Journal
JOURNAL OF SCIENTIFIC COMPUTING
Volume 29, Issue 1, Pages 25-56Publisher
SPRINGER/PLENUM PUBLISHERS
DOI: 10.1007/s10915-005-9014-3
Keywords
fast sweeping methods; WENO approximation; high order accuracy; static Hamilton-Jacobi equations; Eikonal equations
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We construct high order fast sweeping numerical methods for computing viscosity solutions of static Hamilton-Jacobi equations on rectangular grids. These methods combine high order weighted essentially non-oscillatory (WENO) approximations to derivatives, monotone numerical Hamiltonians and Gauss-Seidel iterations with alternating-direction sweepings. Based on well-developed first order sweeping methods, we design a novel approach to incorporate high order approximations to derivatives into numerical Hamiltonians such that the resulting numerical schemes are formally high order accurate and inherit the fast convergence from the alternating sweeping strategy. Extensive numerical examples verify efficiency, convergence and high order accuracy of the new methods.
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