Seismic traveltimes can be computed efficiently on a regular grid by an upwind finite‐difference method. The method solves a conservation law that describes changes in the gradient components of the traveltime field. The traveltime field itself is easily obtained from the solution of the conservation law by numerical integration. The conservation law derives from the eikonal equation, and its solution depicts the first‐arrival‐time field. The upwind finite‐difference scheme can be implemented in fully vectorized form, in contrast to a similar scheme proposed recently by Vidale. The resulting traveltime field is useful both in Kirchhoff migration and modeling and in seismic tomography. Many reliable methods exist for the numerical solution of conservation laws, which appear in fluid mechanics as statements of the conservation of mass, momentum, etc. A first‐order upwind finite‐difference scheme proves accurate enough for seismic applications. Upwind schemes are stable because they mimic the behavior of fluid flow by using only information taken from upstream in the fluid. Other common difference schemes are unstable, or overly dissipative, at shocks (discontinuities in flow variables), which are time gradient discontinuities in our approach to solving the eikonal equation.
Connection among Stochastic Hamilton–Jacobi–Bellman Equation, Path-Integral, and Koopman Operator on Nonlinear Stochastic Optimal Control