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A fast sweeping method for static convex Hamilton-Jacobi equations

Jianliang Qian, Yong-Tao Zhang, Hong-Kai Zhao, Journal of Scientific Computing, Vol. 31, No. 1/2, pp. 237-271, 2007.

"A fast sweeping method for static convex Hamilton-Jacobi equations"

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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