Resumen
We derive a Godunov-type numerical flux for the class of strictly convex, homogeneous Hamiltonians that includes $H(p,q)=\sqrt{ap^{2}+bq^{2}-2cpq},$ $c^{2}fast since it does not require a sorting strategy as found, e.g., in the fast marching method. In addition, it provides a way to compute solutions to a class of HJ equations for which the conventional fast marching method is not applicable. Our experiments indicate convergence after a few iterations, even in rather difficult cases.

Resumen
Presents a family of fast marching methods for approximating the solutions to a class of static Hamilton-Jacobi partial differential equations. Ordered upwind methods; Front-propagation problems; Finite-differences methods.