A Rotating-Grid Upwind Fast Sweeping Scheme for a Class of Hamilton-Jacobi Equations

We present a fast sweeping method for a class of Hamilton-Jacobi equations that arise from time-independent problems in optimal control theory. The basic method in two dimensions uses a four point stencil and is extremely simple to implement. We test our basic method against Eikonal equations in different norms, and then suggest a general method for rotating the grid and using additional approximations to the derivatives in different directions in order to more accurately capture characteristic flow. We display the utility of our method by applying it to relevant problems from engineering

Two semi-Lagrangian fast methods for Hamilton-Jacobi-Bellman equations

In this paper we apply the Fast Iterative Method (FIM) for solving general Hamilton-Jacobi-Bellman (HJB) equations and we compare the results with an accelerated version of the Fast Sweeping Method (FSM). We find that FIM can be indeed used to solve HJB equations with no relevant modifications with respect to the original algorithm proposed for the eikonal equation, and that it overcomes FSM in many cases. Observing the evolution of the active list of nodes for FIM, we recover another numerical validation of the arguments recently discussed in [Cacace et al., SISC 36 (2014), A570-A587] about the impossibility of creating local single-pass methods for HJB equations

Can local single-pass methods solve any stationary Hamilton-Jacobi-Bellman equation?

The use of local single-pass methods (like, e.g., the Fast Marching method) has become popular in the solution of some Hamilton-Jacobi equations. The prototype of these equations is the eikonal equation, for which the methods can be applied saving CPU time and possibly memory allocation. Then, some natural questions arise: can local single-pass methods solve any Hamilton-Jacobi equation? If not, where the limit should be set? This paper tries to answer these questions. In order to give a complete picture, we present an overview of some fast methods available in literature and we briefly analyze their main features. We also introduce some numerical tools and provide several numerical tests which are intended to exhibit the limitations of the methods. We show that the construction of a local single-pass method for general Hamilton-Jacobi equations is very hard, if not impossible. Nevertheless, some special classes of problems can be actually solved, making local single-pass methods very useful from the practical point of view.Comment: 19 page

A parallel Heap-Cell Method for Eikonal equations

Numerous applications of Eikonal equations prompted the development of many efficient numerical algorithms. The Heap-Cell Method (HCM) is a recent serial two-scale technique that has been shown to have advantages over other serial state-of-the-art solvers for a wide range of problems. This paper presents a parallelization of HCM for a shared memory architecture. The numerical experiments in $R^3$ show that the parallel HCM exhibits good algorithmic behavior and scales well, resulting in a very fast and practical solver. We further explore the influence on performance and scaling of data precision, early termination criteria, and the hardware architecture. A shorter version of this manuscript (omitting these more detailed tests) has been submitted to SIAM Journal on Scientific Computing in 2012.Comment: (a minor update to address the reviewers' comments) 31 pages; 15 figures; this is an expanded version of a paper accepted by SIAM Journal on Scientific Computin