期刊文献+

A STOPPING CRITERION FOR HIGHER-ORDER SWEEPING SCHEMES FOR STATIC HAMILTON-JACOBI EQUATIONS

A STOPPING CRITERION FOR HIGHER-ORDER SWEEPING SCHEMES FOR STATIC HAMILTON-JACOBI EQUATIONS
原文传递
导出
摘要 We propose an effective stopping criterion for higher-order fast sweeping schemes for static Hamilton-Jacobi equations based on ratios of three consecutive iterations. To design the new stopping criterion we analyze the convergence of the first-order Lax-Friedrichs sweeping scheme by using the theory of nonlinear iteration. In addition, we propose a fifth-order Weighted PowerENO sweeping scheme for static Hamilton-Jacobi equations with convex Hamiltonians and present numerical examples that validate the effectiveness of the new stopping criterion. We propose an effective stopping criterion for higher-order fast sweeping schemes for static Hamilton-Jacobi equations based on ratios of three consecutive iterations. To design the new stopping criterion we analyze the convergence of the first-order Lax-Friedrichs sweeping scheme by using the theory of nonlinear iteration. In addition, we propose a fifth-order Weighted PowerENO sweeping scheme for static Hamilton-Jacobi equations with convex Hamiltonians and present numerical examples that validate the effectiveness of the new stopping criterion.
出处 《Journal of Computational Mathematics》 SCIE CSCD 2010年第4期552-568,共17页 计算数学(英文)
基金 supported by DGICYT MTM2008-03597 Ramon y Cajal Program supported by NSF DMS # 0810104
关键词 Fast sweeping methods Gauss-Seidel iteration High order accuracy Static Hamilton-Jacobi equations Eikonal equations. Fast sweeping methods, Gauss-Seidel iteration, High order accuracy, Static Hamilton-Jacobi equations, Eikonal equations.
  • 相关文献

参考文献1

二级参考文献11

  • 1R. Tsai, L: Cheng, S. Osher and H. Zhao, Fast sweeping algorithms for a class of Hamilton-Jacobi equations, SIAM J. Numer. Anal., 41:2 (2003), 673-694.
  • 2J.N. Tsitsiklis, Efficient Algorithms for Globally Optimal Trajectories, IEEE T. Automat. Contr., 40:9 (1995), 1528-1538.
  • 3Y. Zhang, J. Qian and H. Zhao, High order fast sweeping methods for static Hamilton-Jacobi equations, J. Sci. Comput., 29 (2006), 25-56.
  • 4H. Zhao, Fast sweeping method for Eikonal equations, Math. Comput., 74 (2005), 603-627.
  • 5H. Zhao, S. Osher, B. Merriman and M. Kang, Implicit and non-parametric shape reconstruction from unorganized points using variational level set method, Comput. Vis. Image Und., 80:3 (2000), 295-319.
  • 6M. Boue and P. Dupuis, Markov chain approximations for deterministic control problems with affine dynamics and quadratic cost in the control, SIAM J. Numer. Anal., 36:3 (1999), 667-695.
  • 7C. Kao and S. Osher and J. Qian, Lax-Friedrichs Sweeping Scheme for Static Hamilton-Jacobi Equations, J. Comput. Phys., 196:1 (2004), 367-391.
  • 8C. Kao and S. Osher and R. Tsai, Fast Sweeping Methods for Hamilton-Jacobi Equations, SIAM J. Numer. Anal., 42 (2005), 2612-2632.
  • 9J. Qian and Y. Zhang and H. Zhao, Fast sweeping methods for Eikonal equations on triangulated meshes, SIAM J. Numer. Anal., 45 (2007), 83-107.
  • 10J. Qian, Y. Zhang and H. Zhao, Fast sweeping method for static convex Hamilton-Jacobi equations, J. Sci. Comput., to appear.

共引文献7

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部