Solution of a system of Hamilton-Jacobi equations on a network

Abstract

We extend the study of Hamilton-Jacobi equations on networks from a single equation to a weakly coupled system of two equations on a star graph, and we develop a numerical scheme for it. Instead of prescribing the boundary values and imposing a junction condition, we compute the solution on each branch from its outer vertex toward the junction and determine the boundary values for which these branchwise solutions agree at the junction. On each branch, we replace the right-hand sides by their cell averages and solve the resulting problems exactly on every cell. This gives an iteration whose limits we compute in closed form. From these limits, the values of the discrete solution at the junction are affine functions of the boundary values on the branch, with a $2 \times 2$ matrix whose rows sum to one and whose determinant factors into explicit contributions of the cells. We use these formulas to characterize the boundary values that give solutions continuous at the junction and monotone on every branch: when the matrices are nonsingular, the admissible boundary values of one branch form a convex polygon, bounded by conditions on the difference of the two components and by positivity conditions, and the boundary values on the other branches follow from them. We also treat the singular case, and we illustrate the results with numerical experiments.