An ordered upwind method with precomputed stencil and monotone node acceptance for solving static convex Hamilton-Jacobi equations
algorithmanisotropic front propagationanisotropic optimal controldial-like methodsDijkstra-like methodsgrid refinementordered upwind methodsrobot navigationstatic convex Hamilton-Jacobi equationviscosity solution
Hamilton-Jacobi equations (35F21) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)
The authors present three simple criteria for the \(\delta\)-causality of the discretization of a static convex Hamilton-Jacobi partial differential equation (HJ PDE). They show that with respect to a node, \(\delta\)-anisotropy-angle-boundedness of a simplex \(\delta\)-negative-gradient-acuteness of the simplex, which in turn implies \(\delta\)-causality of the equation for the node value update from the simplex. A monotone acceptance ordered upwind method (MAOUM), that first determines a consistent, \(\delta \)-causal stencil for each grid node and then solves the discrete equation in a single-pass through the nodes, is developed. MAOUM is suited to solving HJ PDEs efficiently on highly-nonuniform grids, since the stencil size adjusts to the level of grid refinement. This strength of MAOUM is demonstrated in a problem with a homogeneous rectangular speed profile and in a robot navigation problem involving wind and obstacles. MAOUM is a Dijkstra-like algorithm that computes the solution in increasing the value order by using a heap to sort proposed node values.
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