Relaxation Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations

Abstract  This paper presents a relaxation Lax-Friedrichs sweeping scheme to approximate viscosity solutions of static Hamilton Jacobi
equations in any number of spatial dimensions. It is a generalization of the scheme proposed in Kao et al. (J Comput Phys
196:367–391, 2004). Numerical examples suggest that the relaxation Lax-Friedrichs sweeping scheme has smaller number of iterations than the
original Lax-Friedrichs sweeping scheme when the relaxation factor ω is slightly larger than one. And first order convergence is also demonstrated by numerical results. A theoretical analysis
for our scheme in a special case is given.

• Content Type Journal Article
• Category Original Paper
• DOI 10.1007/s11075-009-9337-5
• Authors
  
  
  • Peng Zhu, Hunan University College of Mathematics and Econometrics Changsha Hunan 410082 China
  • Shuzi Zhou, Hunan University College of Mathematics and Econometrics Changsha Hunan 410082 China
  
  

• Journal Numerical Algorithms
• Online ISSN 1572-9265
• Print ISSN 1017-1398

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Original source : http://www.springerlink.com/content/u706vqgr102413...