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Fast sweeping method is an iterative method which uses upwind difference for discretization and uses Gauss-Seidel iterations with alternating sweeping ordering to solve the discretized Eikonal equation on a rectangular grid. The origins of this approach lie in [[control theory]]. Although fast sweeping methods have existed in control theory, it was first proposed for Eikonal equations<ref>{{Cite journal|last=Zhao|first=Hongkai|date=2005-01-01|title=A fast sweeping method for Eikonal equations|url=http://www.ams.org/mcom/2005-74-250/S0025-5718-04-01678-3/|journal=Mathematics of Computation|volume=74|issue=250|pages=603–627|doi=10.1090/S0025-5718-04-01678-3|issn=0025-5718}}</ref> by Hongkai Zhao, an applied mathematician at the [[University of California, Irvine]].
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[[Category:Numerical differential equations]]
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