A linear finite-difference scheme for approximating randers distances on cartesian grids

HIGHLIGHTS

  • who: Bonnans J. Fru00e9du00e9ric and collaborators from the (UNIVERSITY) have published the Article: A linear finite-difference scheme for approximating randers distances on cartesian grids, in the Journal: (JOURNAL) of June/10,/2021
  • what: The authors show that eikonal equation can be approximated by a logarithmic transformation of an anisotropic second order linear equation generalizing Varadhan`s formula for Riemannian manifolds. The authors propose a finite difference discretization of that linear PDE, on a Cartesian grid of scale h, and establish convergence of the 2 numerical solutions as u03b5 u2192 0 and h/u03b5 u2192 . . .

     

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