Abstract

We derive a Godunov-type numerical flux for the class of strictly convex, homogeneous Hamiltonians that includes H(p, q) = � ap 2 + bq 2 − 2cpq, c 2 < ab. We combine our Godunov numerical fluxes with simple Gauss-Seidel type iterations for solving the corresponding Hamilton-Jacobi Equations. The resulting algorithm is fast since it does not require a sorting strategy as found, e.g., in the fast marching method. In addition, it provides a way to compute solutions to a class of HJ equations for which the conventional fast marching method is not applicable. Our experiments indicate convergence after a few iterations, even in rather difficult cases. 1

Citations