Convergence of a Generalized Fast-Marching Method for an Eikonal Equation with a Velocity-Changing Sign

@article{Carlini2008ConvergenceOA,
  title={Convergence of a Generalized Fast-Marching Method for an Eikonal Equation with a Velocity-Changing Sign},
  author={Elisabetta Carlini and Maurizio Falcone and Nicolas Forcadel and R{\'e}gis Monneau},
  journal={SIAM J. Numerical Analysis},
  year={2008},
  volume={46},
  pages={2920-2952}
}
We present a new Fast Marching algorithm for an eikonal equation with a velocity changing sign. This first order equation models a front propagation in the normal direction. The algorithm is an extension of the Fast Marching Method in two respects. The first is that the new scheme can deal with a time-dependent velocity and the second is that there is no restriction on its change in sign. We analyze the properties of the algorithm and we prove its convergence in the class of discontinuous… CONTINUE READING

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