More on Stochastic and Variational Approach to the Lax-Friedrichs Scheme
For researchers in numerical analysis and KAM theory, this work provides rigorous theoretical foundations for the Lax-Friedrichs scheme, though it is an incremental extension of existing results.
This paper extends the stochastic and variational analysis of the Lax-Friedrichs scheme for hyperbolic scalar conservation laws, proving time-global stability, large-time behavior, and error estimates. It also provides a rigorous finite difference approximation to KAM tori.
A stochastic and variational aspect of the Lax-Friedrichs scheme was applied to hyperbolic scalar conservation laws by Soga [arXiv: 1205.2167v1]. The results for the Lax-Friedrichs scheme are extended here to show its time-global stability, the large-time behavior, and error estimates. The proofs essentially rely on the calculus of variations in the Lax-Friedrichs scheme and on the theory of viscosity solutions of Hamilton-Jacobi equations corresponding to the hyperbolic scalar conservation laws. Also provided are basic facts that are useful in the numerical analysis and simulation of the weak Kolmogorov-Arnold-Moser (KAM) theory. As one application, a finite difference approximation to KAM tori is rigorously treated.