Comparison principle for a Generalized Fast Marching Method

Nicolas Forcadel 1, 2
2 Commands - Control, Optimization, Models, Methods and Applications for Nonlinear Dynamical Systems
CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique, Inria Saclay - Ile de France, UMA - Unité de Mathématiques Appliquées
Abstract : In \cite{CFFM06}, the authors have proposed a generalization of the classical Fast Marching Method of Sethian for the eikonal equation in the case where the normal velocity depends on space and time and can change sign. The goal of this paper is to propose a modified version of the Generalized Fast Marching Method proposed in \cite{CFFM06} for which we state a general comparison principle. We also prove the convergence of the new algorithm.
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Nicolas Forcadel. Comparison principle for a Generalized Fast Marching Method. SIAM Journal on Numerical Analysis, Society for Industrial and Applied Mathematics, 2009, 47 (3), pp. 1923-1951. ⟨hal-00266075⟩

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