Convergence analysis of the fast sweeping method for static convex Hamilton–Jacobi equations
Convergence analysis of the fast sweeping method for static convex Hamilton–Jacobi equations
In this work, we study the convergence of an efficient iterative method, the fast sweeping method (FSM), for numerically solving static convex Hamilton–Jacobi equations. First, we show the convergence of the FSM on arbitrary meshes. Then we illustrate that the combination of a contraction property of monotone upwind schemes with …