COMPARISON PRINCIPLE FOR A GENERALIZED FAST MARCHING METHOD.

In [Carlini, Falcone, Forcadel, and Monneau, SIAM J. Numer. Anal., 46 (2008), pp. 2920-2952], the authors have proposed a generalization of the classical fast marching method of Sethian for the eikonal equation in the case where the normal velocity depends on space and time and can change sign. The goal of this paper is to propose a modified version of the generalized fast marching method proposed in [Carlini, Falcone, Forcadel, and Monneau, SIAM J. Numer. Anal., 46 (2008), pp. 2920-2952] for which we state a general comparison principle. We also prove the convergence of the new algorithm. [ABSTRACT FROM AUTHOR]