Numerical Boundary Conditions for the Fast Sweeping High Order WENO Methods for Solving the Eikonal Equation

High order fast sweeping methods have been developed recently in the literature to solve static Hamilton-Jacobi equations efficiently. Comparing with the first order fast sweeping methods, the high order fast sweeping methods are more accurate, but they often require additional numerical boundary treatment for several grid points near the boundary because of the wider numerical stencil. It is particularly important to treat the points near the inflow boundary accurately, as the information would flow into the computational domain and would affect global accuracy. In the literature, the numerical solution at these boundary points are either fixed with the exact solution, which is not always feasible, or computed with a first order discretization, which could reduce the global accuracy. In this paper, we discuss two strategies to handle the inflow boundary conditions. One is based on the numerical solutions of a first order fast sweeping method with several different mesh sizes near the boundary and a Richardson extrapolation, the other is based on a Lax-Wendroff type procedure to repeatedly utilizing the PDE to write the normal spatial derivatives to the inflow boundary in terms of the tangential derivatives, thereby obtaining high order solution values at the grid points near the inflow boundary. We explore these two approaches using the fast sweeping high order WENO scheme in [18] for solving the static Eikonal equation as a representative example. Numerical examples are given to demonstrate the performance of these two approaches. Mathematics subject classification: 65N06, 65N22.