**数学与系统科学研究院**

**计算数学所学术报告**

**报告人**：
Hongkai Zhao

University of California, Irvine

**报告题目**
Fast Sweeping Method for Eikonal Equation

**Abstract:**
In this talk I will present a fast sweeping method for computing the
numerical solution of Eikonal equation 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, error estimates and extensions to more general
Hamilton-Jacobi equations will be discussed. Some applications will be
presented.

**报告时间**：2004年2月4日 下午3：30

**报告地点**：科技综合楼三层报告厅