High Order Fast Sweeping Methods for Static Hamilton–Jacobi Equations

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–Se...

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Bibliographic Details
Published inJournal of scientific computing Vol. 29; no. 1; pp. 25 - 56
Main Authors Zhang, Yong-Tao, Zhao, Hong-Kai, Qian, Jianliang
Format Journal Article
LanguageEnglish
Published New York Springer Nature B.V 01.10.2006
Subjects
Approximation
Convergence
Hamilton-Jacobi equation
Numerical methods
Sweeping
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Summary: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.
ISSN:0885-7474
1573-7691
DOI:10.1007/s10915-005-9014-3