Abstract
The fast sweeping method is a popular algorithm for solving a variety of static Hamilton–Jacobi equations. Fast sweeping algorithms for parallel computing have been developed, but are severely limited. In this work, we present a multilevel, hybrid parallel algorithm that combines the desirable traits of two distinct parallel methods. The fine and coarse grained components of the algorithm take advantage of heterogeneous computer architecture common in high performance computing facilities. We present the algorithm and demonstrate its effectiveness on a set of example problems including optimal control, dynamic games, and seismic wave propagation. We give results for convergence, parallel scaling, and show state-of-the-art speedup values for the fast sweeping method.
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