Anisotropic fast-marching on Cartesian grids using lattice basis reduction
anisotropic eikonal equationconvergencefast-marching algorithmlattice basis reductionnumerical experiment
Hamilton-Jacobi equations (35F21) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)
In order to solve the anisotropic eikonal equation associated to an arbitrary continuous Riemann metric \(\mathcal{M}\) on a two- or three-dimensional domain, the author presents a modification of the fast-marching algorithm, the fast-marching using lattice basis reduction (FM-LBR) algorithm which relies on the computation at each grid point \(z\) of a special system of coordinates: a reduced basis of the lattice \(\mathbb{Z} ^{m}\), with respect to the symmetric positive definite matrix \(\mathcal{M} \left( z\right) \) encoding the desired anisotropy at this point. The algorithm has a complexity \(\mathcal{O}\left( M\ln N+N\ln k\left( \mathcal{M} \right) \right) \), where \(N\) is the discrete domain cardinality and \(k\left( \mathcal{M}\right) \) is the maximum anisotropy ratio. The FM-LBR is consistent for the anisotropic eikonal equation and has a complexity comparable to classical isotropic fast-marching, independently of the problem anisotropy. The accuracy of the FM-LBR is striking in test cases related to tubular segmentation in medical images, where the Riemannian metric has a pronounced anisotropy close to and tangentially to a curve. The convergence of the algorithm is proved and its efficiency is illustrated by numerical experiments.
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