Limits and consistency of nonlocal and graph approximations to the Eikonal equation

Abstract

Abstract In this paper, we study a nonlocal approximation of the time-dependent (local) Eikonal equation with Dirichlet-type boundary conditions, where the kernel in the nonlocal problem is properly scaled. Based on the theory of viscosity solutions, we prove existence and uniqueness of the viscosity solutions of both the local and nonlocal problems, as well as regularity properties of these solutions in time and space. We then derive error bounds between the solution to the nonlocal problem and that of the local one, both in continuous time and forward Euler time discretization. We then turn to studying continuum limits of nonlocal problems defined on random weighted graphs with $n$ vertices. In particular, we establish that if the kernel scale parameter decreases at an appropriate rate as $n$ grows then, almost surely, the solution of the problem on graphs converges uniformly to the viscosity solution of the local problem as the time step vanishes and the number vertices $n$ grows large.