Journal
JOURNAL OF SCIENTIFIC COMPUTING
Volume 31, Issue 1-2, Pages 237-271Publisher
SPRINGER/PLENUM PUBLISHERS
DOI: 10.1007/s10915-006-9124-6
Keywords
Hamilton-Jacobi; fast sweeping; monotone scheme
Categories
Funding
- Division Of Mathematical Sciences
- Direct For Mathematical & Physical Scien [0753797] Funding Source: National Science Foundation
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We develop a fast sweeping method for static Hamilton-Jacobi equations with convex Hamiltonians. Local solvers and fast sweeping strategies apply to structured and unstructured meshes. With causality correctly enforced during sweepings numerical evidence indicates that the fast sweeping method converges in a finite number of iterations independent of mesh size. Numerical examples validate both the accuracy and the efficiency of the new method.
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