Convergence of a scheme for a one dimensional nonlocal and nonlinear eikonal equation
In this work, we study a one-dimensional nonlocal and nonlinear eikonal equation without sign restriction on its spatial gradient. The equation is characterized by weak regularity assumptions on both the nonlocal velocity field and the initial data. We derive a periodic version of this model and propose a semi-explicit (IMEX) scheme for its numerical approximation. We prove that the scheme preserves a discrete gradient entropy estimate and establish its convergence in the viscosity sense. Finally, we present numerical results illustrating the behavior of the model and the performance of the proposed scheme.