A second order discontinuous Galerkin fast sweeping method for Eikonal equations

Abstract

In this paper, we construct a second order fast sweeping method with a discontinuous Galerkin (DG) local solver for computing viscosity solutions of a class of static Hamilton–Jacobi equations, namely the Eikonal equations. Our piecewise linear DG local solver is built on a DG method developed recently [Y. Cheng, C.-W. Shu, A discontinuous Galerkin finite element method for directly solving the Hamilton–Jacobi equations, Journal of Computational Physics 223 (2007) 398–415] for the time-dependent Hamilton–Jacobi equations. The causality property of Eikonal equations is incorporated into the design of this solver. The resulting local nonlinear system in the Gauss–Seidel iterations is a simple quadratic system and can be solved explicitly. The compactness of the DG method and the fast sweeping strategy lead to fast convergence of the new scheme for Eikonal equations. Extensive numerical examples verify efficiency, convergence and second order accuracy of the proposed method.