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Fast sweeping method

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Fast sweeping method is a numerical method for solving boundary value problems of the Eikonal equation:

$|\nabla u(\mathbf {x} )|={\dfrac {1}{f(\mathbf {x} )}}for\,\mathbf {x} \in \Omega$

$u(\mathbf {x} )=0for\,\mathbf {x} \in \partial \Omega$

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