Ordered upwind methods for static Hamilton-Jacobi equations.

Abstract:

:We introduce a family of fast ordered upwind methods for approximating solutions to a wide class of static Hamilton-Jacobi equations with Dirichlet boundary conditions. Standard techniques often rely on iteration to converge to the solution of a discretized version of the partial differential equation. Our fast methods avoid iteration through a careful use of information about the characteristic directions of the underlying partial differential equation. These techniques are of complexity O(M log M), where M is the total number of points in the domain. We consider anisotropic test problems in optimal control, seismology, and paths on surfaces.

authors

Sethian JA,Vladimirsky A

doi

10.1073/pnas.201222998

keywords:

subject

Has Abstract

pub_date

2001-09-25 00:00:00

pages

11069-74

issue

20

eissn

0027-8424

issn

1091-6490

pii

98/20/11069

journal_volume

98

pub_type

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