–Jacobi equations. All approximation methods involve three steps. The first scheme is a provably monotonic discretization of the cell problem for approximating the effective Hamiltonian for a given vector P∈R^N. Next, using interpolation, we present an approximation of the effective Hamiltonian in the domain R^N. Finally, the numerical schemes of the Hamilton–Jacobi equations with the effective Hamiltonian approximation are constructed. We also present global error estimates including all the discrete mesh sizes. The theoretical results are illustrated through numerical examples, including two convex Hamiltonians and two non-convex Hamiltonians.