High-resolution semi-discrete Hermite central-upwind scheme for multidimensional Hamilton–Jacobi equations

We introduce a high resolution fifth-order semi-discrete Hermite central-upwind scheme for multidimensional Hamilton–Jacobi equations. The numerical fluxes of the scheme are constructed by Hermite polynomials which can be obtained by using the short-time assignment of the first derivatives. The extensions of the proposed semi-discrete Hermite central-upwind scheme to multidimensional cases are straightforward. The accuracy, efficiency and stability properties of our schemes are finally demonstrated via a variety of numerical examples.