Computers and Mathematics with Applications 158 (2024) 244–258

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Computers and Mathematics with Applications

journal homepage: www.elsevier.com/locate/camwa

Efficient numerical methods for models of evolving interfaces enhanced

with a small curvature term ✩
Katarína Lacková ∗ , Peter Frolkovič

A R T I C L E I N F O A B S T R A C T

Keywords: The aim of this paper is to propose an Eulerian type of numerical finite difference approximation on structured
Upwind numerical approximation grids for an advection dominated level set equation enhanced with a small curvature term. The proposed
Mean curvature numerical scheme is based on upwind discretization in both the advection and the curvature term. This class
Eikonal equation
of approximations is used in algebraic solvers, such as fast sweeping or fast marching methods, which respect
the causality of solutions for which any information is propagating along characteristics, in order to solve the
algebraic system in a finite number of computationally simple iterations or updates. An implicit numerical
scheme for a time relaxed level set equation with non-zero right-hand side is used in this paper and solved by a
nonlinear fast sweeping method. The results of the von Neumann stability analysis of the proposed scheme are
presented, and numerical examples are used to verify the analysis.

1. Introduction

Level set methods are very useful tools for describing the evolution of curves and surfaces that is exploited in many research areas and engineering
applications if they are based on numerical solutions of partial differential equations. One can find several examples of applications mentioned in
classical monographs and review papers [29,26,16]. As the evolution of the interface is captured in an implicit way without a reconstruction of its
position, the level set methods can be used with numerical methods on, e.g., fixed and structured grids and do not require any special treatment
when dealing with topological changes.
A general form of level set equation can describe the evolution of level sets in their normal direction by prescribing the speed directly, depending
on some externally given velocity field, and/or on mean curvature [29]. A representative form of such a nonlinear level set equation is given by

∇𝜓
𝜕𝑡 𝜓 + 𝑠|∇𝜓| = 0 , 𝑠 = 𝑎 + 𝑣⃗ ⋅ − 𝜖𝜅 , 𝜓(𝑥, 0) = 𝜓 0 (𝑥) . (1)
|∇𝜓|
Here, the unknown level set function 𝜓 = 𝜓(𝑥, 𝑡) describes the evolution of the dynamic interface in an implicit way by its zero level set at each time
𝑡 ∈ (0, 𝑡𝑓 ) ⊂ 𝑅 in an enclosed domain 𝑥 ∈ 𝐷 ⊂ 𝑅𝑑 (in our study 𝑑 = 2). At 𝑡 = 0 an initial position of the interface is prescribed by a given function
𝜓 0 (𝑥) that is typically chosen as a signed distance function to the initial position of the interface [29,26]. The scalar function 𝑎 = 𝑎(𝑥) describes
directly the speed of the forced motion in the normal direction, while the given external vector field 𝑣⃗ = 𝑣(𝑥)⃗ is considered in (1) as projected in
the normal directions given by the normalized gradient of the solution. Finally, the coefficient 𝜅 denotes the mean curvature of the level sets and is
multiplied by a small parameter 𝜖 . The purpose of this notation is to emphasize that the speed 𝑠 is dominated by the advection terms in our study
with the curvature term being small. Such PDEs are used, for example, in models of wildland fire front propagation [30,5,14,3] or in a segmentation
of surfaces given by point clouds [34,22,11]. Equation (1) is often noted as the forced mean curvature flow; see [20] and the references therein.
It is well-known that if the time dependent level set equation (1) describes the movement of the zero level set moving with a nonzero speed 𝑠
that does not change its sign, then it can be formulated in an equivalent form using a stationary PDE for the first arrival time function 𝑇 = 𝑇 (𝑥) [29]

𝑠|∇𝑇 | = 1 , 𝑇 (𝜸) = 0 , 𝜸 ∈ Γ , (2)

✩
The work was supported by the grant VEGA 1/0314/23 and APVV-19-0460.
* Corresponding author.
E-mail address: katarina.lackova@stuba.sk (K. Lacková).

https://doi.org/10.1016/j.camwa.2024.01.025

Available online 14 February 2024

0898-1221/© 2024 Elsevier Ltd. All rights reserved.
K. Lacková and P. Frolkovič Computers and Mathematics with Applications 158 (2024) 244–258

where Γ ⊂ 𝐷 is the interface given by the zero level set of 𝜓 0 in (1). Here, we consider the interface to be a closed curve, the boundary of a domain
Ω ⊂ 𝐷, that is, Γ = 𝜕Ω. Moreover, for the purpose of this study, we neglect the influence of the external velocity field and consider the dependence
of the speed 𝑠 on the curvature in the form 𝑠 = 𝑎(1 − 𝜖𝜅).
In the case of pure advection in the normal direction with 𝑠 = 𝑎, the stationary PDE (2) represents the eikonal equation with, in general, a variable
right-hand side (the “slowness”) 1∕𝑎. In theory, if the advection is extended with a small curvature term in such a way that the overall nonzero speed
𝑠 = 𝑎(1 − 𝜖𝜅) in (1) does not change its sign, then the eikonal equation (2) can be formally considered for the aforesaid form of the speed 𝑠. Similar
formulations and their numerical solution are of interest in this paper. For instance, when modeling fire propagation, the movement of the front is
governed by prescribing the speed in normal direction depending on several factors (burnability, wind, surface shape, etc.) for which an influence
of the curvature in 𝑠 is considered to add heating and cooling effects [26,3]. If the overall speed remains positive, which can be assumed formally
by considering a proper nonlinear dependence of 𝜖 = 𝜖(𝜅), then the first arrival function 𝑇 gives valuable information for the model considered.
Our aim is to propose an Eulerian type of numerical finite-difference approximation on structured grids for the above-mentioned advection-
dominated level set equations. Inspired by the semi-Lagrangian type of schemes for mean curvature flows [1,12], the diffusion equation [31], and
especially the advection-diffusion equations [9,8], we combine standard upwind finite differences for the advection with less standard upwind finite
differences for the approximation of the curvature term.
In particular, our aim is to propose a relatively simple numerical scheme of upwind type with a fixed narrow stencil for the approximation of the
nonlinear differential operator on the left hand side of (2). Such a scheme can be stable only for sufficiently small values of 𝜖 that can be formulated
in the form of a restriction on the (grid) Peclet number. This non-dimensional number compares the strength of advection and diffusion known for
𝜖
the linear advection-diffusion equations [28]. In this study we prefer to refer to an inverse Peclet number defined by for the speed 𝑠 = 𝑎(1 − 𝜖𝜅)
ℎ
and the discretization step ℎ.
In our study we require that the inverse Peclet number is small enough to use the simplest upwind discretization of the curvature term with
the same discretization step as for the advection. Analogously to the Lagrangian type of schemes [12,1,11], a larger inverse Peclet number (that
is, a larger influence of the curvature) would require a larger stencil for the approximation of the curvature term. We discuss this approach later
in a simple form when the discretization step for the curvature is twice larger than that for the advection. In that case we clearly obtain a less
strict restriction for the inverse Peclet number. Nevertheless, we do not follow here this nontrivial procedure to cover a more general case, and we
concentrate on the numerical schemes when the discretization steps for the advection and curvature are identical. Clearly, the fixed finite difference
stencil approximation of (2) for a fixed value of 𝜖 is possible only for grid refinements up to a fixed maximal level, which must always be chosen in
practice. Moreover, similarly to [11], we note that a stencil that is too wide with a discretization step too large for the discretization of the curvature
might be unpractical for accuracy and computational reasons, when standard numerical discretizations are preferred [29,26].
If 𝑠 = 𝑎, the discrete algebraic systems obtained by a proper upwind discretization of the eikonal equation (2) can be solved efficiently using
algebraic solvers such as fast marching methods [29,2], fast sweeping methods [35,33], or fast iterative methods [21], see also [18,15] for some
comparisons. The main reason for the success of the above-mentioned solvers is that the upwind discretization follows a causality of the exact
solution for which any information is propagating along characteristics. The aforementioned solvers can in theory obtain convergence of numerical
solutions of the resulting algebraic equations in a (small) finite number of computationally simple iterations or updates. Moreover, in each step of
these methods, one has to solve in principle only scalar quadratic algebraic equation for each grid point.
Our main motivation is to propose an analogous type of upwind discretizations also for the case of advection dominated level set equations (2)
that contains a small curvature term. For that purpose, we extend the standard upwind spatial discretization for the advection with a non-standard
upwind type of discretization for the curvature to enable fast solvers of such algebraic systems. Clearly, the resulting algebraic equations now have a
much more complex form than the quadratic equations; therefore, we solve them using fast sweeping method with nonlinear Gauss-Seidel iterations
which require solving of scalar algebraic equations for each unknown of the system that is realized by Newton method. In general, the convergence
of any nonlinear solver is strongly dependent on the initial guess for the iterative process; therefore, we have to embed it into outer iterations if the
appropriate initial guess is not available.
Namely, to approach a solution of the stationary advection-diffusion level set equation (2), we deal here with numerical solutions of the time-
dependent level set equation (1), but with a nonzero right-hand side where the time variable can be interpreted as an artificial relaxation parameter.
We discretize in time using the unconditionally stable implicit Euler method and solve the resulting algebraic system using a fast sweeping method
consisting of nonlinear Gauss-Seidel iterations in four different orderings of unknowns. As our aim is to accurately solve the stationary solution (2),
we use only one fast sweeping iteration for each time step and we enlarge the time step when approaching the stationary solution, therefore we
can solve the problem rather efficiently, especially if the initial condition is not far away from the stationary solution. In fact, at the end of the
relaxation process (or even before) when the numerical solution is close enough to the stationary solution, we can solve the discretized stationary
equation directly using the same fast sweeping method.
The paper is organized as follows. First, we define the mathematical model in Section 2. In Section 2.1 we provide a detailed description of the
proposed numerical approximation and its application to fast sweeping method. This section also offers results of von Neumann stability analysis of
the proposed scheme. Section 6 deals with various numerical experiments and, lastly, Section 7 concludes the paper with a few remarks and possible
future plans.

2. Mathematical model

Suppose that the initial position of the interface is given by a closed curve given as a boundary 𝜕Ω of the domain Ω ⊂ 𝑅2 . The domain can
represent, e.g., the burnt area in the case of a wildland fire. For convenience we introduce the speed of the evolution of the interface in the normal
direction in the form

𝑠 = 𝑎(𝑥)(1 − 𝜖(𝜅)𝜅) (3)

where 𝑎(𝑥) > 0 is a prescribed speed in the normal direction that models some external factors of the evolution (e.g., the burnability in the case of
wildland fire front propagation) and the factor 1 − 𝜖𝜅 shall alter the movement due to the shape (the curvature) of the interface (e.g., the heating
and cooling effects [26,3]). As it is natural that the fire front should not move back to the burnt area, one has to impose the inequality 1 − 𝜖𝜅 > 0
by a proper definition of the coefficient 𝜖 = 𝜖(𝑟), 𝑟 ∈ 𝑅. As the fire front propagation model is used here only for a convenient illustrative purpose,
we do not discuss further details and refer to [3,4] for a discussion of related physical parameters.

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K. Lacková and P. Frolkovič Computers and Mathematics with Applications 158 (2024) 244–258

In our study, we consider the following non-stationary formulation of the level set equation:

𝜕𝑡 𝜙(𝑥, 𝑡) + 𝑎(𝑥) (1 − 𝜖𝜅) |∇𝜙(𝑥, 𝑡)| = 1, 𝑥 ∈ ℝ2 ⧵ Ω, 𝑡 ∈ [0, 𝑇 ] , (4)

with the initial condition 𝜙(𝒙, 0) = 𝜙0 (𝒙).
Here, the time variable is an (artificial) relaxation time for the purpose of obtaining (or estimating) a
stationary equation of (2) with the speed (3). The boundary conditions are given in the form

𝜙(𝜸, 𝑡) = 0 , 𝜸 ∈ 𝜕Ω , 𝑡 > 0 . (5)

⃗ = ∇𝜙 that results in the following relation [26]:

The mean curvature 𝜅 of the interface is defined as the divergence of the normal vector 𝑁
|∇𝜙|
( )
∇𝜙
𝜅 =∇⋅ , (6)
|∇𝜙|
that can be expressed by
( )
𝜅 = 𝜕𝑥2 𝜙 𝜕𝑦𝑦 𝜙 − 2𝜕𝑥 𝜙 𝜕𝑦 𝜙 𝜕𝑥𝑦 𝜙 + 𝜕𝑦2 𝜙 𝜕𝑥𝑥 𝜙 ∕|∇𝜙|3 . (7)

To use (6) or (7), one has to suppose that |∇𝜙| ≠ 0 or to use some regularization of this term, e.g. the Evans-Spruck method [13].
We note that formally, the numerical methods presented in the next sections can also be used for the level set equation (1) that we do not discuss
here. Moreover, as we show later, if the time relaxed equation (4) delivers for some 𝑡 > 0 a good estimate of the solution for the stationary equation
(2), we solve the stationary problem (2) directly.

2.1. Numerical discretization

[ ] [ ]
Throughout this article, we will work on a simple Cartesian grid in a square computational domain 𝐷 = 𝑥𝐿 , 𝑥𝑅 × 𝑦𝐿 , 𝑦𝑅 . We will denote by
𝑁 the number of grid points on each axis; therefore, the spatial discretization step in our mesh is ℎ = (𝑥𝑅 − 𝑥𝐿 )∕(𝑁 − 1) = (𝑦𝑅 − 𝑦𝐿 )∕(𝑁 − 1). The
resulting discretized computational domain will then consist of 𝑁 2 points denoted (𝑥𝑖 , 𝑦𝑗 ) for 𝑖, 𝑗 ∈ {0, 1, … , 𝑁 − 1}. Consequently, the numerical
solution and its derivatives will carry the indices 𝑖 and 𝑗 in the following manner 𝜙𝑛𝑖,𝑗 ≈ 𝜙(𝑥𝑖 , 𝑦𝑗 , 𝑡𝑛 ), where an analogous discretization of the time
variable with a time step 𝜏 and 𝑛 = 0, 1, … is used.
Note that when solving the problem (4), we are interested in the numerical solution only at the nodes of the grid (𝑥𝑖 , 𝑦𝑗 ) ∈ 𝐷 ⧵ Ω.

3. Fast sweeping method

In the following section, we will provide a detailed description of the novel upwind numerical approximation of equation (4) that can be used to
harness the efficiency of numerical methods such as the fast sweeping method. We choose this particular solver just to provide a proof of concept,
but a similar approach can be used with other efficient solvers like the fast marching method [29,2] or the fast iterative methods [21]. These
numerical methods are based on the idea that the information required to generate a solution propagates along the characteristics.
The fast sweeping method [35] is based on nonlinear Gauss-Seidel iterations with alternating ordering of unknowns. Such iterative solvers are
also used for more general nonlinear Hamilton-Jacobi equations [33] or for nonlinear hyperbolic systems [25]. We will use an analogous idea to
iteratively solve the discretized equation (4) that is discretized in time by the implicit (backward) Euler time discretization.

𝑘+1,𝑛+1
𝜙𝑖,𝑗 = 𝜙𝑛𝑖,𝑗 + 𝜏 𝐿(𝜙𝑘+1,𝑛+1
𝑖,𝑗
∗,𝑛+1 ∗,𝑛+1 ∗,𝑛+1 ∗,𝑛+1 ∗,𝑛+1
, 𝜙𝑖±2,𝑗 , 𝜙𝑖,𝑗±2 , 𝜙𝑖±1,𝑗 , 𝜙𝑖,𝑗±1 , 𝜙𝑖±2,𝑗±2 , 𝜙∗,𝑛+1
𝑖±1,𝑗±1
), (8)

where 𝐿 is obtained by a space discretization of the right-hand side of the equation (4) at (𝑥𝑖 , 𝑦𝑗 , 𝑡𝑛+1 ),

𝜕𝑡 𝜙𝑖,𝑗 = 1 − 𝑎𝑖,𝑗 (1 − 𝜖𝜅𝑖,𝑗 )|∇𝜙𝑖,𝑗 |. (9)

The index 𝑘 denotes the iteration to which the value of the numerical solution belongs with the convention that the numerical values with the index
𝑘 are available from the previous iteration or from the initial guess (if 𝑘 = 0, typically 𝜙0,𝑛+1
𝑖,𝑗 = 𝜙𝑛𝑖,𝑗 ), and the values with the index 𝑘 + 1 are to be
found. As the order of updates in Gauss-Seidel iterations is not fixed, the symbol ∗ in (8) denotes the index 𝑘 for the numerical values that have not
been updated in the current nonlinear Gauss-Seidel iteration, and, ∗= 𝑘 + 1 if the numerical values have already been updated [32]. The resulting
system of equations (8) consists of scalar nonlinear equations with unknown values 𝜙𝑘+1,𝑛+1
𝑖,𝑗 . Each of these individual nonlinear equations can be
solved with iterative solvers that is, in our case, Newton’s method.
Concerning the fast sweep iterations, each iteration consists of 4 nonlinear Gauss-Seidel iterations in the following order:

• 𝑖=1∶𝑁 ; 𝑗 =1∶𝑁
• 𝑖=𝑁 ∶1; 𝑗=1∶𝑁
• 𝑖=1∶𝑁 ; 𝑗=𝑁 ∶1
• 𝑖=𝑁 ∶1; 𝑗=𝑁 ∶1

Remark 1. As mentioned above, the discrete equations (8) are considered only for the nodes of the grid at 𝐷 ⧵ Ω. Concerning the boundary
conditions, we use the fact that the computational grid is available also for the subdomain Ω ⊂ 𝐷, so we can use the discrete equations (8) also
in the nodes next to the inner boundary 𝜕Ω which have neighbors in Ω. Consequently, we can apply an approach as used in several papers
[2,6,17,18,35] that the values of the numerical solution in the grid nodes next to the boundary (in our case inside of Ω) are initialized and fixed,
e.g., using an exact solution. Concerning the treatment of grid nodes at the boundary 𝜕𝐷, we simply use a linear extrapolation to define the “ghost”
values outside of 𝐷.

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K. Lacková and P. Frolkovič Computers and Mathematics with Applications 158 (2024) 244–258

Remark 2. When approximating the curvature term in (4), we follow the arguments presented in [26] that any numerical approximation of the
curvature must be bounded by the inverse of the smallest grid step. On that account we obtain, in the case of the uniform grid, the following
1 1
− ≤ 𝜅𝑖𝑗 ≤ . (10)
ℎ ℎ
Consequently, we replace the numerical approximation of (4) 𝜕𝑡 𝜙𝑖,𝑗 + 𝑎𝑖,𝑗 (1 − 𝜖𝜅𝑖,𝑗 )|∇𝜙𝑖,𝑗 | = 1 with the following.
( { { } })
1 1
𝜕𝑡 𝜙𝑖,𝑗 + 𝑎𝑖,𝑗 1 − 𝜖 min max − , 𝜅𝑖,𝑗 , |∇𝜙𝑖,𝑗 | = 1. (11)
ℎ ℎ
As mentioned in Introduction, the formulation (11) corresponds to a particular nonlinear dependency of 𝜖 on 𝜅 .

The following section of this chapter describes in detail the strategy of choosing the appropriate finite differences in order to obtain an upwind
numerical scheme for both the curvature and the advective term.

4. Upwind numerical scheme

As explained in the previous Section, to efficiently solve equation (4) using the fast sweeping method, we need to know the direction of the
characteristics determined by the advection, which in the case of equation (4) is equivalent to the gradient direction. Since our objective is to use
implicit time discretizations using the unknown numerical gradient at the time 𝑡𝑛+1 , we need to estimate it in an iterative manner. We choose the
Rouy-Tourin scheme [26,2] to define the numerical gradient as follows:
( )
∇𝜙𝑘,𝑛+1
𝑖,𝑗 = 𝜕𝑥 𝜙𝑘,𝑛+1
𝑖,𝑗 , 𝜕𝑦 𝜙𝑘,𝑛+1
𝑖,𝑗 , (12)

where 𝑘 is the index of the fast sweeping iteration, and

( )
𝜕𝑥 𝜙𝑘,𝑛+1
𝑖,𝑗 = arg max −𝛿𝑥+ 𝜙𝑘,𝑛+1
𝑖,𝑗 , 𝛿𝑥− 𝜙𝑘,𝑛+1
𝑖,𝑗 ,0 ,
𝛿𝑥+ 𝜙𝑘,𝑛+1 ,𝛿𝑥− 𝜙𝑘,𝑛+1
𝑖,𝑗 𝑖,𝑗 ( ) (13)
𝜕𝑦 𝜙𝑘,𝑛+1
𝑖,𝑗 = arg max −𝛿𝑦+ 𝜙𝑘,𝑛+1
𝑖,𝑗 , 𝛿𝑦− 𝜙𝑘,𝑛+1
𝑖,𝑗 ,0 ,
𝛿𝑦+ 𝜙𝑘,𝑛+1
𝑖,𝑗
,𝛿𝑦− 𝜙𝑘,𝑛+1
𝑖,𝑗

where we use the standard forward and backward finite differences: 𝛿𝑥+ 𝜙𝑘,𝑛+1
𝑖,𝑗 ∶= (𝜙𝑘,𝑛+1
𝑖+1,𝑗
− 𝜙𝑘,𝑛+1
𝑖,𝑗 )∕ℎ, 𝛿𝑥− 𝜙𝑘,𝑛+1
𝑖,𝑗 ∶= (𝜙𝑘,𝑛+1
𝑖,𝑗 − 𝜙𝑘,𝑛+1
𝑖−1,𝑗
)∕ℎ, 𝛿𝑦+ 𝜙𝑘,𝑛+1
𝑖,𝑗 ∶=
(𝜙𝑘,𝑛+1
𝑖,𝑗+1
− 𝜙𝑘,𝑛+1
𝑖,𝑗 )∕ℎ and 𝛿𝑦− 𝜙𝑘,𝑛+1
𝑖,𝑗 ∶= (𝜙𝑘,𝑛+1
𝑖,𝑗 − 𝜙𝑘,𝑛+1
𝑖,𝑗−1
)∕ℎ. With (12) we can introduce a new deciding parameter 𝜃 , defined as the angle between the
numerical gradient ∇𝜙𝑘,𝑛+1
𝑖,𝑗 and the 𝑥-axis.

⎧ 𝜕𝑥 𝜙𝑘,𝑛+1
𝑖,𝑗
⎪ arccos , 𝜕𝑦 𝜙𝑘,𝑛+1
𝑖,𝑗 ≥0
⎪ |∇𝜙𝑘,𝑛+1
𝑖,𝑗 |
𝜃=⎨ (14)
⎪ 𝜕𝑥 𝜙𝑘,𝑛+1
𝑖,𝑗
⎪ 2𝜋 − arccos , 𝜕𝑦 𝜙𝑘,𝑛+1
𝑖,𝑗 <0
⎩ |∇𝜙𝑘,𝑛+1
𝑖,𝑗 |
Note that the parameter 𝜃 is defined with respect to the approximation at point (𝑥𝑖 , 𝑦𝑗 ) and, therefore, should be indexed as 𝜃𝑖,𝑗 . We will omit the
indices for brevity.
The parameter 𝜃 is necessary to select the appropriate finite difference for the numerical approximation in the fast sweeping method. Typically,
there are 4 different numerical stencils available in the case of a 2D upwind scheme for advection on a rectangular grid that come directly from
(13). Having defined the parameter 𝜃 , we can easily increase the number of stencils to the extent that we need. To enhance stability properties of
the resulting numerical scheme when choosing appropriate upwind stencils, we follow the approach of, for example, [17,2,10,27] also considering
the finite differences computed in diagonal directions. Therefore, we also define the forward and backward differences in a locally rotated Cartesian
coordinate system by 45◦ . We will denote the variables by 𝜉, 𝜂 when referencing functions and derivatives in the locally rotated coordinate system.
The resulting scheme for (4) would have one of the two following forms, depending on the orientation of the gradient ∇𝜙𝑘,𝑛+1𝑖,𝑗 ,

⎛ ⎛ 𝜅 𝜅 𝜅 𝜅 ⎞⎞
⎜ (𝜕𝜉 𝜙𝑖,𝑗 ) 𝜕𝜂𝜂 𝜙𝑖,𝑗 − 2𝜕𝜉 𝜙𝑖,𝑗 𝜕𝜂 𝜙𝑖,𝑗 𝜕𝜉𝜂 𝜙𝑖,𝑗 + (𝜕𝜂 𝜙𝑖,𝑗 ) 𝜕𝜉𝜉 𝜙𝑖,𝑗 ⎟⎟
2 2
⎜
𝜕𝑡 𝜙𝑖,𝑗 + 𝑎𝑖,𝑗 ⎜1 − 𝜖 ⎜ √ ⎟⎟
⎜ ⎜ ( (𝜕𝜉𝜅 𝜙𝑖,𝑗 )2 + (𝜕𝜂𝜅 𝜙𝑖,𝑗 )2 )3 ⎟⎟
⎝ ⎝ ⎠⎠ (15)
√
(𝜕𝑥 𝜙𝑖,𝑗 ) + (𝜕𝑦 𝜙𝑖,𝑗 ) = 1
2 2

and

⎛ ⎛ 𝜅 𝜅 𝜅 𝜅 ⎞⎞
⎜ (𝜕𝑥 𝜙𝑖,𝑗 ) 𝜕𝑦𝑦 𝜙𝑖,𝑗 − 2𝜕𝑥 𝜙𝑖,𝑗 𝜕𝑦 𝜙𝑖,𝑗 𝜕𝑥𝑦 𝜙𝑖,𝑗 + (𝜕𝑦 𝜙𝑖,𝑗 ) 𝜕𝑥𝑥 𝜙𝑖,𝑗 ⎟⎟
2 2
⎜
𝜕𝑡 𝜙𝑖,𝑗 + 𝑎𝑖,𝑗 ⎜1 − 𝜖 ⎜ √ ⎟⎟
⎜ ⎜ ( (𝜕𝑥𝜅 𝜙𝑖,𝑗 )2 + (𝜕𝑦𝜅 𝜙𝑖,𝑗 )2 )3 ⎟⎟
⎝ ⎝ ⎠⎠ (16)
√
(𝜕𝜉 𝜙𝑖,𝑗 )2 + (𝜕𝜂 𝜙𝑖,𝑗 )2 = 1

247
K. Lacková and P. Frolkovič Computers and Mathematics with Applications 158 (2024) 244–258

Table 1
The eight possible second-order accurate finite difference
schemes for the advection approximation based on the
parameter 𝜃 in (14), where each operator is defined in
(17) - (19).

𝜃 𝜕𝑥 𝜙𝑖,𝑗 𝜕𝑦 𝜙𝑖,𝑗 𝜕𝜉 𝜙𝑖,𝑗 𝜕𝜂 𝜙𝑖,𝑗

−22.5◦ < 𝜃 ≤ 22.5◦ - - 𝛿̂𝜉− 𝜙𝑖,𝑗 𝛿̂𝜂+ 𝜙𝑖,𝑗
22.5◦ < 𝜃 ≤ 67.5◦ 𝛿̂𝑥− 𝜙𝑖,𝑗 𝛿̂𝑦− 𝜙𝑖,𝑗 - -
67.5◦ < 𝜃 ≤ 112.5◦ - - 𝛿̂𝜉− 𝜙𝑖,𝑗 𝛿̂𝜂− 𝜙𝑖,𝑗
112.5◦ < 𝜃 ≤ 157.5◦ 𝛿̂𝑥+ 𝜙𝑖,𝑗 𝛿̂𝑦− 𝜙𝑖,𝑗 - -
157.5◦ < 𝜃 ≤ 202.5◦ - - 𝛿̂𝜉+ 𝜙𝑖,𝑗 𝛿̂𝜂− 𝜙𝑖,𝑗
202.5◦ < 𝜃 ≤ 247.5◦ 𝛿̂𝑥+ 𝜙𝑖,𝑗 𝛿̂𝑦+ 𝜙𝑖,𝑗 - -
247.5◦ < 𝜃 ≤ 292.5◦ - - 𝛿̂𝜉+ 𝜙𝑖,𝑗 𝛿̂𝜂+ 𝜙𝑖,𝑗
292.5◦ < 𝜃 ≤ 337.5◦ 𝛿̂𝑥− 𝜙𝑖,𝑗 𝛿̂𝑦+ 𝜙𝑖,𝑗 - -

Table 2
The eight possible upwind second-order finite difference schemes in the curvature
approximation based on the parameter 𝜃 in (14), where each operator is defined
in (20) - (25).

𝜃 𝜕𝑥𝑥 𝜙𝑖,𝑗 𝜕𝑦𝑦 𝜙𝑖,𝑗 𝜕𝑥𝑦 𝜙𝑖,𝑗 𝜕𝜉𝜉 𝜙𝑖,𝑗 𝜕𝜂𝜂 𝜙𝑖,𝑗 𝜕𝜉𝜂 𝜙𝑖,𝑗
−22.5◦ < 𝜃 ≤ 22.5◦ 𝛿𝑥𝑥
2− 𝜙
𝑖,𝑗 𝛿𝑦𝑦
2← 𝜙
𝑖,𝑗 𝛿𝑥𝑦
2← 𝜙
𝑖,𝑗 - - -
22.5◦ < 𝜃 ≤ 67.5◦ - - - 𝛿𝜉𝜉
2−
𝜙𝑖,𝑗 𝛿𝜂𝜂
2← 𝜙
𝑖,𝑗 𝛿𝜉𝜂
2←
𝜙𝑖,𝑗
67.5◦ < 𝜃 ≤ 112.5◦ 𝛿𝑥𝑥
2↓ 𝜙
𝑖,𝑗 𝛿𝑦𝑦
2− 𝜙
𝑖,𝑗 𝛿𝑥𝑦
2↓ 𝜙
𝑖,𝑗 - - -
112.5◦ < 𝜃 ≤ 157.5◦ - - - 2↓
𝛿𝜉𝜉 𝜙𝑖,𝑗 𝛿𝜂𝜂
2−
𝜙𝑖,𝑗 2↓
𝛿𝜉𝜂 𝜙𝑖,𝑗
157.5◦ < 𝜃 ≤ 202.5◦ 𝛿𝑥𝑥
2+ 𝜙
𝑖,𝑗 𝛿𝑦𝑦
2→ 𝜙
𝑖,𝑗 𝛿𝑥𝑦
2→ 𝜙
𝑖,𝑗 - - -
202.5◦ < 𝜃 ≤ 247.5◦ - - - 𝛿𝜉𝜉
2+
𝜙𝑖,𝑗 𝛿𝜂𝜂
2→ 𝜙
𝑖,𝑗 𝛿𝜉𝜂
2→
𝜙𝑖,𝑗
247.5◦ < 𝜃 ≤ 292.5◦ 𝛿𝑥𝑥
2↑ 𝜙
𝑖,𝑗 𝛿𝑦𝑦
2+ 𝜙
𝑖,𝑗 𝛿𝑥𝑦
2↑ 𝜙
𝑖,𝑗 - - -
292.5◦ < 𝜃 ≤ 337.5◦ - - - 2↑
𝛿𝜉𝜉 𝜙𝑖,𝑗 𝛿𝜂𝜂
2+
𝜙𝑖,𝑗 2↑
𝛿𝜉𝜂 𝜙𝑖,𝑗

Table 3
The eight possible finite difference schemes for the ap-
proximation of the first-order partial derivatives in the
curvature term based on the parameter 𝜃 in (14), where
each operator is defined in (26) - (29).

𝜃 𝜕𝑥𝜅 𝜙𝑖,𝑗 𝜕𝑦𝜅 𝜙𝑖,𝑗 𝜕𝜉𝜅 𝜙𝑖,𝑗 𝜕𝜂𝜅 𝜙𝑖,𝑗

−22.5◦ <𝜃 ≤ 22.5◦ 𝛿̃𝑥− 𝜙𝑖,𝑗 𝛿̃𝑦← 𝜙𝑖,𝑗 - -

22.5◦ < 𝜃 ≤ 67.5◦ - - 𝛿̃𝜉− 𝜙𝑖,𝑗 𝛿̃𝜂← 𝜙𝑖,𝑗
67.5◦ < 𝜃 ≤ 112.5◦ 𝛿̃𝑥↓ 𝜙𝑖,𝑗 𝛿̃𝑦− 𝜙𝑖,𝑗 - -
112.5◦ < 𝜃 ≤ 157.5◦ - - 𝛿̃𝜉↓ 𝜙𝑖,𝑗 𝛿̃𝜂− 𝜙𝑖,𝑗
157.5◦ < 𝜃 ≤ 202.5◦ 𝛿̃𝑥+ 𝜙𝑖,𝑗 𝛿̃𝑦→ 𝜙𝑖,𝑗 - -
202.5◦ < 𝜃 ≤ 247.5◦ - - 𝛿̃𝜉+ 𝜙𝑖,𝑗 𝛿̃𝜂→ 𝜙𝑖,𝑗
247.5◦ < 𝜃 ≤ 292.5◦ 𝛿̃𝑥↑ 𝜙𝑖,𝑗 𝛿̃𝑦+ 𝜙𝑖,𝑗 - -
292.5◦ < 𝜃 ≤ 337.5◦ - - 𝛿̃𝜉↑ 𝜙𝑖,𝑗 𝛿̃𝜂+ 𝜙𝑖,𝑗

The partial derivatives 𝜕𝑥 𝜙𝑖,𝑗 , 𝜕𝑦 𝜙𝑖,𝑗 , 𝜕𝜉 𝜙𝑖,𝑗 , 𝜕𝜂 𝜙𝑖,𝑗 in the advective term are approximated according to Table 1, and 𝜕𝑥𝑥 𝜙𝑖,𝑗 , 𝜕𝑦𝑦 𝜙𝑖,𝑗 , 𝜕𝑥𝑦 𝜙𝑖,𝑗 ,
𝜕𝜉𝜉 𝜙𝑖,𝑗 , 𝜕𝜂𝜂 𝜙𝑖,𝑗 and 𝜕𝜉𝜂 𝜙𝑖,𝑗 in the curvature term (7), are approximated according to Table 2. The first-order partial derivatives 𝜕𝑥 𝜙𝜅𝑖,𝑗 , 𝜕𝑦 𝜙𝜅𝑖,𝑗 , 𝜕𝜉 𝜙𝜅𝑖,𝑗
and 𝜕𝜂 𝜙𝜅𝑖,𝑗 in the curvature term (7) are approximated according to Table 3. A visual representation of two representative stencils can be found in
Fig. 1 for better understanding.
In the following part of the section, we define the notation for all finite differences defined in Tables 1 - 3 depending on the value of 𝜃 . Note that
we consider that 𝑡 is fixed at the value 𝑡𝑛+1 that we do not emphasize in the notation.
Firstly, to approximate the spatial derivatives for the advection term in (4), we use the second-order accurate upwind finite differences, as the
first-order upwind scheme for the advection is connected with an artificial numerical diffusion [24] that we want to avoid in our scheme to have
only diffusive term according to the approximation of mean curvature flow.

−𝜙𝑖+2,𝑗 + 4𝜙𝑖+1,𝑗 − 3𝜙𝑖,𝑗

𝛿̂𝑥+ 𝜙𝑖,𝑗 ≡ (17a)
2ℎ
3𝜙𝑖,𝑗 − 4𝜙𝑖−1,𝑗 + 𝜙𝑖−2,𝑗
𝛿̂𝑥− 𝜙𝑖,𝑗 ≡ (17b)
2ℎ
−𝜙𝑖,𝑗+2 + 4𝜙𝑖,𝑗+1 − 3𝜙𝑖,𝑗
𝛿̂𝑦+ 𝜙𝑖,𝑗 ≡ (17c)
2ℎ
3𝜙𝑖,𝑗 − 4𝜙𝑖,𝑗−1 + 𝜙𝑖,𝑗−2
𝛿̂𝑦− 𝜙𝑖,𝑗 ≡ (17d)
2ℎ

248
K. Lacková and P. Frolkovič Computers and Mathematics with Applications 158 (2024) 244–258

Fig. 1. Local stencils for the approximation of the advective term and the second-order derivatives for different values 𝜃 .

𝜙𝑖+1,𝑗+1 − 𝜙𝑖,𝑗 −𝜙𝑖+2,𝑗+2 + 4𝜙𝑖+1,𝑗+1 − 3𝜙𝑖,𝑗

𝛿𝜉+ 𝜙𝑖,𝑗 ≡ √ (18a) 𝛿̂𝜉+ 𝜙𝑖,𝑗 ≡ √ (19a)
2ℎ 2 2ℎ
𝜙𝑖,𝑗 − 𝜙𝑖−1,𝑗−1 3𝜙𝑖,𝑗 − 4𝜙𝑖−1,𝑗−1 + 𝜙𝑖−2,𝑗−2
𝛿𝜉− 𝜙𝑖,𝑗 ≡ √ (18b) 𝛿̂𝜉− 𝜙𝑖,𝑗 ≡ √ (19b)
2ℎ 2 2ℎ
𝜙𝑖−1,𝑗+1 − 𝜙𝑖,𝑗
𝛿𝜂+ 𝜙𝑖,𝑗 ≡ √ (18c) −𝜙𝑖−2,𝑗+2 + 4𝜙𝑖−1,𝑗+1 − 3𝜙𝑖,𝑗
2ℎ 𝛿̂𝜂+ 𝜙𝑖,𝑗 ≡ √ (19c)
𝜙𝑖,𝑗 − 𝜙𝑖+1,𝑗−1 2 2ℎ
𝛿𝜂− 𝜙𝑖,𝑗 ≡ √ (18d)
3𝜙𝑖,𝑗 − 4𝜙𝑖+1,𝑗−1 + 𝜙𝑖+2,𝑗−2
2ℎ 𝛿̂𝜂− 𝜙𝑖,𝑗 ≡ √ (19d)
2 2ℎ

Secondly, when 𝜖 > 0 in (4), the first- and second-order derivatives in the definition of mean curvature (6) also need to be approximated. For
this purpose, we define the following set of finite differences that are necessary to derive the final numerical scheme for the approximation of the
equation (4).
4𝜙𝑖,𝑗 − 4𝜙𝑖+1,𝑗+1 − 4𝜙𝑖+1,𝑗−1 + 𝜙𝑖+2,𝑗+2 + 𝜙𝑖+2,𝑗−2 + 2𝜙𝑖+2,𝑗
𝛿𝑥𝑥
2+
𝜙𝑖,𝑗 ≡ (20a)
4ℎ2
4𝜙𝑖,𝑗 − 4𝜙𝑖−1,𝑗−1 − 4𝜙𝑖−1,𝑗+1 + 𝜙𝑖−2,𝑗−2 + 𝜙𝑖−2,𝑗+2 + 2𝜙𝑖−2,𝑗
𝛿𝑥𝑥
2−
𝜙𝑖,𝑗 ≡ (20b)
4ℎ2
𝜙𝑖−2,𝑗−2 − 2𝜙𝑖,𝑗−2 + 𝜙𝑖+2,𝑗−2
𝛿𝑥𝑥
2↓
𝜙𝑖,𝑗 ≡ (20c)
4ℎ2
𝜙𝑖−2,𝑗+2 − 2𝜙𝑖,𝑗+2 + 𝜙𝑖+2,𝑗+2
𝛿𝑥𝑥
2↑
𝜙𝑖,𝑗 ≡ (20d)
4ℎ2

4𝜙𝑖,𝑗 − 4𝜙𝑖−1,𝑗+1 − 4𝜙𝑖+1,𝑗+1 + 𝜙𝑖−2,𝑗+2 + 𝜙𝑖+2,𝑗+2 + 2𝜙𝑖,𝑗+2

𝛿𝑦𝑦
2+
𝜙𝑖,𝑗 ≡ (21a)
4ℎ2
4𝜙𝑖,𝑗 − 4𝜙𝑖−1,𝑗−1 − 4𝜙𝑖+1,𝑗−1 + 𝜙𝑖−2,𝑗−2 + 𝜙𝑖+2,𝑗−2 + 2𝜙𝑖,𝑗−2
𝛿𝑦𝑦
2−
𝜙𝑖,𝑗 ≡ (21b)
4ℎ2
𝜙𝑖−2,𝑗+2 − 2𝜙𝑖−2,𝑗 + 𝜙𝑖−2,𝑗−2
𝛿𝑦𝑦
2←
𝜙𝑖,𝑗 ≡ (21c)
4ℎ2
𝜙𝑖+2,𝑗+2 − 2𝜙𝑖+2,𝑗 + 𝜙𝑖+2,𝑗−2
𝛿𝑦𝑦
2→
𝜙𝑖,𝑗 ≡ (21d)
4ℎ2

𝜙𝑖−2,𝑗−2 − 𝜙𝑖−2,𝑗+2 − 2𝜙𝑖−1,𝑗−1 + 2𝜙𝑖−1,𝑗+1

𝛿𝑥𝑦
2←
𝜙𝑖,𝑗 ≡ (22a)
4ℎ2
−𝜙𝑖+2,𝑗+2 + 𝜙𝑖+2,𝑗−2 + 2𝜙𝑖+1,𝑗+1 − 2𝜙𝑖+1,𝑗−1
𝛿𝑥𝑦
2→
𝜙𝑖,𝑗 ≡ (22b)
4ℎ2
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𝜙𝑖−2,𝑗−2 − 𝜙𝑖+2,𝑗−2 − 2𝜙𝑖−1,𝑗−1 + 2𝜙𝑖+1,𝑗−1

𝛿𝑥𝑦
2↓
𝜙𝑖,𝑗 ≡ (22c)
4ℎ2
−𝜙𝑖+2,𝑗+2 + 𝜙𝑖−2,𝑗+2 + 2𝜙𝑖+1,𝑗+1 − 2𝜙𝑖−1,𝑗+1
𝛿𝑥𝑦
2↑
𝜙𝑖,𝑗 ≡ (22d)
4ℎ2
4𝜙𝑖,𝑗 − 4𝜙𝑖+1,𝑗 − 4𝜙𝑖,𝑗+1 + 𝜙𝑖+2,𝑗 + 𝜙𝑖,𝑗+2 + 2𝜙𝑖+1,𝑗+1
𝛿𝜉𝜉
2+
𝜙𝑖,𝑗 ≡ (23a)
2ℎ2
4𝜙𝑖,𝑗 − 4𝜙𝑖−1,𝑗 − 4𝜙𝑖,𝑗−1 + 𝜙𝑖−2,𝑗 + 𝜙𝑖,𝑗−2 + 2𝜙𝑖−1,𝑗−1
𝛿𝜉𝜉
2−
𝜙𝑖,𝑗 ≡ (23b)
2ℎ2
2↓
𝜙𝑖,𝑗−2 − 2𝜙𝑖+1,𝑗−1 + 𝜙𝑖+2,𝑗
𝛿𝜉𝜉 𝜙𝑖,𝑗 ≡ (23c)
2ℎ2
2↑
𝜙𝑖−2,𝑗 − 2𝜙𝑖−1,𝑗+1 + 𝜙𝑖,𝑗+2
𝛿𝜉𝜉 𝜙𝑖,𝑗 ≡ (23d)
2ℎ2
4𝜙𝑖,𝑗 − 4𝜙𝑖−1,𝑗 − 4𝜙𝑖,𝑗+1 + 𝜙𝑖−2,𝑗 + 𝜙𝑖,𝑗+2 + 2𝜙𝑖−1,𝑗+1
𝛿𝜂𝜂
2+
𝜙𝑖,𝑗 ≡ (24a)
2ℎ2
4𝜙𝑖,𝑗 − 4𝜙𝑖,𝑗−1 − 4𝜙𝑖+1,𝑗 + 𝜙𝑖,𝑗−2 + 𝜙𝑖+2,𝑗 + 2𝜙𝑖+1,𝑗−1
𝛿𝜂𝜂
2−
𝜙𝑖,𝑗 ≡ (24b)
2ℎ2
𝜙𝑖−2,𝑗 − 2𝜙𝑖−1,𝑗−1 + 𝜙𝑖,𝑗−2
𝛿𝜂𝜂
2←
𝜙𝑖,𝑗 ≡ (24c)
2ℎ2
𝜙𝑖,𝑗+2 − 2𝜙𝑖+1,𝑗+1 + 𝜙𝑖+2,𝑗
𝛿𝜂𝜂
2→
𝜙𝑖,𝑗 ≡ (24d)
2ℎ2

−𝜙𝑖−2,𝑗 + 𝜙𝑖,𝑗−2 + 2𝜙𝑖−1,𝑗 − 2𝜙𝑖,𝑗−1

𝛿𝜉𝜂
2←
𝜙𝑖,𝑗 ≡ (25a)
2ℎ2
𝜙𝑖+2,𝑗 − 𝜙𝑖,𝑗+2 + 2𝜙𝑖,𝑗+1 − 2𝜙𝑖+1,𝑗
𝛿𝜉𝜂
2→
𝜙𝑖,𝑗 ≡ (25b)
2ℎ2
2↓
𝜙𝑖,𝑗−2 − 𝜙𝑖+2,𝑗 + 2𝜙𝑖+1,𝑗 − 2𝜙𝑖,𝑗−1
𝛿𝜉𝜂 𝜙𝑖,𝑗 ≡ (25c)
2ℎ2
2↑
−𝜙𝑖,𝑗+2 + 𝜙𝑖−2,𝑗 + 2𝜙𝑖,𝑗+1 − 2𝜙𝑖−1,𝑗
𝛿𝜉𝜂 𝜙𝑖,𝑗 ≡ (25d)
2ℎ2
𝜙𝑖+2,𝑗 − 𝜙𝑖,𝑗 𝜙𝑖,𝑗+2 − 𝜙𝑖,𝑗
𝛿̃𝑥+ 𝜙𝑖,𝑗 ≡ (26a) 𝛿̃𝑦+ 𝜙𝑖,𝑗 ≡ (27a)
2ℎ 2ℎ
𝜙𝑖,𝑗 − 𝜙𝑖−2,𝑗
𝛿̃𝑥− 𝜙𝑖,𝑗 ≡ (26b) 𝜙𝑖,𝑗 − 𝜙𝑖,𝑗−2
2ℎ 𝛿̃𝑦− 𝜙𝑖,𝑗 ≡ (27b)
2ℎ
𝜙𝑖+1,𝑗−1 − 𝜙𝑖−1,𝑗−1
𝛿̃𝑥↓ 𝜙𝑖,𝑗 ≡ (26c) 𝜙𝑖−1,𝑗+1 − 𝜙𝑖−1,𝑗−1
2ℎ 𝛿̃𝑦← 𝜙𝑖,𝑗 ≡ (27c)
𝜙𝑖+1,𝑗+1 − 𝜙𝑖−1,𝑗+1 2ℎ
𝛿̃𝑥↑ 𝜙𝑖,𝑗 ≡ (26d)
2ℎ 𝜙𝑖+1,𝑗+1 − 𝜙𝑖+1,𝑗−1
𝛿̃𝑦→ 𝜙𝑖,𝑗 ≡ (27d)
2ℎ
𝜙𝑖+1,𝑗+1 − 𝜙𝑖,𝑗 𝜙𝑖−1,𝑗+1 − 𝜙𝑖,𝑗
𝛿̃𝜉+ 𝜙𝑖,𝑗 ≡ √ (28a) 𝛿̃𝜂+ 𝜙𝑖,𝑗 ≡ √ (29a)
2ℎ 2ℎ
𝜙𝑖,𝑗 − 𝜙𝑖−1,𝑗−1 𝜙𝑖,𝑗 − 𝜙𝑖+1,𝑗−1
𝛿̃𝜉− 𝜙𝑖,𝑗 ≡ √ (28b) 𝛿̃𝜂− 𝜙𝑖,𝑗 ≡ √ (29b)
2ℎ 2ℎ
𝜙𝑖+1,𝑗 − 𝜙𝑖,𝑗−1
𝛿̃𝜉↓ 𝜙𝑖,𝑗 ≡ √ (28c) 𝜙𝑖,𝑗−1 − 𝜙𝑖−1,𝑗
2ℎ 𝛿̃𝜂← 𝜙𝑖,𝑗 ≡ √ (29c)
𝜙𝑖−1,𝑗 − 𝜙𝑖,𝑗+1 2ℎ
𝛿̃𝜉↑ 𝜙𝑖,𝑗 ≡ √ (28d)
𝜙𝑖+1,𝑗 − 𝜙𝑖,𝑗+1
2ℎ 𝛿̃𝜂→ 𝜙𝑖,𝑗 ≡ √ (29d)
2ℎ

The choice of individual finite differences is closely related to the overall properties of the proposed numerical scheme. The crucial part was to
design upwind finite differences for the curvature term, which requires one to approximate the second-order partial differences with nontraditional
finite differences. In order to use as few values as possible when combining the finite differences for the curvature and the advection, we decided to
combine them in the following fashion: advection (rotated grid) - curvature (normal grid) and vice versa. The proposed combination was the result of
a series of trials and will serve as a good reference point for future improvements. Fig. 1 shows two types of proposed stencils.

Remark 3. Finite differences of the type (20a), (20b) and similar were derived using Mathematica software [19] as they were not available in the
literature. Let us show the order of the accuracy of the finite difference (20b) as an example. We have to use the following finite Taylor series
expansions up to the third order (the indices for all derivatives are skipped on the right-hand sides):

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4ℎ2 8ℎ3
𝜙𝑖−2,𝑗 ≈ 𝜙𝑖,𝑗 − 2ℎ𝜙𝑥 + 2
𝜙𝑥𝑥 − 6
𝜙𝑥𝑥𝑥
ℎ2
𝜙𝑦𝑦 + 2𝜙𝑥𝑦 ) − ℎ6 (𝜙𝑥𝑥𝑥 + 3𝜙𝑥𝑥𝑦 + 3𝜙𝑥𝑦𝑦 + 𝜙𝑦𝑦𝑦 )
3
𝜙𝑖−1,𝑗−1 ≈ 𝜙𝑖,𝑗 − ℎ(𝜙𝑥 + 𝜙𝑦 ) + 2
(𝜙 𝑥𝑥 +
𝜙𝑖,𝑗 − ℎ(−𝜙𝑥 + 𝜙𝑦 ) + ℎ2 (𝜙𝑥𝑥 + 𝜙𝑦𝑦 − 2𝜙𝑥𝑦 ) − ℎ6 (−𝜙𝑥𝑥𝑥 + 3𝜙𝑥𝑥𝑦 − 3𝜙𝑥𝑦𝑦 + 𝜙𝑦𝑦𝑦 )
2 3
𝜙𝑖−1,𝑗+1 ≈
2 3
𝜙𝑖−2,𝑗−2 ≈ 𝜙𝑖,𝑗 − 2ℎ(𝜙𝑥 + 𝜙𝑦 ) + 4ℎ2 (𝜙𝑥𝑥 + 𝜙𝑦𝑦 + 2𝜙𝑥𝑦 ) − 8ℎ6 (𝜙𝑥𝑥𝑥 + 3𝜙𝑥𝑥𝑦 + 3𝜙𝑥𝑦𝑦 + 𝜙𝑦𝑦𝑦 )
2 3
𝜙𝑖−2,𝑗+2 ≈ 𝜙𝑖,𝑗 − 2ℎ(−𝜙𝑥 + 𝜙𝑦 ) + 4ℎ2 (𝜙𝑥𝑥 + 𝜙𝑦𝑦 − 2𝜙𝑥𝑦 ) − 8ℎ6 (−𝜙𝑥𝑥𝑥 + 3𝜙𝑥𝑥𝑦 − 3𝜙𝑥𝑦𝑦 + 𝜙𝑦𝑦𝑦 )
When plugged into the expression (20b) and simplified, we obtain

𝛿𝑥𝑥
2−
≈ 𝜙𝑥𝑥 − ℎ(𝜙𝑥𝑥𝑥 + 𝜙𝑥𝑦𝑦 ) ,
so the finite difference is of the first order of convergence. We note that the finite difference (20b) is unique with the chosen stencil of six values.
Similar analysis can be performed on the analogous finite differences mentioned in this paper.

5. Stability of the upwind scheme

In the following section, we present the stability condition of the proposed scheme derived using von Neumann stability analysis. Due to the high
complexity of the formula for the resulting analytical amplification factor [7,2], the analysis was carried out by combining both some analytical and
numerical approaches based on global numerical optimization methods. A detailed description of the individual analysis steps can be found in [23].
Here, we merely summarize the important results of such an analysis.
The basic idea of the von Neumann stability analysis is to decompose the numerical error of the scheme into Fourier series 𝜉𝑘,𝑙 𝑛 = 𝑄𝑛 ei(𝑥𝑘+𝑦𝑙) ,
√
where (𝑥, 𝑦) ∈ [0, 2𝜋] × [0, 2𝜋] and i = −1. For the numerical scheme to be stable, we require that the numerical error does not grow with time;
𝑛
𝜉𝑘,𝑙 𝑄𝑛
therefore, we define an amplification factor 𝐺 = 𝑛−1 = for which we require that |𝐺| ≤ 1. The von Neumann stability analysis was designed to
𝜉𝑘,𝑙 𝑄𝑛−1
analyze the stability of linear equations; therefore, we define a linearization of the equation (1) with the velocity (3). Note that we aim to show that
our proposed schemes are unconditionally stable for the linearized PDE concerning the choice of time step, but only conditionally stable concerning
the strength of advection and diffusion.

5.1. Linearization

The main idea of the linearization is to denote

𝜕𝑥 𝜓 𝜕𝑦 𝜓 𝜕𝜉 𝜓 𝜕𝜂 𝜓
𝑢 ∶= 𝑣 ∶= 𝑢̃ ∶= 𝑣̃ ∶= , (30)
|∇𝜓| |∇𝜓| |∇𝜓| |∇𝜓|
where 𝑢, 𝑣 consist of the partial derivatives on the regular Cartesian grid and 𝑢̃ , 𝑣̃ consist of the partial derivatives on the rotated grid. Clearly,
𝑢2 + 𝑣2 = 1 and 𝑢̃2 + 𝑣̃2 = 1.
We rewrite the term |∇𝜓| in (1) for a function 𝜓 as follows:

|∇𝜓| = 𝑢𝜕𝑥 𝜓 + 𝑣𝜕𝑦 𝜓. (31)

Note, that |∇𝜓| on the rotated grid would have an analogous form. Consequently, the advective term can be formally viewed as a directional
derivative in the direction given by the unit vector (𝑢, 𝑣) or (𝑢,
̃ 𝑣)
̃ . This will be especially useful for the stability analysis of the final scheme.
Additionally, the term 𝜅|∇𝜓| on the standard axes will have the following form:

𝜅|∇𝜓| = 𝑢2 𝜕𝑦𝑦 𝜓 + 𝑣2 𝜕𝑥𝑥 𝜓 − 2𝑢𝑣𝜕𝑥𝑦 𝜓 (32)

and an analogous form on the rotated one.
The final linearized equation (1) for a function 𝜓 would have one of the following forms, depending on 𝜃 from (14),

𝜕𝑡 𝜓 + 𝑎 (𝑢 𝜕𝑥 𝜓 + 𝑣 𝜕𝑦 𝜓) − 𝑎 𝜖 (𝑢̃2 𝜕𝜂𝜂 𝜓 + 𝑣̃2 𝜕𝜉𝜉 𝜓 − 2 𝑢̃ 𝑣𝜕

̃ 𝜉𝜂 𝜓) = 0
(33)
𝜕𝑡 𝜓 + 𝑎 (𝑢̃ 𝜕𝜉 𝜓 + 𝑣̃ 𝜕𝜂 𝜓) − 𝑎 𝜖 (𝑢2 𝜕𝑦𝑦 𝜓 + 𝑣2 𝜕𝑥𝑥 𝜓 − 2 𝑢 𝑣 𝜕𝑥𝑦 𝜓) = 0,
which are linear equations if the functions 𝑢 and 𝑣, respectively 𝑢,
̃ 𝑣̃ , are given.

5.2. Stability of the proposed scheme

In the following text, we concentrate on the stability of the proposed scheme for a specific stencil based on a certain 𝜃 interval. We denote the
Courant number 𝑐 ∶= 𝜏𝑎𝑖,𝑗 ∕ℎ and the inverse Peclet number 𝑒 ∶= 𝜖∕ℎ.
For 𝜃 ∈ [−22.5◦ , 22.5◦ ] the linearized scheme takes the following form:
( )
𝑛+1 𝑛 𝑐 𝑛+1 𝑛+1 𝑛+1 𝑛+1 𝑛+1 𝑛+1
𝜓𝑖,𝑗 = 𝜓𝑖,𝑗 + √ 𝑢(3𝜓 ̃ 𝑖,𝑗 − 4𝜓𝑖−1,𝑗−1 + 𝜓𝑖−2,𝑗−2 ) + 𝑣(−𝜓
̃ 𝑖−2,𝑗+2
+ 4𝜓𝑖−1,𝑗+1 − 3𝜓𝑖,𝑗 )
2 2
(
1 2 𝑛+1 1 𝑛+1 𝑛+1
− 𝑐𝑒 (𝑢 − 2𝑢𝑣 + 𝑣2 )𝜓𝑖−2,𝑗−2 + (−𝑢2 + 𝑣2 )𝜓𝑖−2,𝑗 + (𝑢𝑣 − 𝑣2 )𝜓𝑖−1,𝑗−1 (34)
4 2
)
1 2 𝑛+1 𝑛+1 2 𝑛+1
+ (𝑢 + 2𝑢𝑣 + 𝑣 )𝜓𝑖−2,𝑗+2 − (𝑢𝑣 + 𝑣 )𝜓𝑖−1,𝑗+1 + 𝑣 𝜓𝑖,𝑗
2 2
4

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Fig. 2. Plots of the zero isocontours of a numerical solution in time 0 (dashed line) and 1 (solid line). In Figure (a) the stability condition is maintained throughout
the whole 𝜃 interval 𝜃 ∈ [−22.5◦ , 22.5◦ ], while in Figure (b) oscillations appear near the edges of the 𝜃 interval due to the higher value of 𝑒 = 1.1. Figure (c) was
obtained by extending the stencil according to Remark 4.

The analysis performed (see [23]) led to the following stability condition:
( √ )
2 𝑢 − 1 − 𝑢2
𝑒≤ √ , 𝑢 ∈ [cos(𝜋∕8), 1] (35)
1 + 2𝑢 1 − 𝑢2
We can observe in (35), that the right-hand side of the stability inequality is independent of 𝑐 , and increases as 𝑢 approaches the value 1.
Furthermore, the strictest stability condition for which the scheme (34) is stable if 𝜃 ∈ [−22.5◦ , 22.5◦ ] is 𝑒 ≤ 0.6341. Analogous results are obtained
for the other three variants of the scheme (34) related to (16).

Remark 4. One possible way to further increase the stability of the proposed scheme is by extending the stencil to approximate the curvature as in
[11]. For instance, we can realize it for the partial derivative related to a tangential direction. In particular, for the case of 𝜃 ∈ [−22.5◦ , 22.5◦ ] the
𝑛+1 𝑛+1
partial derivative 𝜕𝑦𝑦 𝜓𝑖,𝑗 and 𝜕𝑦 𝜓𝑖,𝑗 would be approximated as follows:

𝑛+1 𝑛+1 𝑛+1

𝜓𝑖−2,𝑗+4 − 2𝜓𝑖−2,𝑗 + 𝜓𝑖−2,𝑗−4
𝑛+1
𝜕𝑦𝑦 𝜓𝑖,𝑗 ≈
16ℎ2
𝑛+1 𝑛+1
𝜓𝑖−1,𝑗+2 − 𝜓𝑖−1,𝑗−2
𝑛+1
𝜕𝑦 𝜓𝑖,𝑗 ≈
4ℎ
In this case, the stability condition at the edges of the interval 𝜃 ∈ [−22.5◦ , 22.5◦ ] is found by the numerical von Neumann stability analysis to
be approximately 𝑒 ≤ 1.1, see Fig. 2 and the numerical results of the example in Section 6.1 later.
We note that to further increase the stability, the finite difference stencil should be extended not only in the tangential direction, but for all
partial derivatives. We do not aim to provide a general procedure to do so in this study, as this approach to extend the stencil could negatively affect
the overall accuracy and efficiency of the scheme [11]. Therefore, for too large 𝜖 one shall prefer a different type of numerical scheme that does not
require advection-dominated flow.

Remark 5. In order to provide a path to a better understanding of the stability behavior, we directly offer here results of a simple numerical
experiment similar to the one that will be presented later in Section 6.1, see more details there. In the setup of this example, only the numerical
scheme for 𝜃 ∈ [−22.5◦ , 22.5◦ ] is necessary for the numerical approximation of (1). The results of the experiment can be seen in Fig. 2. Once the
stability condition 𝑒 ≤ 0.6341 is violated, numerical oscillations begin to propagate at places, where 𝜃 is close to the values −22.5◦ and 22.5◦ , and 𝑢
is close to 𝜋∕8.

Similarly as in the previous text, we can rewrite the linearized scheme for 𝜃 ∈ [22.5◦ , 67.5◦ ] as follows:
( )
𝑛+1 𝑛 𝑐 𝑛+1 𝑛+1 𝑛+1 𝑛+1 𝑛+1 𝑛+1
𝜓𝑖,𝑗 = 𝜓𝑖,𝑗 + 𝑢(3𝜓𝑖,𝑗 − 4𝜓𝑖−1,𝑗 + 𝜓𝑖−2,𝑗 ) + 𝑣(𝜓𝑖,𝑗−2 − 4𝜓𝑖,𝑗−1 + 3𝜓𝑖,𝑗 )
2
(
𝑐𝑒 𝑛+1 𝑛+1 𝑛+1
− (𝑢̃ 2 + 2𝑢̃ 𝑣̃ + 𝑣̃2 )𝜓𝑖−2,𝑗 − 2(𝑢̃ 2 − 𝑣̃2 )𝜓𝑖−1,𝑗−1 − 4(𝑢̃ 𝑣̃ + 𝑣̃2 )𝜓𝑖−1,𝑗 (36)
2
)
𝑛+1 𝑛+1 𝑛+1
+ (𝑢̃ 2 − 2𝑢̃ 𝑣̃ + 𝑣̃2 )𝜓𝑖,𝑗−2 + 4(𝑢̃ 𝑣̃ − 𝑣̃2 )𝜓𝑖,𝑗−1 + 4𝑣̃2 𝜓𝑖,𝑗

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Fig. 3. Graphs of the 𝛼 function (38) with different values of 𝜎 for 𝜃 ∈ (0◦ , 45◦ ).

Fig. 4. Graphs of the maximal absolute value of the amplification factor 𝐺 in von Neumann analysis with respect to 𝜃 and 𝑒 for interpolated schemes with
interpolation parameter 𝜎 equal 0.01, 4 and 8. The values greater than 1 (black regions) indicate instabilities.

Based on an analogous numerical stability analysis [23], we found that the stability condition for (36) has the following form:
(√ )
1 − 𝑢2
𝑒≤ , 𝑢 ∈ [cos(𝜋∕4), cos(𝜋∕8)] (37)
𝑢2
In this case, the strictest stability condition is 𝑒 ≤ 0.4483.
Finally, we discuss another possible way to improve the stability property of our scheme by interpolating two neighboring stencils. Let us
𝑙𝑒𝑓 𝑡 ̃ ̃ 𝜃 𝑟𝑖𝑔ℎ𝑡 ), where 𝜃̃ = 𝑘 22.5◦ , 𝑘 = 1, 3, 5, ..., 15, and for which we choose
assume that we have two neighboring intervals 𝜃1 ∈ (𝜃1 , 𝜃) and 𝜃2 ∈ (𝜃, 2
discretization stencils 𝑆𝑙 and 𝑆𝑟 according to Tables 1, 2 and 3. We define eight new interpolated stencils 𝑆 = (1 − 𝛼(𝜃)) 𝑆𝑙 + 𝛼(𝜃)𝑆𝑟 in the intervals
𝜃 ∈ (𝜃̃ − 22.5◦ , 𝜃̃ + 22.5◦ ) where

𝜃−𝜃 ̃
⎛ √
𝜎 2
⎞
⎜ ⎟
1⎜ 2
𝑒−𝑡 𝑑𝑡⎟
2
𝛼(𝜃) = 1− √ (38)
2⎜ 𝜋 ∫ ⎟
⎜ 0 ⎟
⎝ ⎠
is a weight function, and 𝜎 is a constant that takes values from the interval 𝜎 ∈ (0, 8], see Fig. 3. The higher the parameter 𝜎 , the smoother the
transition from one stencil to another, which can also negatively affect the efficiency of the fast sweeping method. For this reason, we do not
recommend values of 𝜎 greater than 6.
In both representative cases of the proposed numerical scheme described in this section, we analyzed only the stability of individual stencils
without taking into account any interpolation of two neighboring stencils. Consequently, to analyze the effect of stencil interpolation on stability,
we also performed a numerical von Neumann stability analysis of two interpolated stencils for 𝜃 ∈ [0◦ , 45◦ ]. The analysis was strictly numerical;
hence, it did not yield any analytical stability condition; however, the numerical stability analysis indicates that it improved. The stability condition
in this case also depends on the interpolation parameter 𝜎 in (38). This effect can also be seen in Fig. 4, where the effect of 𝜎 on the overall stability
of the interpolated scheme and later in the numerical experiment 6.2.
Based on the analysis and numerical experiments performed, we recommend 𝜎 ∈ [4, 8] for optimal stability in fast sweeping method.

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Table 4
The results (𝐿2 norm, 𝐿∞ norm, EOC (experimental order of conver-
gence), total number of time steps (𝜏#)) of the experiment 6.1.

𝜖 = 0.075, 𝜎 = 3
𝑁 ℎ 𝜏 𝐿2 norm 𝐸𝑂𝐶𝐿2 𝐿∞ norm 𝐸𝑂𝐶𝐿∞ 𝜏#
21 0.5 2 2.195743 0.079021 20
41 0.25 1 0.294620 2.898 0.009251 3.095 25
81 0.125 0.5 0.097417 1.600 0.002117 2.128 34

Table 5
The results (𝐿2 norm, 𝐿∞ norm, the EOC (experimental order of convergence), the total
number of time steps (𝜏#)) of the experiment 6.1 for the normal and extended stencil, see
Remark 4. Note that for 𝑁 = 81 the stability restriction of the normal stencil is slightly
violated.

𝜖 = 0.1, 𝜎 = 5
𝑁 ℎ 𝜏 𝐿2 norm 𝐸𝑂𝐶𝐿2 𝐿∞ norm 𝐸𝑂𝐶𝐿∞ 𝜏#
21 0.5 2 2.026114 0.068112 19
41 0.25 1 0.200047 3.340 0.004348 3.970 25
81 0.125 0.5 0.138564 0.530 0.003846 0.177 34

𝜖 = 0.1, 𝜎 = 5, extended stencil

𝑁 ℎ 𝜏 𝐿2 norm 𝐸𝑂𝐶𝐿2 𝐿∞ norm 𝐸𝑂𝐶𝐿∞ 𝜏#
21 0.5 2 2.226341 0.085015 20
41 0.25 1 0.310739 2.841 0.007924 3.423 25
81 0.125 0.5 0.080850 1.942 0.002377 1.737 35

6. Numerical experiments

This section is designed to offer a selection of numerical experiments in an attempt to demonstrate some of the properties of the proposed
scheme described in this article. In the first set of examples, we present numerical solutions to equation (2), solved using the fast sweeping method
as described in Section 3, compared to the exact solution 𝑇 (𝑥, 𝑦).
In all the examples, we exploit the boundary condition in 𝜕Ω and 𝜕𝐷 as explained in Remark 1 using the exact solution available. We chose the
initial condition to be the solution of (2) with 𝜖 = 0.
When solving (2) using (4), we always assume that the relaxation reaches the stationary solution when two numerical solutions in consecutive
time steps are close enough in the norm

𝑁
∑
ℎ2 |𝜙𝑛+1 𝑛
𝑖,𝑗 − 𝜙𝑖,𝑗 | < 10 .
−9
(39)
𝑖,𝑗

Furthermore, we perform only one fast sweeping iteration in each time step.

6.1. Experiment 1

The very first experiment in this paper is a simple example with the exact solution for 𝜖 > 0 and 𝑎(𝑥) = 1 given as follows:
( ) ( )
𝑇 (𝑥, 𝑦) = 𝜖 log −𝜖 𝑐1 − 𝜖 log −𝜖 𝑐2 , (40)
where

0 (𝑥,𝑦)∕𝜖) 0 (𝑥,𝑦)∕𝜖)𝜓 0 (𝑥,𝑦)∕𝜖

𝑐1 = e(−1+𝜓 − 𝜓 0 (𝑥, 𝑦) e(−1+𝜓 , 𝑐2 = e(−1+𝑟0 ∕𝜖) − 𝑟0 e(−1+𝑟0 ∕𝜖)𝑟0 ∕𝜖
and
√
𝜓 0 (𝑥, 𝑦) = (𝑥 − 𝑥0 )2 + (𝑦 − 𝑦0 )2 .
The isocontours of the solution are concentric circles with a center at the point (𝑥0 , 𝑦0 ) = (0, 0) and the zero isocontour is a circle with radius 𝑟0 .
In this experiment, we set 𝑟0 = 2.
In the first part of the experiment, we set 𝜖 = 0.075 which gives us 𝑒 = 0.6 for 𝑁 = 81. We can see from the results in Table 4 that the scheme
has good accuracy, with the Experimental Order of the Convergence (EOC) approaching the value 1 from above.
Following the same settings, we increase the value of 𝜖 to 𝜖 = 0.1, which leads to 𝑒 = 0.8 for the mesh 𝑁 = 81. In the first part of Table 5 we
can observe that once the inverse Peclet number reaches a critical value, it causes a decrease of the EOC below the value 1. Therefore, we rerun
the experiment with the same parameters but using the extended stencil of Remark 4. We can see in the second part of Table 5 that the accuracy is
slightly worse for 𝑁 ∈ {21, 41}, however, the inverse Peclet number is no longer critical for 𝑁 = 81, and we regain the good accuracy.

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Table 6
The results (𝐿2 norm, 𝐿∞ norm, the EOC (experimental order of convergence), the total
number of time steps (𝜏#)) of experiment 6.2 for a fixed time step 𝜏 .

𝜖 = 0.0, 𝜎 = 3
𝑁 ℎ 𝜏 𝐿2 norm 𝐸𝑂𝐶𝐿2 𝐿∞ norm 𝐸𝑂𝐶𝐿∞ 𝜏#
21 0.5 2 0.089313 0.003534 20
41 0.25 1 0.020332 2.135 0.001000 1.821 24
81 0.125 0.1875 0.004918 2.047 0.000266 1.912 39

𝜖 = 0.1, 𝜎 = 3
𝑁 ℎ 𝜏 𝐿2 norm 𝐸𝑂𝐶𝐿2 𝐿∞ norm 𝐸𝑂𝐶𝐿∞ 𝜏#
21 0.5 2 0.106419 0.005054 18
41 0.25 1 0.031883 1.739 0.001729 1.547 22
81 0.125 0.188 0.010208 1.643 0.000664 1.381 64

𝜖 = 0.1, 𝜎 = 5
𝑁 ℎ 𝜏 𝐿2 norm 𝐸𝑂𝐶𝐿2 𝐿∞ norm 𝐸𝑂𝐶𝐿∞ 𝜏#
21 0.5 2 0.107520 0.005115 18
41 0.25 1 0.032069 1.745 0.001740 1.556 22
81 0.125 0.188 0.010229 1.649 0.000612 1.507 64

Fig. 5. Visual comparison of the exact and the numerical solution of the experiment 6.2 for 𝑁 = 21, 𝜎 = 3 and 𝜖 = 0.1. On the left side the whole domain is shown
and on the right side a detail is presented.

6.2. Experiment 2

The following experiment with a fabricated exact solution was selected to test the numerical scheme’s performance on a scenario with a
nonconstant curvature of the exact solution. For this purpose, we choose in advance a function 𝑇 and solve the equation (4) with the right-hand
side equal to 𝑎(𝑥)(1 − 𝜖𝜅𝑇 )|∇𝑇 (𝑥, 𝑦)| for the given 𝑇 and 𝑎(𝑥) = 1. Consequently, the function 𝑇 (𝑥, 𝑦) serves as both the exact solution and part of
the right-hand side and is defined as follows [35]:
(√ )( )
𝑥 2 𝑦 𝑥 2 𝑥𝑦 𝑦
( 10 ) +( 10 )2 −0.2 0.1( 10 ) + 100 +( 10 )2 +0.4
𝑇 (𝑥, 𝑦) = e − 1. (41)
In the first part of the experiment, we compare the accuracy and convergence of the method in the case where the time step is fixed in each time
iteration for a given grid with the stopping criterion given by (39).
The experiment shows the second order of convergence for the case 𝜖 = 0 and the first order of convergence if 𝜖 > 0, but with the EOC approaching
the value 1 from above; see Table 6 and Fig. 5.
Furthermore, we illustrate, as mentioned in Section 5.2, the influence of the value 𝜎 on the numerical results. One can observe, see Fig. 6a, that
the error (although very small) oscillates slightly near the edges of the 𝜃 intervals. We computed the same experiment with 𝜎 = 5 and for 𝑁 = 81
the precision and the total number of time steps remain roughly the same. However, we can see in Fig. 6b that the error oscillations disappear.
In the second part of the experiment, we confirm that having a good initial estimate of the numerical solution, we can directly solve the stationary
problem (2) using our method. The idea is not to use a fixed time step, but to increase it once the norm in (39) is small enough. To illustrate this for
this example, we start to increase 𝜏 as follows: 𝜏 𝑛𝑒𝑤 = 𝜏 𝑜𝑙𝑑 + 0.25 ∗ 𝜏 𝑜𝑙𝑑 once the norm in (39) reaches the value 0.1, see the results in Table 7.
Finally, we illustrate the usage of the result of relaxation for an initial estimation of the solution in stationary formulation. Therefore, in the last
part of this experiment, we set the maximum number of time iterations to 15, 30 and 60 for 𝑁 = 21, 𝑁 = 41 and 𝑁 = 81 respectively. When solving
the stationary nonlinear problem (2), the convergence tolerance for the fast sweeping method is set to 10−6 . We can see in Table 8 that the number
of fast sweeping iterations does not increase significantly with mesh refinement. This is an expected property of upwind schemes.

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Fig. 6. Contour plot of the L1 error of the numerical solution of the experiment 6.2 for 𝑁 = 81 and 𝜖 = 0.1. In Figure (a) one can observe slight oscillation of
the numerical error indicating stability issues. In comparison, in Figure (b) these oscillations are no longer present, due to the higher value of the interpolation
parameter 𝜎 .

Table 7
The results (𝐿2 norm, 𝐿∞ norm, EOC (experimental order of convergence), total
number of time steps (𝜏#)), of experiment 6.2 for an increasing time step 𝜏 .

𝜖 = 0.1, 𝜎 = 5
𝑁 ℎ 𝜏 𝐿2 norm 𝐸𝑂𝐶𝐿2 𝐿∞ norm 𝐸𝑂𝐶𝐿∞ 𝜏#
21 0.5 [2, 18.6] 0.107520 0.005115 13
41 0.25 [1, 14.6] 0.032083 1.745 0.001740 1.556 15
81 0.125 [0.1875, 6.66] 0.010229 1.649 0.000612 1.507 38

Table 8
The results (𝐿2 norm, 𝐿∞ norm, EOC (experimental order
of convergence), total number of fast sweeping iterations
(𝑘#)), of experiment 6.2 solved as stationary solution.

𝜖 = 0.1, 𝜎 = 5
𝑁 𝐿2 norm 𝐸𝑂𝐶𝐿2 𝐿∞ norm 𝐸𝑂𝐶𝐿∞ 𝑘#
21 0.107520 0.005115 3
41 0.032069 1.745 0.00174 1.556 3
81 0.010229 1.649 0.000612 1.507 4

6.3. Forest fire propagation

The last experiment we show is inspired by a real-life application [3,4], modeling the spread of a forest fire. Such a model is often described by
the level set equation

𝜕𝑡 𝜙 + 𝑎 (1 − 𝜖𝜅) |∇𝜙| = 1, (42)

where 𝑎 = 𝑎(𝑥, 𝑦) is a combustibility function, and 𝜅 is the mean curvature of the fire front that models the heat radiation effects of the front. In
this simple example we assume a flat terrain covered by a heterogeneous material and a zero-wind condition. We are interested in the effect of the
curvature term, which in this case models the heating and cooling effects of the spreading fire front [26,4].
In this particular case, the spread of the fire is modeled using the equation (2), therefore, we represent the results as a set of solution isocontours,
where each isocontour represents one particular first arrival time in the domain.
Our domain of interest is (𝑥, 𝑦) ∈ 𝐷 = [−10, 10] × [−10, 10]. For the first part of this experiment, we set the parameters 𝜎 = 5 and 𝜖 = 0.1212,
which ensure stable behavior based on the stability conditions 𝑒 = 0.6 of Section 5.2. Subsequently, we perform the computation for 𝜖 = 0.0 for a
comparison of the influence of the curvature on results.
The combustibility of vegetation in the domain Ω is represented in the function 𝑎(𝑥, 𝑦), (𝑥, 𝑦) ∈ Ω and its values range between 0.25 and 1.25. In
Fig. 7 the function 𝑎 is represented as a contour plot with different shades of gray. We computed a similar experiment on two different combustibility
maps.

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Fig. 7. Comparison of isocontour shapes for solution with 𝜖 = 0 and 𝜖 = 0.1212. There are isocontours of the first arrival time 𝑡 ∈ {0, 2, 4, 6, 8, 10, 12, 14, 16, 18, 20} in
the figure (a) and 𝑡 ∈ {0, 2, 4, 6, 8, 10, 12} in the figure (b). The smallest circle in both figures is the zero isocontour.

The initial burn area Ω is a circular domain with the radius 𝑟0 = 1.5 placed in the part of the domain 𝐷 with a homogeneous combustibility and
the treatment of boundary conditions as described in Remark 1 is used. For the first combustibility map, we set 𝑥0 = −4 and 𝑦0 = −1 in (40) and for
the second combustibility map, we set 𝑥0 = 3 and 𝑦0 = 2.
The initial condition for the relaxation method in (4) is the solution to 𝜖 = 0 obtained by solving the eikonal equation with the Rouy-Tourin
scheme.
Similarly as in the previous experiment, we use the last numerical solution of the relaxation method (after 40 or 50 time iterations, depending on
the combustibility map) as an initial guess for the stationary formulation (2). In this case, we set the stopping criteria for the fast sweeping method
as
𝑁
∑
ℎ2 |𝜙𝑘+1 𝑘
𝑖,𝑗 − 𝜙𝑖,𝑗 | < 10 .
−6
𝑖,𝑗

7. Conclusions and future plans

In this work we have presented fully upwinded finite difference discretization of the nonlinear advection dominated level set equation having a
small curvature term. Consequently, the resulting nonlinear algebraic system can be solved using efficient solvers such as the fast sweeping method,
similarly to pure advection problems of the related type. This property was confirmed for the chosen examples when a small fixed number of
nonlinear Gauss-Seidel iterations for all grid refinement levels was enough to compute, e.g., a stationary solution by time relaxation approach.
The proposed upwind discretization can be useful when solving advection dominated level set problems where the small curvature term shall
regularize the solution of the problem. In general, the stencil of finite difference scheme shall be enlarged, which is impractical for too large inverse
Peclet numbers; therefore, the presented approach is suitable only if either a grid-dependent vanishing coefficient in the curvature term is used or a
fixed finest grid is chosen.
The aim of this paper can be seen as a first attempt to derive an Eulerian type of numerical methods for the advection dominated level set
equations having a small curvature term. To this purpose, we plan to extend the fully upwinded approximation of the curvature to the second-order
accuracy and to couple it with the standard central finite difference approximation to cover more general problems.

Data availability

Data will be made available on request.

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