2003
DOI: 10.1137/s0036142901392742
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Ordered Upwind Methods for Static Hamilton--Jacobi Equations: Theory and Algorithms

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 i… Show more

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Cited by 333 publications
(421 citation statements)
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“…Among such methods are the fast marching method and the fast sweeping method. The fast marching method [48,43,22,44,45] is based on the Dijkstra's algorithm [18]. The solution is updated by following the causality in a sequential way; i.e., the solution is updated pointwise in the order that the solution is strictly increasing (decreasing); hence two essential ingredients are needed in the algorithm: an upwind difference scheme and a heap-sort algorithm.…”
Section: Introductionmentioning
confidence: 99%
“…Among such methods are the fast marching method and the fast sweeping method. The fast marching method [48,43,22,44,45] is based on the Dijkstra's algorithm [18]. The solution is updated by following the causality in a sequential way; i.e., the solution is updated pointwise in the order that the solution is strictly increasing (decreasing); hence two essential ingredients are needed in the algorithm: an upwind difference scheme and a heap-sort algorithm.…”
Section: Introductionmentioning
confidence: 99%
“…A detailed description of the numerical details is unfortunately not possible due to space limitations. The main propositions in literature for anisotropic FMM are the ordered-upwind methods [4], a derivation of these [3], a control-theoretic approach [5] and a recursive correction FMM [6]. Based on numerical tests we find a combination of [3] and [6] to be most suitable for the anisotropies we are faced with.…”
Section: Anisotropic Fast Marching Methodsmentioning
confidence: 99%
“…This procedure creates a small initial band that can be input to the efficient Fast Marching Method [26], which is a Dijkstra-like ordered upwind finite difference scheme for solving the full Eikonal equation outside this initial band. A different Dijkstra-like control theoretic discretization of the Eikonal equation stemming from optimal control was developed in [32], and we refer the reader to [29] for a detailed discussion and extensions of Fast Marching Methods to general front propagation problems.…”
Section: Solving the Eikonal Equationmentioning
confidence: 99%