A fast-marching algorithm for nonmonotonically evolving fronts

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Abstract: The non-monotonic propagation of fronts is considered. When the speed function F:mathbbRnimes[0,T]ightarrowmathbbR is prescribed, the non-linear advection equation phit+F|ablaphi|=0 is a Hamilton-Jacobi equation known as the level-set equation. It is argued that a small enough neighbourhood of the zero-level-set mathcalM of the solution phi:mathbbRnimes[0,T]ightarrowmathbbR is the graph of psi:mathbbRnightarrowmathbbR where psi solves a Dirichlet problem of the form H(vecu,psi(vecu),ablapsi(vecu))=0. A fast-marching algorithm is presented where each point is computed using a discretization of such a Dirichlet problem, with no restrictions on the sign of F. The output is a directed graph whose vertices evenly sample mathcalM. The convergence, consistency and stability of the scheme are addressed. Bounds on the computational complexity are estimated, and experimentally shown to be on par with the Fast Marching Method. Examples are presented where the algorithm is shown to be globally first-order accurate. The complexities and accuracies observed are independent of the monotonicity of the evolution.




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