TITLE:

FAST SWEEPING METHOD FOR EIKONAL EQUATIONS (No. 45)

DATE:

Friday, April 23rd, 2004

TIME:

3:30 PM

LOCATION:

GMCS 214

SPEAKER:

Hongkai Zhao, Department of Mathematics, University of California, Irvine

ABSTRACT:

In this talk I will present a fast sweeping method for computing the numerical solution of Eikonal equations on a rectangular grid The method is an iterative method which uses upwind difference for discretization and uses Gauss-Seidel iterations with alternating sweeping ordering to solve the discretized system. Each sweeping ordering follows a family of characteristics of the corresponding Eikonal equation in a certain direction simultaneously. The method has an optimal complexity of O(N) for N grid points and is extremely simple to implement in any number of dimensions. Convergence and error estimates of the algorithm will be discussed.

HOST:

Peter Blomgren

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