Fast sweeping method

In applied mathematics, the fast sweeping method is a numerical method for solving boundary value problems of the Eikonal equation.

$|\nabla u(\mathbf {x} )|={\frac {1}{f(\mathbf {x} )}}{\text{ for }}\mathbf {x} \in \Omega$

$u(\mathbf {x} )=0{\text{ for }}\mathbf {x} \in \partial \Omega$

where $\Omega$ is an open set in $\mathbb {R} ^{n}$ and $f(\mathbf {x} )$ is a function with positive values and $\partial \Omega$ is a well-behaved boundary of the open set and $|\cdot |$ is the $L^{2}$ norm.

Introduction

The fast sweeping method is an iterative method which uses upwind difference for discretization and uses Gauss–Seidel iterations with alternating sweeping ordering to solve the discretized Eikonal equation on a rectangular grid. The origins of this approach lie in control theory. Although fast sweeping methods have existed in control theory, it was first proposed for Eikonal equations by Hongkai Zhao, an applied mathematician at the University of California, Irvine.