“…In the control framework, a semi-Lagrangian scheme is obtained for H-J equations by discretizing in time the dynamic programming principle [19,20]. Another approach to obtaining a "time" dependent H-J equation from the static H-J equation is using the so called paraxial formulation in which a preferred spatial direction is assumed in the characteristic propagation [21,17,29,36,37]. High order numerical schemes are well developed for the time dependent H-J equation on structured and unstructured meshes [34,25,51,24,33,7,26,31,35,1,3,4,6,8]; see a recent review on high order numerical methods for time dependent H-J equations by Shu [46].…”