Skip to main content
Log in

Fast Sweeping Fifth Order WENO Scheme for Static Hamilton-Jacobi Equations with Accurate Boundary Treatment

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

Abstract

A fifth order weighted essentially non-oscillatory (WENO) fast sweeping method is designed in this paper, extending the result of the third order WENO fast sweeping method in J. Sci. Comput. 29, 25–56 (2006) and utilizing the two approaches of accurate inflow boundary condition treatment in J. Comput. Math. 26, 1–11 (2008), which allows the usage of Cartesian meshes regardless of the domain boundary shape. The resulting method is tested on a variety of problems to demonstrate its good performance and CPU time efficiency when compared with lower order fast sweeping methods.

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. Abgrall, R.: Numerical discretization of the first-order Hamilton-Jacobi equation on triangular meshes. Commun. Pure Appl. Math. 49, 1339–1373 (1996)

    Article  MATH  MathSciNet  Google Scholar 

  2. Bardi, M., Capuzzo-Dolcetta, I.: Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations. Birkhäuser, Boston (1997)

    Book  MATH  Google Scholar 

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

    Article  MathSciNet  Google Scholar 

  4. Cheng, Y., Shu, C.-W.: A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations. J. Comput. Phys. 223, 398–415 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  5. Crandall, M., Lions, P.L.: Monotone difference approximations for scalar conservation laws. Math. Comput. 34, 1–19 (1984)

    MathSciNet  Google Scholar 

  6. Hu, C., Shu, C.-W.: A discontinuous Galerkin finite element method for Hamilton-Jacobi equations. SIAM J. Sci. Comput. 21, 666–690 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  7. Huang, L., Shu, C.-W., Zhang, M.: Numerical boundary conditions for the fast sweeping high order WENO methods for solving the Eikonal equation. J. Comput. Math. 26, 1–11 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  8. Huang, L., Wong, S.C., Zhang, M., Shu, C.-W., Lam, W.H.K.: Revisiting Hughes’ dynamic continuum model for pedestrian flow and the development of an efficient solution algorithm. Transp. Res. Part B, Methodol. 43, 127–141 (2009)

    Article  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

  10. Li, F., Shu, C.-W., Zhang, Y.-T., Zhao, H.: A second order discontinuous Galerkin fast sweeping method for Eikonal equations. J. Comput. Phys. 227, 8191–8208 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  11. Osher, S., Sethian, J.: Fronts propagating with curvature dependent speed: algorithms based on Hamilton-Jacobi formulations. J. Comput. Phys. 79, 12–49 (1988)

    Article  MATH  MathSciNet  Google Scholar 

  12. Osher, S., Shu, C.-W.: High-order essentially nonoscillatory schemes for Hamilton-Jacobi equations. SIAM J. Numer. Anal. 28, 907–922 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  13. Rouy, E., Tourin, A.: A viscosity solutions approach to shape-from-shading. SIAM J. Numer. Anal. 29, 867–884 (1992)

    Article  MATH  MathSciNet  Google Scholar 

  14. Serna, S., Qian, J.: A stopping criterion for higher-order sweeping schemes for static Hamilton-Jacobi equations. Preprint

  15. Shu, C.-W.: High order numerical methods for time dependent Hamilton-Jacobi equations. In: Goh, S.S., Ron, A., Shen, Z. (eds.) Mathematics and Computation in Imaging Science and Information Processing. Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore, vol. 11, pp. 47–91. World Scientific, Singapore (2007)

    Chapter  Google Scholar 

  16. Shu, C.-W., Osher, S.: Efficient implementation of essentially non-oscillatory shock-capturing schemes. J. Comput. Phys. 77, 439–471 (1988)

    Article  MATH  MathSciNet  Google Scholar 

  17. Xia, Y., Wong, S.C., Zhang, M., Shu, C.-W., Lam, W.H.K.: An efficient discontinuous Galerkin method on triangular meshes for a pedestrian flow model. Int. J. Numer. Methods Eng. 76, 337–350 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  18. Zhang, Y.-T., Shu, C.-W.: High order WENO schemes for Hamilton-Jacobi equations on triangular meshes. SIAM J. Sci. Comput. 24, 1005–1030 (2003)

    Article  MATH  MathSciNet  Google Scholar 

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

    Article  MathSciNet  Google Scholar 

  20. Zhao, H.-K.: A fast sweeping method for Eikonal equations. Math. Comput. 74, 603–627 (2005)

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Chi-Wang Shu.

Additional information

This paper is dedicated to the memory of Professor David Gottlieb.

M. Zhang research supported by NSFC grant 10671190.

Y.-T. Zhang research supported by NSF grant DMS-0810413 and Oak Ridge Associated Universities (ORAU) Ralph E. Powe Junior Faculty Enhancement Award.

C.-W. Shu research supported by AFOSR grant FA9550-09-1-0126 and NSF grant DMS-0809086.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Xiong, T., Zhang, M., Zhang, YT. et al. Fast Sweeping Fifth Order WENO Scheme for Static Hamilton-Jacobi Equations with Accurate Boundary Treatment. J Sci Comput 45, 514–536 (2010). https://doi.org/10.1007/s10915-010-9345-6

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10915-010-9345-6

Keywords

Navigation