Value iteration convergence of "-monotone schemes for stationary Hamilton-Jacobi equations

International audienceWe present an abstract convergence result for the xed point approximation of stationary Hamilton{Jacobi equations. The basic assumptions on the discrete operator are invariance with respect to the addition of constants, "-monotonicity and consistency. The result can be applied to various high-order approximation schemes which are illustrated in the paper. Several applications to Hamilton{Jacobi equations and numerical tests are presented