Fast Marching Methods
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The author considers numerical methods for solving the nonlinear eikonal equation \[ |\nabla u(x)|= F(x)\quad\text{in }\Omega\subset \mathbb{R}^2\quad\text{or }\mathbb{R}^3,\tag{1} \] under given boundary conditions \(u=g\) on some prescribed curve or surface \(\Gamma\) in \(\Omega\). The given function \(F\) is supposed to be positive in \(\Omega\). The eikonal equation (1) is a special case of the static Hamilton-Jacobi equation \(H(u_x,u_y, u_z,x,y,z)= 0\) that can also be treated by means of the numerical methods proposed in the paper. The discretization of (1) is based on entropy-satisfying upwind finite difference approximations on uniform grids as well as on unstructured triangular meshes. The author proposes fast marching methods that are very efficient especially for large discrete problems because the computational complexity behaves like \(O(N\log(N))\), where \(N\) denotes the total number of unknowns. There are many quite interesting problems that can be modelled by the eikonal equation, e.g. shape offsetting, photolithographic development, seismic travel times, computing of geodesic paths on surfaces, optimal path planning, visibility calculations and reflected bounces. All these examples are considered in the paper. Results of the numerical simulation are presented.
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