Fast Legendre–Fenchel Transform and Applications to Hamilton–Jacobi Equations and Conservation Laws
- 1 August 1996
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Numerical Analysis
- Vol. 33 (4) , 1534-1558
- https://doi.org/10.1137/s0036142993260208
Abstract
We are interested in the study of a fast algorithm introduced by Brenier computing the discrete Legendre--Fenchel transform of a real function. We present convergence results and show how the order of convergence grows with the regularity of the function to be transformed. Applications to Hamilton--Jacobi equations for front propagation problems and conservation laws are presented.Keywords
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