High order finite difference Hermite WENO fast sweeping methods for static Hamilton-Jacobi equations

In this paper, we propose a novel Hermite weighted essentially non-oscillatory (HWENO) fast sweeping method to solve the static Hamilton-Jacobi equations efficiently. During the HWENO reconstruction procedure, the proposed method is built upon a new finite difference fifth order HWENO scheme involving one big stencil and two small stencils. However, one major novelty and difference from the traditional HWENO framework lies in the fact that, we do not need to introduce and solve any additional equations to update the derivatives of the unknown function $\phi$. Instead, we use the current $\phi$ and the old spatial derivative of $\phi$ to update them. The traditional HWENO fast sweeping method is also introduced in this paper for comparison, where additional equations governing the spatial derivatives of $\phi$ are introduced. The novel HWENO fast sweeping methods are shown to yield great savings in both computational time and storage, which improves the computational efficiency of the traditional HWENO scheme. In addition, a hybrid strategy is also introduced to further reduce computational costs. Extensive numerical experiments are provided to validate the accuracy and efficiency of the proposed approaches.