Skip to main content
Log in

A Fast Sweeping Method for Static Convex Hamilton–Jacobi Equations

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Boue M., Dupuis P. (1999). Markov chain approximations for deterministic control problems with affine dynamics and quadratic costs in the control. SIAM J. Numer. Anal. 36, 667–695

    Article  MathSciNet  Google Scholar 

  2. Burridge R., de Hoop M.V., Miller D., Spencer C. (1998). Multiparameter inversion in anisotropic media. Geophys. J. Internat. 134, 757–777

    Google Scholar 

  3. Cecil T., Osher S.J., Qian J. (2006). Simplex free adaptive tree fast sweeping and evolution methods for solving level set equations in arbitrary dimension. J. Comp: Phys. 213, 458–473

    Article  MATH  MathSciNet  Google Scholar 

  4. Cockburn B., Qian J. (2002). Continuous dependence results for Hamilton–Jacobi equations. In: Estep D., Tavener S. (eds) Collected Lectures on the Preservation of Stability Under Discretization. SIAM, Philadelphia, PA, pp. 67–90

    Google Scholar 

  5. Crandall M.G., Lions P.L. (1983). Viscosity solutions of Hamilton–Jacobi equations. Trans. Am. Math. Soc. 277, 1–42

    Article  MATH  MathSciNet  Google Scholar 

  6. Crandall M.G., Lions P.L. (1984). Two approximations of solutions of Hamilton–Jacobi equations. Math. Comput. 43, 1–19

    Article  MATH  MathSciNet  Google Scholar 

  7. Dellinger, J. (1991). Anisotropic Seismic Wave Propagation. Ph.D. Thesis, Stanford University, Stanford, CA94305.

  8. Dellinger, J., and Symes, W. W. (1997). Anisotropic finite-difference traveltimes using a Hamilton–Jacobi solver. In Proc. 67th Ann. Internat. Mtg., Soc. Expl. Geophys., Expanded Abstracts, Soc. Expl. Geophys., Tulsa, OK, pp. 1786–1789.

  9. Gonzales R., Rofman E. (1985). On deterministic control problems: an approximation procedure for the optimal cost. I. the stationary problem. SIAM J. Control Optim. 23, 242–266

    Article  MathSciNet  Google Scholar 

  10. Gremaud P.A., Kuster C.M. (2006). Computational study of fast methods for the eikonal equations. SIAM J. Sci. Comput. 27, 1803–1816

    Article  MATH  MathSciNet  Google Scholar 

  11. Jiang G.S., Peng D. (2000). Weighted ENO schemes for Hamilton–Jacobi equations. SIAM J. Sci. Comput. 21, 2126–2143

    Article  MATH  MathSciNet  Google Scholar 

  12. Jiang G.S., Shu C.W. (1996). Efficient implementation of weighted ENO schemes. J. Comput. Phys. 126, 202–228

    Article  MATH  MathSciNet  Google Scholar 

  13. Kao C.Y., Osher S.J., Tsai Y.-H. (2005). Fast sweeping method for static Hamilton–Jacobi equations. SIAM J. Numer. Anal. 42, 2612–2632

    Article  MATH  MathSciNet  Google Scholar 

  14. Kao C.Y., Osher S.J., Qian J. (2004). Lax–Friedrichs sweeping schemes for static Hamilton–Jacobi equations. J. Comput. Phys. 196, 367–391

    Article  MATH  MathSciNet  Google Scholar 

  15. Leung S., Qian J. (2006). An adjoint state method for three-dimensional transmission traveltime tomography using first-arrivals. Commun. Math. Sci. 4, 249–266

    MATH  MathSciNet  Google Scholar 

  16. Lin C.T., Tadmor E. (2001). L 1-stability and error estimates for approximate Hamilton–Jacobi equations. Numer. Math. 88, 2163–2186

    Article  MathSciNet  Google Scholar 

  17. Liu X.D., Osher S.J., Chan T. (1994). Weighted essentially nonoscillatory schemes. J. Comput. Phys. 115, 200–212

    Article  MATH  MathSciNet  Google Scholar 

  18. Qian J., Symes W.W. (2001). Paraxial eikonal solvers for anisotropic quasi-P traveltimes. J. Comput. Phys. 173, 1–23

    Article  MathSciNet  Google Scholar 

  19. Qian J., Symes W.W. (2002). Adaptive finite difference method for traveltime and amplitude. Geophysics 67, 167–176

    Article  Google Scholar 

  20. Qian J., Symes W.W. (2002). Finite-difference quasi-P traveltimes for anisotropic media. Geophysics 67, 147–155

    Article  Google Scholar 

  21. Qian J., Symes W.W. (2002). Paraxial geometrical optics for quasi-P waves: theories and numerical methods. Wave Motion 35, 205–221

    Article  MATH  MathSciNet  Google Scholar 

  22. Qian J., Symes W.W. (2003). A paraxial formualtion for the viscosity solution of quasi-p eikonal equations. Comput. Math. Appl. 46, 1691–1701

    Article  MATH  MathSciNet  Google Scholar 

  23. Qian, J., Symes, W. W., and Dellinger, J. A. (2001). A full-aperture anisotropic eikonal solver for quasi-P traveltimes. In Proc. 71st Ann. Internat. Mtg., Expanded Abstracts, Soc. Expl. Geophys., Tulsa, OK, pp. 129–132

  24. Qian J., Zhang Y.T., Zhao H.K. (2007). Fast sweeping methods for eikonal equations on triangular meshes. SIAM J. Numer. Anal. 45, 83–107

    Article  Google Scholar 

  25. Qin F., Schuster G.T. (1993). First-arrival traveltime calculation for anisotropic media. Geophysics 58, 1349–1358

    Article  Google Scholar 

  26. Sethian J.A. (1996). Level Set Methods. Cambridge University Press, Cambridge

    MATH  Google Scholar 

  27. Sethian, J. A., and Vladimirsky, A. (2001). Ordered upwind methods for static Jacobi equations: theory and algorithms. In Proc. PAM-792. University of California at Berkeley, Berkeley, CA94720.

  28. Tsai R., Cheng L.-T., Osher S.J., Zhao H.K. (2003). Fast sweeping method for a class of Hamilton–Jacobi equations. SIAM J. Numer. Anal. 41, 673–694

    Article  MATH  MathSciNet  Google Scholar 

  29. Tsitsiklis J.N. (1995). Efficient algorithms for globally optimal rajectories. IEEE Tran. Automatic Control 40, 1528–1538

    Article  MATH  MathSciNet  Google Scholar 

  30. van Trier J., Symes W.W. (1991). Upwind finite-difference calculation of traveltimes. Geophysics 56, 812–821

    Article  Google Scholar 

  31. Zhang, Y. T., Zhao, H. K., and Chen, S. (2005). Fixed-point iterative sweeping methods for static Hamilton–Jacobi equations. Methods Appl. Anal. (accepted).

  32. Zhang Y.T., Zhao H.K., Qian J. (2006). High order fast sweeping methods for static Hamilton–Jacobi equations. J. Sci. Comp. 29, 25–56

    MathSciNet  Google Scholar 

  33. Zhao H.K. (2005). Fast sweeping method for eikonal equations. Math. Comp. 74, 603–627

    Article  MATH  MathSciNet  Google Scholar 

  34. Zhao, H. K. (2006). Parallel implementations of the fast sweeping method. UCLA CAM06-13.

  35. Zhao H.K., Osher S., Merriman B., Kang M. (2000). Implicit and non- shape reconstruction from unorganized points using variational level set method. Comput. Vis. Image Underst. 80, 295–319

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Hong-Kai Zhao.

Additional information

In memory of Xu-Dong Liu.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Qian, J., Zhang, YT. & Zhao, HK. A Fast Sweeping Method for Static Convex Hamilton–Jacobi Equations. J Sci Comput 31, 237–271 (2007). https://doi.org/10.1007/s10915-006-9124-6

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10915-006-9124-6

Keywords

Navigation