English

Another look at the static PDE approach to multidimensional extrapolation

Numerical Analysis 2026-07-09 v1

Abstract

We present a variant of the static PDE based extrapolation method (2014 Aslam, SIAM J. Sci. Comp) for extending smooth fields across interfaces implicitly defined as zero level sets. Our approach introduces the idea of relaxed upwinding finite differences as a key modification within the fast sweeping method. Unlike existing approaches, we require function values and their normal derivatives only on the first grid layer inside the domain adjacent to the boundary, thereby improving computational efficiency and flexibility. To further improve accuracy, we introduce a simple boundary reconstruction technique that significantly reduces the numerical error in the extrapolated solution near the boundary. Numerical experiments indicate enhanced performance of our approach across a range of domain geometries, including those with high curvature features.

Cite

@article{arxiv.2607.08980,
  title  = {Another look at the static PDE approach to multidimensional extrapolation},
  author = {Hwi Lee},
  journal= {arXiv preprint arXiv:2607.08980},
  year   = {2026}
}