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Fast algorithms for optimal control, anisotropic front propagation and multiple arrivals

J. A. Sethian
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Abstract

We review some recent work in fast, efficient and accurate methods to compute viscosity solutions and non-viscosity solutions to static Hamilton-Jacobi equations which arise in optimal control, anisotropic front propagation, and multiple arrivals in wave propagation. For viscosity solutions, the class of algorithms are known as ``Ordered Upwind Methods'', and rely on a systematic ordering inherent in the characteristic flow of information. For non-viscosity multiple arrivals, the techniques hinge on a static boundary value phase-space formulation which again can be solved through a systematic ordering.

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J. A. Sethian. 2003-05-08. Fast algorithms for optimal control, anisotropic front propagation and multiple arrivals. https://arxiv.org/abs/math/0305130

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