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In this paper, we propose a novel Hermite weighted essentially non-oscillatory (HWENO) fast sweeping method to solve the static Hamilton-Jacobi equations efficiently. During the HWENO reconstruction procedure, the proposed method is built upon a new finite difference fifth order HWENO scheme involving one big stencil and two small stencils. However, one major novelty and difference from the traditional HWENO framework lies in the fact that, we do not need to introduce and solve any additional equations to update the derivatives of the unknown function $phi$. Instead, we use the current $phi$ and the old spatial derivative of $phi$ to update them. The traditional HWENO fast sweeping method is also introduced in this paper for comparison, where additional equations governing the spatial derivatives of $phi$ are introduced. The novel HWENO fast sweeping methods are shown to yield great savings in both computational time and storage, which improves the computational efficiency of the traditional HWENO scheme. In addition, a hybrid strategy is also introduced to further reduce computational costs. Extensive numerical experiments are provided to validate the accuracy and efficiency of the proposed approaches.
In this paper, we combine the nonlinear HWENO reconstruction in cite{newhwenozq} and the fixed-point iteration with Gauss-Seidel fast sweeping strategy, to solve the static Hamilton-Jacobi equations in a novel HWENO framework recently developed in ci
In this paper, we propose to combine the fifth order Hermite weighted essentially non-oscillatory (HWENO) scheme and fast sweeping method (FSM) for the solution of the steady-state $S_{N}$ transport equation in the finite volume framework. It is well
In this paper, high order semi-implicit well-balanced and asymptotic preserving finite difference WENO schemes are proposed for the shallow water equations with a non-flat bottom topography. We consider the Froude number ranging from O(1) to 0, which
A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation for the v
In the past decade, there are many works on the finite element methods for the fully nonlinear Hamilton--Jacobi--Bellman (HJB) equations with Cordes condition. The linearised systems have large condition numbers, which depend not only on the mesh siz