PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Mary Anne Raymond.

Title:The fast sweeping method for Hamilton-Jacobi Equations
Seminar:CCMA Luncheon Seminar
Speaker:Hongkai Zhao, UC Irvine
Hamilton-Jacobi equation (HJE) is a class of nonlinear hyperbolic partial differential equation which is widely used in optimal control, geometric optics, geophysics, classical mechanics, image processing, etc. Classical solutions for HJE do not exit in general and appropriate weak solution, the viscosity solution, has to be defined. I will present an efficient iterative method, the fast sweeping method, for convex Hamilton-Jacobi equation on both structured and unstructured meshes. The key idea is to utilize the hyperbolic nature of the PDE and the control interpretation of the viscosity solution. The method combines upwind scheme with Gauss-Seidel iterations with proper ordering and causality enforcement to achieve optimal complexity. We will analyze its convergence mechanism, which is very different from that for iterative method for elliptic problems.

Room Reservation Information

Room Number:MB114
Date:03 / 16 / 2012
Time:12:20pm - 01:30pm