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High Order Fast Sweeping Methods for Static Hamilton–Jacobi Equations

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Abstract

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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Authors and Affiliations

  1. Department of Mathematics, University of California, Irvine, CA, 92697-3875, USA

    Yong-Tao Zhang & Hong-Kai Zhao

  2. Department of Mathematics, University of California, Los Angeles, CA, 90095-1555, USA

    Jianliang Qian

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  1. Yong-Tao Zhang
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  2. Hong-Kai Zhao
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  3. Jianliang Qian
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Correspondence to Yong-Tao Zhang or Hong-Kai Zhao.

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Zhang, YT., Zhao, HK. & Qian, J. High Order Fast Sweeping Methods for Static Hamilton–Jacobi Equations. J Sci Comput 29, 25–56 (2006). https://doi.org/10.1007/s10915-005-9014-3

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  • DOI: https://doi.org/10.1007/s10915-005-9014-3

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