Oe esc : | ty 5) Cambridge Mano introduction to level set methods, which are niques for approximating viscosity solutions to partial iffrential equations are developed “technology from hyperbolic ne gexampls trom physic, cho lage processing, materials sci tment ‘computer vision, CAMBRIDGE WN | SONI AS HT ec, SS st ISS Ce EN Le en eo Level Set _ Methods pes in Geometry, Fluid Mechanics, computer Vision, and Mates Science@a@a ama aae‘Thin book i an introduction to level set methods which ate powerful ‘uercl techniques for analyzing and computing interface motion os of setngs. They ely ona fundamental hifi bow ove views mov Ing boundaries, retaking the natural geometric Lagrangian perspective sndlescating efor as ner, initial valve partial iferotal equ tion perspeetive. The resulting numerical techniques can be wed track thredinesionl complex fronts that can develop sbarpconners fd ings topology 0 ty rch The book begins with an introduction to the dynamics of moving curves and surfaces. Next, ficient computations techniques for ap roximating viscosity solutions to partial iferentat equations are de- ‘eloped, using the numerical technology toes hyperbole conservation laws This Bulls the famework for both gener level set tetods for arbitrary moving toms, and faxt marching techniques for acving spe ‘ial ates aising fom sttiony Hamilton Jenbi enations, A lage calleetion of applications are given, iacuding examples front pyc ‘humisty, Hid mechanics, combution, image processing, materials ce, fabrication of microelectronic components computer vision, and ‘conta teory This book wil be a usfl resource for mathematicians, applied sien ‘ss pmctcing engineers, computer graphic artist, and anyone inter ‘ted in the evolution of boundaries and interface. CAMBRIDGE MONOGRAPHS ON APPLIED AND COMPUTATIONAL MATHEMATICS: ‘Sein aos PG: CIARLET, A, ERLES,R.V, KOHN, M.HL. WHuGHT a ee 3 Level Set Methods: Evolving interfaces in geometry, fluid mechanics, computer vision, ‘and materials science‘The Cambridge Monographs on Applied snd Computational Mathemat tes rfects the crcl foe of mathematical and computational tach gus n contemporary science, The series publishes expositions on all ‘pets of applicable and numerical mathematics, with an expla on ‘ew developments in this fast-moving area of research, ‘State-of-the-art methods and algoritims as well as modern mathe rata! descriptions of psa and mechanical ean are prewnted in ‘manner sulted to graduate research stadens ad profesional alike. Sound pedagogical presentation it «prerequisite. Tei intended that ook in the sees wll serve to inform now generation of esarhers, Ala in hin serie: ‘A Practical Guide to Peaospectil Methids, Bengt Forney Dynamical Systems and Numerical Analysis, A.M. Stuart and A.B. Humphries Level Set Methods [Evolving interfaces in geometry, fluid mechanics, ‘computer vision, and materials science JA. Sethian Univerty of Caforni, Berkeley CAMBRIDGE UAIVERSITY PRESSPd ye Po Sydnee Ui of Cae “he Pat Bung, Tp Set Canty Ct Std nd uh owe 36 Ast © Comite Dirty Po 186 Fine Pad 08 ‘Pritedi the Unite Sate of Ameion Ltr af Congress Calaoyn-Pabication Date are A cata rer for is i ania fom he Bri Ltrary sso os sra eo yuveRsY COLLEGE LONDON RSI SoRARY tof Mlastrations ge ix ‘Actouledgements ‘a Introduction 0 Part I: Equations of Motion for Moving Interface 1 1 Theory of Front Evolution 3 1.1 Pyndsmentl formulation 1 12 Total variation: Stability and the growth of xilations 6 113 The sole of entropy conditions and weak solutions 8 LA lets of curvature 0 2 The Level Sot Formulation 6 21 Formulation 6 22 Aspects ofthe level set formulation 7 23 ‘Theoretical aspects ofthe level st formulation 19 2.4 A stationary level set formulation 20 Part Il: Approximation Schemes for Level Set Methods 23 3 Traditional Techniques for Tracking Interfaces 5 31 Marker/steing methods % 32° Vohumeofaud techniques » 3.3 Constructing an spprasimation to che gradient 2 4 Hypeebolc Conservation Laws w 41 The fincar wave equation % 42 The nonlinear wave equation 0 5 Appronimating the Level St Bauation 2 SL Fiat and second order schemas for convex speed functions 5s 5:2 Schemes for nom convex speed functions 7“ Contents 58 Approximations to curvature and normals 58 54 iliation 50 55 Boundary conditions 0 506 Putting ial together 0 6A Hlerarcy of Fst Level Set Methods 02 61 Parallel alors o 82 Adapive mesh refinement 6 63. Nartow banding sod fast methods % 7 Extensions othe Basic Method a TA Masking and soorees 7 72 Discontinoas sped functions and aub-gid resolution 73, 73 Multiple interfaces 7% TA Tipe pins 76 75 Bailing extension velocity fields 70 Part Ill: Viscosity Solutions, Hamilton-Jacobi Pquations, and Fast Marehing Level Set Methods a 8 Viscosity Solution and Hailton-Jacob Equations 0 81. Visca sohtions of HamitonJacobi equations 84 ‘82 Numeral approximations ry 9 Fast Marching Methods & 91 Foundations 92 The Fikonal equation and the fast marching method 88 93 General static Hamiton Jaco equations % 8A Some caving comments oO Part IV: Applications or 10 Geometry 0 01 Statement of problem % 102 Equations of maton 101 103 Romie 101 104 Motion under the socond derisive of curvature 106 11 Gi Genseation 121 Stet of poten itn 112 Equine ot toe ti 3 Rul cotati and fe wok ut 12 tae Entre a oe Renal 121" Sten fete in uy Gennes ‘= 125. Rete a Contents wi 18 Minimal Sram od Saw of PracbedCerature 32 131" Minton sree Baapound im 122 Enubo of atn/lgtien i 133 Romie ws 3A Beton omen of proctind vets 18 6 Comiuntion, Coal Goth ani Twos! Pew TAT Thr contin of aes i 142 Casal pth td dete ition hs 163 Topi toe 8 15 Gonpeir Vides Shape Deen a Raepsin 18 {et Spe deta) coy 13 Tha Shape coli’ Hat witen charter mension 57 153, Booka operations oa tapes te ThA Batting sd cmblig tiem shapes 107 18 Apleaton othe Fat Marching ay St Natio 18 Tet Shpeotiting ‘0 182 Shape tomabadng ™ 163, Photlthgrap delet m tea Pottoce eee te 183, Coatreton of poe on srs ra 18 Calling tt eva Soai tl tin 7D 187 Roba angen under ome tm 106 Shae oor wing aot eorcngmetbote 17 hcbing and Deaton Mmchp Paton tet 1 Pica ects i 12 Dackground is 113. Baul fin tcing/tpen, mk 1s Ramin im 1 Nev Ane mm 1a] Onc work a 182 Cale one robin = eo mmList of Illustrations Curve propagating with speed F a normal diection Parameter view of propagating curve Change in vation Var() Cosine curve propagating with unit spud ront propagating th ait normal peed Entropy olin the It of viscous solutions Variables for propagating graph Propagating cic Propagating triple ine curve Dot of sttionary level et surface T(z, 3) Discrete parameterization of curve ‘Marker particle solution to # =I — 2 Marker particle solution to swallowtail under F Yolume-o id method Reconstruction and advection of volume factions Dark tine x xro level et coreesponding to front Central ference approximation to level set equation Solution to uy = i constant along nes of lope 1 (Computational gd Converging characteris: Formation of shocks Diverging characteristics: A gap inthe solution Rarefacton shock arelstion fan Flux G of substance u into inter! fb) Update of w trough mumercal ux function 9 Setup of leal Riemann problem Pose solitons to local Riemann problem Update of ¢ though numerical Hamitonian Uppwing,eatropy-stsying approximations tothe level set ‘equationat of Mustrtions al bierachy {Grid vars at boundary butmeen refinement levels Two-dimensional ve of adaptive mes for propagating surface Dark gid points are members of zo ban Polar ata tgs itrioe and boundary Dad points roa propagating upwards around masking block: 1313 ea gions A and B expand into region © ‘Nand B mave into C with speed 1, sop at eachother A lato C with speed 1, A ito B with speed 3, B into C with speed 2 Spiraling tripe point: 98» 98 gid Evolution of eile pot under earatare Asnapshoe fom NN lager gi after sveralertions ofthe fast marching sgoritin Mates of neighboring values ‘ep structure sad UpHeap+ operation Fie Cossection of dumbbell lution. Top: inital shape Bottom evottion Collapse of two-handed dmb Selsimiar shapes Motion of elipse under sped = 0 Ve Moti of nn-navex ce vader sed = VV onstruction of tranwersal or propagating sine curve ‘Body-fitted grids generated sing level st appt 1 Boy-fitied ids pevertel sing evel st approach I Boyle sid penerated ising level set appronl IL oylited rid penerated sing eel et appro TV Aa image 19) with oie Movin fear under snin/tax flow Motion of starshaped regon with ose under min/s low t various ten oes gue o rs 2 a 7 7% 0 0 am 10 104 106, 108 ma uu 15 6 7 ug Fe} 15 a 25 ry 10 at of Muatrations 128 Continuous Gausion nose added vo image TS Gisd pots around tbe boundary 182. Grid points around the boundary 183 Minimal surfer: Cateooid 184. Splitting of eateoid 18.5 Surfaces of constant mean curatare MLL Comparion of faa brst 142. Effect of hanging Intent het 144 Falling bubble: Dest ratio 21 151 Reconstruction of abape with signBeantprotrasions: Aa 15.2. Shape extraction of liver data 1. Shape extraction from beart data 154 Stages in reconatrcton of femurs fom 3D data 155 Repreestations of the numeral 2 186. Perturbations of numeral under How rules 187 Hand-written NIST characters coretly Mentifed 158 Initial shaper 15.9 Boolean operations 161. Shapeaiettng of peal 162. Shape-toastading reconstruction of paraboloid surface 163 Shape-fromabnding reconstruction of double Gaussian surface 164. Lithographic development on 50% 50% 50 grid 165. Timings for development to T = 10: Spare 10 166. Accuracy fealcuaton of breakthrough tne 7 Lithographic development using fast marching method 168. Baul oot contours for network pate 169) Construction of geodesice on sinc suface 16.10 Computation of seismic teavel tines and shortest paths for twortlied mdi 16.1 Navigation with contains 16.12 Fast marching reconstruction of brain ren intial spheres 17a Vatibles and setup 172 Source depostion foto teene 173. Dizectonal etching iat cavity 7A. Chemieal etching into mtipiy-masked region 175 Tonmiling unde varius yield functions. Top row: Convex shee; Middle row: Non-couves scheme; Bottom row ‘Yield curves 78. Bteh ratio = Bottom material rato to top material rate ATT. Sinulkascous etching and deposition 181 13 13 us ua 1 17 158 150 160 1 167 168 1 m m 1 1m 114 15 im 1m, 180 182 1 re wo a 95 aw 198x iat of Mastrations 178 Combination of on miling, diet deposition and conformal 119. Lithography: 2od onder; Grid sine =50 x 50 47 200 170 Unidirectional eehing of bide 200 171 Downward sale we putter etch an Acknowledgements ‘The brining of this work om levels methods at be found in the a thor’ dissertation onthe theory and meri of propagating interlace, ‘under the dietion of Alexande Chorin at the University of California at Berkeley, The work continued through a National Seence Fonds: tion Postdoctoral Fellowship at the Lawrence Berkley National Labo- ‘tory (LBNL) and the Courant lstitte of Matbematieal Scenes. 1 fm gratefl for al ofthis support "The ine-dependent lve wt frmution of eh idens on Snterface motion was coauthored with S.J. Osher, with whom T have bad thoroughly enknable collaboration, and was supported in part by the ‘Applied Mathematical Scnces section of the Department of Energy through the Aathematies Departmeat at LBNL, and by NSF awards through the University of Cafrnin at Berkeley Mathematics Depart ‘vat Since the ineodcton of thi echnie, thee have een many contibuors and practitioners. Aw early application ofthese techniques, ‘ie 19D. Chopp, concerns minimal surfaces and includes the genesis of ‘das about narrow banding and complex boundary eowditons. The ‘work on level set methods for erytal growth and deni woiifcation {soln with J. Stain, and capitalies on his boundary intepral formal tio of the equations of motion, The alization tat lve st techniques ‘ean be applic to shape recovery is due to K Malla. The appliation of ‘these techniques to image processing began wit the work of L.Alvazer J.-M, More, and P. 1. Lions, snd the work ofS. Osber and L. Rudi: ‘the work a image processing preseted bere relies heavily on tho eon- trbutions. The apliaton ofthe techniques to problems in combustion ‘and hid interfaces seus within joint work with C. Res, J. Zh fd L. Talbot, and the work adaptive mesh einement relies on the Work of B. Mile. On the theoretical side, the work of C. Evans Jbe Acknowledgements prick, Y. Chen, Y. Gig, aS. Goto as been axtrentlin a ove sod aplying te el at approach to problems in grt "The ft marching formulation ofthe ee! et metho preentd ere was ety ennnce bythe conto of D-Adastenaon and. Malad ‘The appiation of level et techniques to problems in etch ing and deporiion is jit work with D. Adutinson. Te analy of tm enavex Hainan certain applkations benefited fom the con {Rains of. Hal. The work on fst marching methods fr geodesics isjt with R Kimmel nthe development ofthe apbation of level ‘technics opr zen th autor rate forte sgh fn conebutions of O. Hal, R. Kimmel, P. Leo, J. Rey, and K. Tob ‘Many ter people have consbited othe current state-of the-art of, tee et methods ning Bence, E. Fae Haran, B. Mer- ‘man Perel, and M, Susman Thei work has advanced bot the for and practice of eel et methods, patios i the important ‘teas of id otertacen ad nail juntos. 1 woul keto thank W. Coupes for tagesting the appation of vel et methods to sea conductor simulations, A. Nearer for many bef dicansons on thing aod depen, B. Ket for encourageat in the application ‘fer vet wets to fd inertceproblens,C. Ritchie ad G. Chiang {or tir sight! sgetions abt sae recovery in ml ia ing, T, Bakr for belfa conversatons about id grcration, 1. Gray for mags he appication of evel set nebo to material stig, snd ©. Evans rhs valable comments onthe initia manuscript Taso i wo thank tudes in Math 273 daring fl 1095 fo hd ail ‘Comments, critical reviewing, and caret! sgyetions. “A the ko repetition, Fone a temendos debt to he talents of D Adatcinson,D. Chop, Kimmel, R. Malia, B. Mbiue and J. ‘hey ae the driving fre brid muh of the work presented bee. Finally 1 would ko to thank Alan Harvey of Cambridge University ‘Pras fr his oupalsggestions sn eatin or this projet. is alm hd a nfiing hoe haw be this plese, ds sridance, wise counsel abd wns were invaluable ‘Beroey, Caliria 1960, Introduction Propagating interfaces occur in a wie variety of settings, and include ‘ocean waves, burning Homies, and material boundaries, Less obvious Toundares are equally important, ad include shapes against back founds, hand-written acaters, nd io-intensty eomtours in images "The gal of this book it to uly thew Went and to provide gen ral framework for modeling the evolution of boundaries, The aim sto provide computational techniques fr tracking wong interfaces, and to five sone hint of the favor and breadth of pplication. The work Inclodes examples from physics, chemistry, did rechanis,eombue tion image procesing, material scence, fasiation of microelectronic ‘components computer vision, contol theory, and ssmology The in tended audience is mathematians, applied siete, practicing eng ers, computer graphic atts, and anyone iatrete inthe evcition of boda and tartare, ‘Our perspective comes rom a large and rapidly growing body of work level st tethods, which are wchniques for understanding, analyzing, fd computing taterfce motion in a host of settings. AL their core, they rely ona atl a bow one views moving boundare; rethinking the Lagrangian grometeic perspective and exchanging it for an Ealrian, {aia valve partial diferent equation. Several advantages esl from this new view of propagating interfaces «Firat, from a thooeticl/aathematial point of view, some complexe ities of foat motion are illuminated, in particular, the role of sin- sults, weak solutions shock formation, entropy conditions, and topological change in the evolving iatrlace + Second, fom x meri perspective, natural and accurate ways of computing delete quantities emerge, including the ability to build= Intratcton Ti order adveton schemes, compute lealcarvature in two nd three dimensions track sharp corers an eusps, and hale subtle topological changes of meget and breakage «Third, tom an implesentaton plat of view, since the approach i tse onan initial value partial dferentia! equation, obs schemes est fom numeral parameter se at the beginning of the compo ation, The ero is hs eonrled by (i) Te onder ofthe numeral method, (i) The eid spacing A, (Gi) The time step ‘Fourth, computational adaptivity both in meshing and in computa tional labor, posible, a i lea path to parlelisn, “s Fi, in the caue of monotonically advancing fronts under certain ‘speed laws, fst eethods ged on merging nartow band techniques ta sorting algorthns canbe devise ‘This book surveys what we hope tan istrative subset of past and aren applications ofthe lvl nt method. We sue chat the reader jenot ness an expert in some ofthe details required to develop the aceres, anc ain to include the neceasaty theory ad detail provide mplemeattion guidelines, Outline “This hook divided ino four puts. Pat I focuses oa the theoreti as pectsfiot propagation snd onthe frmlaion ofthe level nt metbod- logs: Part I eoncetrtes oa america! and implementation aspect of ‘eset methods. Part Is devoted to viet slain of Haton Jacobi equations and fas marching methods or tate Hamilton-Jacobi ‘into, and Part IV surveys some application ares “n Bare J, Chapter 1 begins with » general atemet ofthe prob lem of moving iterac, and diane the mathematical theory of “eurm/urface motion ining the rowty/cay of tal vation, sin “gslanity development, entropy eontous, weak sltions, and shock the dynamics of moving fronts. This leads to both the time-dependent ee ae algrithm and the state Hauton aonb formulation, whic | ae pene in Chapter? |Back presets unerical aspects of tho tne dependent level set materia has been developed i a ealction of papers ii Introduction wt tat are referred to within, Chaper 3 begins with an overview of ta tional methods fr tacking interfaces, including string methods and ell ‘methods, and nnkes Bret attempt at sclving the level set equation The fale of this fst atempt ates frm the relationship between front propagation and hyperbolic conservation laws, and is the subject ‘Chapters 6,6, and 7 present he algorithms, numerical /theoretial analy and inplemectation det of level set methods. Putting im ‘plementation ites it, Chapter & provides detalled dseiptions ofthe ‘lgorthms used to approximate the level et equations. Chapter 6 cot rscome implementation deta including fast methods, adaptive mesh ‘efnement, and paral implementations. Finally, Chapter T surveys oe rece extensions of the level set sethod, including versions for ‘marking, utp repows, and eripl points Park LIK is devoted to vicolty solitons of Hanslton-Jacob equa- toot and 8 clas of fst ageing methods for computing ations to Static Hamilton-Jacobi equations, Under certain propagation rues 9 front canbe reas in thin wtationaryfamawork. Chapter 8 begins with theory of viscosity solutions of Hsaiow-Taeobl equations, and sketches ‘he usderyingmatematialanlyisbebind te algorithms. Chapter 9 begin with a diacusion of upwind, brapsort-based scheme for rapidly solving the Eikonal equation, and folloms with the construction of ap- ‘proximation schemes for general static Hamilton-Jacobi equi TRALeY focres on applications of both the smedependent level ‘method and the fst tazeing level method vo a lange election of ‘problems, Here, the intent is o touch on some problems that hve bora ‘odeled using level set methods, both to show the breath of posible ‘pplication and to serve as guideposts for further applications. Chapter 10 begins with some pure gsometry problems, inching curve uface shrinkage, the exitenee of selfs surfaces, aa sintering. Chapter [extends this work and shows how level set techniques can be used In gid generation, giving many examples of how test techniques can bbe uid to generate bodysfitted Iga rectangular grids around com plex bodies in two and thtee dimensions Chapter 12 moves to sige rocesng, ad views images as elections of intensity contours; by orci suitable spec law, these contours canbe allowed to prop ate in away that both removes noise and enhances desired regions ‘Chapter 13 continues with the construction of minimal surfaces, which fs natrally performed by viewing & minal surface as «constrained ‘font, evolving under mean curvature until oa steady-state achieveda Introuction ‘Chapter 14 considers physica inetace problems in which the font Aven boty hcl fet at ty underyng id mechanicl anspor terms; the applications cade fae propagation in turbulent combos tion, crystal growth and dente soldication, and two-phase fw obiems Chapter 16 foros on media Imaging, and diseases the {tansforation of eel st tecnianes ato versions of ative contours that, when dewey gradients inte nig Bld extract desire shapes ‘hom image Ts Chapter 16, applications ofthe fst marching level set approach sre ge, including problems in shapeoetting, Lithography develop ‘ment, shape-romhading, pats on etworks, geodesics on surfaces Seine travel tne, and robotic navigation wer constraints: app fatios based on both the Eioual equation and more comple stati Mamiton-Jocbi equations ae eousdered.. Final, in Chapter 17, a ‘eatin is turned to etching and deposition in the sscrofaieation of| semiconductor conponeats By no meaus is this an exhnostive review of the work that exists ‘on owl methods. A large body of wor has bee relutastly skipped in the fort to kop this book of rnsonabe length, The intrested reader i refered 40 a wide range of simulations developed using this attiodslogy references will be given throuphont the txt. The goal ofthis bok is to provide windows sto thew ecg as ies for fart iaterace edie, ‘The ator canbe reach at sethinntmat erkley.edu; web page say be found at htp//aath beieydu/~setin level set al ee Part 1 Equations of Motion for Moving Interfaces Part I present some theoretical analysis of propagating in terfaces. The goal thin section io analy staiity and smoothness of lutions axa function of itil shapes end ‘peed functions, and to diaciss Lagrangian and Euleron formulations ofthe epations of mationTheory of Front Bvolution Outline: We formulate the equations af mation of a propagating curve sy ts sabi, and show hat corners (singularities the curvature) tam develop asthe front eves. We the ahow that these corners are Salou fo shocks in thesis of hyperbaic canveration laws, and that e sation con be naturlly constructed beyond the appearance of these comers by exiting the notion of an entopyrsatfying weak so tation imide POOP SFB.) unite } Ovteide hax igs cc aera Consider a oundary, eter a curve i two dimensions or a surfice in thee dimensions, separating one region from another Inmagine that this ‘urv/surface moves in a diection normal to elf (wher the normal ‘ieein i oriented wits respect to an insite and an out) with a4 “Theory of Frnt rolution ow spend funtion F The oa isto track the motion ofthis interace fit evolve We ar conotroed only wit the motion of the intesface in ‘ts noma dieton througout, shal ignore motions of he interface fn es tangetn detion. ‘The spend function F, which may depend on many factors, ean be veten F=FULGI) (a) tere 1+ L= Local properties ae thse determined by local geomet infor fiom, sich ss curvature and normal direton. 1 = Gla properties ofthe front ae those that depend onthe shape ‘i position ofthe fot, For example, ee speed might depend om {ater lang the foot and/or associated diferent equations. Asa particular cst, ifthe nterace sa source of eat that acts fusion fm iter side of the Inverace, and a jump in the difsion in turn IaMaener the motion ofthe atrice, then this would be character te frnt-based argument + 1= Independent properties re those that are independent of the shape ifthe fot och san under Hidwloity that pasiely tans ors the root. Much ofthe chlloge in interface probes comes ffom producing tan adequate modal forthe speed function F this i w separate ise lindepenent ofthe goal an seerat scheme or advancing the tet: rst onthe model for FT this chapter, ee aud thatthe speed function Fis knowa. The gol of Part IV eto formulate good models for P fra calection of ppieatons. Given F and the postion ofan interface, the object isto track the ‘evolution of the interface. ‘The fist focus isto develp the cesar ‘ory to understand the interplay berwen the speed funetion F atl ‘he shape ofthe ncetace. For ene of iacsson, we turn tothe snes ‘ewe of lone curve propagating i the plane. a 141 Pandata oration aes ath ti ae an 0 a ares grt by ova) a nna tor Bld with sped, Here, Fis the genta feo, 1.1 Pandamental formulation 5 Thus i: #1 =F, where # is the poston vector ofthe eure, #6 ene, ad is the wait normal tothe curve "A natural approach eto consider a parameteraed form of the equa tions. In this lctsio, we further ett ourselves and imagine that the sped function F depends only onthe lca urate ofthe curve that is, F = Fie) Let te postion vector 2(t) parameterize 7 at time #) where 0'< a < §, and assume periodic boundary conditions 2(0,1) = #(8,). The curve ix parameter 9 that the iatrior i on the left inthe ection of increasing +(e Figure 12). Let at) be 4, ot =e alt= 0) the parameterization ofthe outward normal ad (s,) be the parame terization of the curvature, The equations of motion an then be wetten fn terms of individual components # = (x,y) a6 a= F Passe] (crt): =F Persie] Crit): ‘ubere we have uted the parameters expression x = Matt for ‘the curvature inside the speed faction F(x), "This sa “Lagrangian” ‘epreseatation becnnse te ange of 2), u(t) deserbes the moving ‘ron * rate a tur hat posi the detonate cic ee SNe crn a es aa)6 ‘haory of Pont Bolton 1.2 Total variation; Stability and the growth of oscillations Wat happens to opcilations Sn the fil curve as it mows? We uma the argument in Sethinn [170] sbowing that the decay of tecltions depends only on the sign of Fy at k= 0. The metric ‘lst, whieh measures the “sete ofthe paramterztin, is given Uy gfe) = (22 92) Dobie the toa oscaton (also known as the total aration) ofthe font Verte ff wooden 0 ‘Without the absalote valve sgn around the curvatare, this evaluates to 2; the absalte value sigs means that Vart) eases the amouat, of wrinkling”. Our gal isto Sind out if eis wrinkling incwases ot ecreass as the four evolves; two posible flows are shown in Figure 13 et e we A. Re lecoites) ici hs / ee ee Fig. 18 Chagge io variation Var) Difereniston ofboth the curvature sod the mic wit respect to ‘ime, together with subetttin from equation (1.2) produces? the cor responding vation equations forthe metre and eurvatu, namely 2 eee MR, =P aa name. as) 1 1g athe ven) Now, spp we have & wnoaver OTE ET Ge eat Hepatol _ Elation ofthe tine change te etal variation i 1.2 Total variation: Stabihty and the growth of oscillations 7 ‘Theorem Consider a tout moving slong ite normal vector ld with speed F(x), asin equation (12). Asume that the intl curve (0) ‘inp, smth, atl nomeoorer, so that (oO) change ig. Assume that Fi twice difremabl, and that ws) i twice dilrentiable for Dees Sand0 0) and ny #0 wherever = 0, then Wald < (#0 »0) an pes The propionate tht Fa < 0 wherever x = 6 the the tt dita deca tb ent gs ak Seo a Inthe eorray of th fot diate.‘ ft are t ein tue nr eral '¢ gear roman a Be ee Sica the ert sec, we dco wha apps th ot ‘eum fo be mouth nd develops core, fh opera ee a 1) ice: BAN, Propose Tie il bs art ag Proof of Proposition: "The argument breaks the integral up ino sections whee the curvature ‘lange sgn. The dierentitin ofthe total aeation with respect vo time ca then be pasted to each setion of the eure, ad using the ‘expressions forthe ime drive of oth the metric and the curvature, and noting the change in sign of the curvature x frm one ection to the ‘next, the decay or growth in the total variation ean be evaluated A fall ‘roof maybe found in (170), “Two important cass can easily be checked. A speed fanetion Fj) = 1 ox fore > O bas derivative Fy =, sd ence the total variation decays. Conversely, a sped faction ofthe form F(s) = 1+ es yes a Dastive sped derivative, and hence oscillations grow. We shall ee that ‘the sign af he curvature term in this ase corresponds to the backwards ‘heat equation, and hence mst be unstable5 Thor of Font Beotton "The role of entropy conditions and weak soh ‘Toe above there asses tat the font stays smooth In all but the simplest flows, thie smoothness soon lost. For example, consider the Pion cosine curve 00) propagating with sped Fc) = 1. (The parameterization is chosen so thet the Inde Gn te Bas ne move in the direction of increnlng 15) The exact sation to tis problem atte # may be constructed by Svanciag each pont ofthe front nits normal dictions distance ¢ In terms of ur parameterization ofthe font, the solution ern hy mlsst=0) +01 2/2) (os) *O9= araOtmataoye tA (19) vist) = t=) aa tt unt=0). (110) Bint or ea =O ‘scan bene in Fig 14 th font dv a sharp comer ine {ime ‘Once this ier dene the normal sembly dt fd it not car ho to oti the ection, Tm, tend he Aenaton ofthe daonity inthe deat, me il al» wet tahini! eit sation mel iteste dein of rent? How ca s ston be contin sod the formation ofthe sin lary i the curate cornronding fo tn coc the Eo? sas ben th ate oft ee nr ic ssn Ihe nace viel ontre curveeevng wer {bored sped fon then ee ponte weak sto he Ssvallotal sction frm by lating teat pes cagh tte ‘hi sition en Figue 14s). This lat tae te ee ‘eeutons (19) and (1.10); he nck offre a a ces lat dosnt dey the stn sine the trac alton waten * hehteaetes nn ate "eon irae eine irate nae ere set ae So feu Cees mace 15 The role of entony conditions and weak solutions (a) Swami (= 10) (0) Bateopy Staton (P= 10) However, suppose the moving curve it regneded as an interface sep- rating two egos. From a geometrical argument, the font at time ‘ould consis of only the st of all points located a distance ¢ from the intial cure. (This s known the Huygens principe constrution; se [170}) Roughly speaking, we want to remuve the “tal” fom the “wal lowta”, Figure 1 (5) shows this alternate wea solution. Apober way to characterize this wen solution i throagh the allowing “entropy con “ition” pod by Sethian (167,170 I the fon ie viewed ax Burin ame, then once particle i burnt t stays burnt Cael adberence 19 ‘his putin produces the Huyhen's principle construction. ‘What does this “entropy condition” have to do with te notion of en trop"? While the answer wll be made more precise in Chapter a Intuitive snawer isa fellows. Eneopy ees othe organization of i formation. In general term, a enteopy condition is one that says that 1 new information can be created daring the evolution of the prob- Jem, Furthermore, the example shows that oace the eatrpy coun ‘is lnvoled, some information about the inital data is last. Tadeed, the feutropy condition “once a patie is burnt, it stays burt” means that ‘ce comer has developed, the solution is no longer reversible. The ‘problem not be un "backwards" inne; if we ry todo othe initial [As frtber ilusration, consider the case ofa V-shape front propa-10 ‘Meory of Bont Brotion (0) Sioa (0) Rardation aa Fig 1.5 Fro propagting wit nit ora peed toting normal ef with at spond (F = 1). ln Figure 1.5(0, the ‘Pa ofthe fot dowswars te ont moves ards with nit pena “sho” propagates spats ss the fot pinches of, and an Cctvopy condo segue eet the coret ston to stop the Solton fom bing uke, Conversely, Figure 1.5(b), the Dnt he ont upwards thn ase the it arma Speed ets ine car fon that couse te ft state with slope +1 to the ght ‘ate which a spe Tis impotot to smmarie key pit Inthe above ascusion “Te coe of ak sation svn by ou etopy cotton € rests on ‘he perspective tat throne parte woos, and the mete intrested aking progres of oe reo it the ote oafsion bout the lel st pespecie, tobe dacs Indo has rested fom understanding of Ue base assumption en sient "14 tet ot curvatures ‘Th sco lint and the ink to hyperbolic conservation laws Now, considera spend function of the form P = 1 ex, where «is Lestat, The mong fc of he eo eps a in etees ts ita ita 14 fete of curvature ” (o) P= 1.0255 (by) Betropy Suton (F equation (1.4) canbe rewritten as Hs en eR (un) Isbee the second derivative of the curvature is taken with respect toarcength a. ‘Tie a reactionifusion equation; the dive toward singularities due to the reaction term (ec! ~ x) i balanced by the imoothing elect ofthe dus tern (og). Indes with «=O, whose olution was given above we havea pute reaction equation my = —m fnd the developing corner can be sen ia the exact solution (ayf) = ‘o0)/(1+ tnt). This singular fn fst € the nil curvature {a suombere negative ‘Cousder agua the cosine foot given in equation (18) and the speed fuyction F(e) = 1— em, <> 0. As the front moves, the trough at 440+ 1/2 sharpened by the negative reaction term (Deeuse n <0 ‘wc poits) and smoothed by the postive ifison term (ee Figure 14a), Fare > 0 tenn be shown (se (170, L4) that the moving foot stays C™, The entropy soliton to this problem when F = 1 i own sn Figure 1.60) ‘The central observation, ky tothe lvl set approach, the following tise2 reer of Front Evolution Consider the above propagting cosine curve and the two solutions: # Xcsuult obtained by eslvng the inital front with = 1 en, 2 XL) obtained with sped function F = 1 and the entropy come ‘tion Then, at any tie T, fig X, ‘Thus, the limit of motion with curvature, known athe “isons Knit ‘the entropy slain forthe conatant sped cate. (2) ‘Why thie known a the viscous limit; infact, what dons thi have to ‘to with viscosity? To se why viscosity san appropiate name, we tra tothe link betwen propagating fronts and hyperbli comservation laws. ‘he following materia, talen from 170, presented in considerably ‘more depth in Chapter 4; the ideas are presented ete ae motivation, ‘An equation of the frm w+ 1 (1) {known ass hyperbolic conservation lw. A sinple examples Burger's ‘equation, given by tam =0, (uy) ‘which deserbes te motion of compresible Buin one dimenslon. The ‘souton to this equation can develop dicootinites, known a shocks, ‘where the did undergoes a sudden expansion or ompresion, These shocks (for example, sonic boom) ean ariee fom arbitrarily sinooth intial dat; they area function ofthe equation itself. Fluid viscosity Appears ss difsive term onthe right-side, namely, i tite = eae, (115) spl ee et a te nothing dp te eee tcc on th a ae m et do with our propagating oa eatin? Con teal ron given by the graph ofc), with f usd perc spp tha he propagating fot renin ation for be the height of the propagating function at tine f, thus ‘The tanga (5) 6 (hv). Refering to Figure 17, 14 Bifete of curvature Maiti, Hoe Pig. 17. Vail or propagating wap {te change in bight V i a uit tine elated tothe speed in the {sagt dection by v_ asap Foc sa thn the equation of ation becomes wa Fee 1 ad he formal 7 (2) ‘This i spatial diferent equation with a fist order time and space 0 e) Both cases require an “entopysati(ying” approximation tothe grt ie term, Tn this next section, we cass appropiate appraximations fortis term, eading to sbemes for both the timedependent and sta onary level set formulations. The goals to develop the necensary the fry al womeries to accurately approximate te two ntl vale partial een equations * Ocoee etees Part ‘Approwimation Schemes for Level Set ‘Methods “In this port, we discuss the numerical approsimation ofthe leel act equation for tracking evolving interfaces and de tap ase algorithms and underlying detailsTraditional Techniques for Tracking Interfaces ‘Outine: Before focusing on the Teel set euaton itvel, we consider ther numerical method for tracking interfaces, We then make a fis al tempt at sling the lve ck euation vsin a central difference scheme, toad show wy this fst eplure the correct weak elution. ‘8. Marker/string methods ‘A standard approach to modeling moving fronts comes rom dsretiing ‘he Lagngin form of the equations of motion given in equation (1.2) Inti cechnigue, the parameterization i discret into ae of asker particles whe position a aay time wed to rconstract the ont. This Cppronch is now under a variety of muses, inching marker particle eciqucs, string ethods, aud nodal methods, tn two dimensions the font may be recnstrictd as Tine segments i three dimensions, ‘ingle might be chosen "This approach canbe ilutrated chou a straightforward scheme that comtruvts& spe difeence approximation to the Lagrangian euntions of motion, Divide the parameterization interval (0S) Sato ‘Mua! terval of sie ying M-+ 1 mesh pnts 4: = iD, Jo, Al as shown in Figur 3. Divide tne into equa intervals fof ength' At. The image ofeach mesh point ics at each tne step IRA isa marker point (22,2) om the moving foot. The goal is = ‘Tamerica! algorithm that produces new values (28g!) from the ‘previous postions; we flow the discussion i (170. a First, approximate parameter derivatives at each maker point bys ing neighboring sesh points. Central diference e eae2» ‘Traditional Tenigues for Tracking Interfaces aN yi * 1 Ky s o € 1a Popx af Fig. 21, Diet paranteiation of eve on Tor avis Chapter) i a Sa Bat ey ay ty ttt uD HP ee eo Sinan, te deatves may be replaced by the forward difeence spprosiation salir a ee at et, at ae (a3) ofthese appoints nto the autos of maton sea ‘emus (12) produ the scene ee £ hat?) =(efouB 4At Flat) 5.1 Marker /string methods a Ray ~ sn (at= oon (0) ar = 0001 (6) at ot ‘Observe thatthe fined dicrtization interal Aa has dropped ont of the above expresion, Consequeatly as marker particles come together ‘quotients on the sghi-hand sie of equation (8) approul ner over tee yielding very seasiveeaelaton. The computed curate cx Change drasially from one particle to the ext becave of small and Cunaoiable errors inthe positions "This unstable growth of smal errs seen na marker partici scene to follow the inital cosine curve propagating with speed 1 — en ¢ = 125. Since ¢ > 0, the exact solution i always smooth, and tbe entropy ‘onion 5 not required. Fifty marker pots are used, together with ‘time sep of St 0.001. Alebough the propagating front begins 10 Sharpen a expected (ee Figure 2()),osilation soon develop, whieh {gow unconrllbly. Ths olson rest fom a fback eee: (1) “Stull rors in approsimate marker positions proce (2) lca vais in the computed derivatives leading to (3) variation inthe computed patil velocities causing (4) uneven advancement of markers, which Fields (5) lrgerecrors in approximate marker postions. Within few tine step, the sal oltons i he curvatare have grown wildly and the compated solution becomes unbounded. gure 8.20) shows the ‘aleuation ntl the computer progam tops runing ‘Suppose -we try to Increase scewracy by wsng a smaller tne step Figure 32(0) and Figure 3.2(c) show cleulations with At =.0001 and ‘St = 0000, respectively. With tine step At = 000, once again, the solution becomes unstable, and the smooth decay ofthe tough 8 ‘ot seen. Only in the est case of Une step of t= 0001 i the olution acceptable. Thies because for any «> 0, there sa bound on ‘the minimum distance between particles, and thus «small exo time~ ‘Dodoma Techniques for Drcting Interfaces step dos exist to ensure stability, However, note that with a smaller Thlue of the masher tetris come closer together, and a salle Tine stp ire fo abit. Asan example, with value of¢=-1 (a Tange val, when one conser the ole of curvature tobe snr to hat st sucace tension) the tine ep requeed for stability is At = C0005 ‘Tis absurdly ll for uy practical ealeuaton ‘Wht ea br done? Typ there are three remedies: + Simo theped ncn st the mare points sa fa enough tours los» ronan Rediechats marker parcks esordng to acength (or 8 related unity) every few iste thn they ty for noi pet. Invest some fring teciqu to remove noe (ition) inthe acess te ‘Weal tne ecnigaes ae win practi, sone ate appealing. They i dow to th se thingy ater the equations of mation semabriom vas, Siiestscoante of emocthing tay be required tose pratea ine sep. Than oe bas cen onic the tot intrting propagation cacti, sich a et sbarpening Sette Sil ney tin a Sul calaation of erclengt ad a smoothing tem to the faction and iia sje, The compen may be at os the dsl on in the wrt cv, inc and efor are pen solving se arise problem “The situation even Mek nthe initing case ¢ = 0. Asdscussed bon, satin forma bap core, and an extopy contin st belated o proce a esonble weak slton bond te formation ‘often. However, marker pale ppronch does not “know” bout the seesary extopy condition, beat atempts to tack a agragian outa which the swallowtail sation given ge ‘las the cot weak solution. In Figute 33 me show «ntl ‘aril lon that sorporste the swallowtail sion, b None sep, x0 matter how small, can rectly produce shee ou eattop condition frm 17. ft, tis ese eeu fr the mare meer tet nee mem; se (14). Frm an alginic pot of vw, tare he om the serio a information on) is removed. The corresponds to deleting the “al” Hemera cin ome aren, ths poet 7 5.2 Volune-of fluid techniques a Fig 12. Mare pte sltion to allot under boing sin two dimensions [6], de-toplng in thre dimensions is ot for the fhitrarted, ad wich codes ca brea down in complex situations “The above prubles with marker paticle/Lageaugian methods refer to stability and local singularity problems. Topological changes inthe moving foot are also prblematie. Consider two separate regions of fumance growing in a plane, Suppose these patches merge andthe boundary becomes «singe crv. Ics dial to produce a systematic ‘nay of removing tose markers that no longer ston the actual boundary ‘The bookkeeping of removing, rediatribating, aud connecting marker is Complex, and an arduous as for higher dirasonal interface robles. “To summarize, Lagrangian spraaimations provide munercalschees Insc on a partneteraed deerption ofthe moving front. They can be Highly accurate for sallscale motions of interfaces because of thei adaptive nature. However, under complex motions of theatre, they an ste fron istality nod topological imitations beens they low {local representation of the front, eather than a global one that takes Into account the proper entropy conditions and weak solution, 1.2. Volume-of uid techniques A siqicanty ferent approach o font motion x provided ty von ‘fa techniques dntodced by Nob and Woodward (LO) and based instead on an Eulerian view. Since their introduction, they have ape ‘eared in evriety of fois and been re-introduced under many names, ‘ich asthe “ell method” and te “method of partial fractions» rina Tehniues for Tracking Interfaces | aps al a] oye ° cit ‘Volume Rrctions Fig. $4. Vole method “The base en (ce Figure 8.4) flows Imagine a fe grid on ste computational dona, and assign vals to each gid cll based 09 the fraction of tht cell containing material nse the interface, Given 2 ‘lowe curve, we aos ale of wy to howe els completely ise {his carve, sell ale of rot tore completely outs, ad faction Teton Oat ells hat stead the terface, has on the amount ‘fhe cise the ccle "The iden, then, is to rely sly on thes ell fractions", shown in Figure 34, to character he iterface location. Approximation tach sigs are then veo reconstruct the font ftom hese el fractions. ‘Thr original Noh and Woodward lgathm was kaown as *SLIC™, fo Simple Line Interface Caeation", and reconstructed the fonts ‘her «veri hrizontal ine “vores to evolve th nefice, the ea sto update the el factions ‘on this el gid to relet the progres ofthe front. To do 20, suppose ‘hat we wih to advert the fone psy ude te transport velo i nt speed normal to the front but merely a transport ppp Co ff oppo ioe. atom ae eee iq. 15.Recostcton and veto of wae fctons responding wo the updated front. In Figure 72, we show the advection ta interface under a simple vertical velocity eld = (0,1), Since its introduction, many elaborate reconstruction techniqies ave been developed over the year to incl pitched slopes and carved ue fore ae Chorin 7], Hint and Nichol 86, and Lafari, Nardone Scardowell, Zaleski, and Zanet 107. The accompanying accuracy de- rave on the sophistication of the reconstruction and the “advection Freep” which advance the material. Some of the most elaborate and ‘eurate versions of thee scheres to date are due to Packet (152 "The crgial SLIC algorithm was designed for transport under an a vweton velo field ingen dietion that depended onthe cation Ueto, but aot the Joa! shape/orientation of the front A val “hte extension to volume techniques was developed by: Chorin [a7 who provided away of applying these methods to a spend fantion {fren in direction sormal to the fon. As we have seen in Part 1 we fir euch motion corners and ews can oeeu, aud an entropy condition {ist he fvoked fo provide the correct weak soliton beyond the occur ‘ee of singularities, Chorin dis by relying on a Huygens principle ‘Suuruction, which considers each spot onthe font a8 pot aout: the envelope ofthe inuence ofthese sources wives the new position of the fon. By advancing the front in enongh directions to approximate this puine soe, this construction satses our entropy contin and [roves the erfect weak sltion. ‘This verslon of SIC was used in ‘ ealton of fame propagation /combustio cakations yee Chorin [a7 Ghoniem, Chorin, and Oppencin 7, and Sethian [169 Wis the Eulerian nature of vlume-of uid techniques that allows ‘them to avoid many of the time step and topological change problems thor plague marker particle methods. Ax sich, they can be quite msefa mover thee are some drawbacks:2 ‘rndtional Techniques for Tracing Interfaces 4 ah ectigs cance; Tg ber ofc are fen SEIT Manni ul, owing to te iil task of ap nti ot rote vole tons «Beata tar comer pect fants problematic. There ae the spat gee (a one can der othe rest {hr deng etttton of te pd). Ths roblenstecome woe fete poco eink Sell nc thon nde om coves ae ant snp toy. «Catan ointment poets fhe Hot ck ac tutu and norma ito, be cert «Comite wrk may be ure derby higher order esas Seah shan ig don ects ellos of ran tn Gonmin crvatae,speily a sad ois, ace dia to ibe onthses such eemes eu be power and we refer the intrest reader to Pcl [52 ‘83 A first attempt at constructing an approximation, to the gradient Wernow tur to the level set equation its and attempt o construct ‘mumericalapprosimaton. Recall that the gals to solve the level et ‘equation given in equation (26) by 6+ FIV} =, (9) ot = 0) given en) ‘The marler particle method dsrtizn the front. The volumeouid (VOF) method divides the domain spac nto cls vat contain factions ‘of mitral The lew! set method divides the domain into grid points ‘hat hold approximations athe values of he level set fncton "Tha, she id vals pv the ight ofa surface above the domain, sl sling this face by the xy plane extracts the zero lvl set cotrexponding 0 ‘he ton. Another way to lok at tis 6 to say that each grid point contains _ the value ofthe vel set function at tat pols. Thus, there Is an ei family of contour, only one of which i the zero level st (eee Figure ‘ move each of the contours in @ Larangia fashion, oe stand at each rd point and updates ite value to correspond to the 8.8 Constructing on approsimation tothe gradient 30 i 86, Dork br eam coresponding to fot motion ofthe surface, thus producing anew contour value at that gid pit ‘What it suitable approximation to the level set equation? One posible mimercal approach comes fom studying the simple ese of tvolvag curve whose poition can always be desebed asthe graph of A Tusetion. ‘The eatin of motion fr this case was given in equation (1.17) as shown in Figure 1.7, namely, * Just was done inthe Lagranlan case, one might try to appreximate the solution ty rplcing lsat derivatives with central diferences tu the time derivative with forward dilerence. However, its ary to yen? as)a “udtional Tecigues for Tracking Interfoces act lin Cetra iernces Cel diernce ‘ars ‘at 008 Fig 7 Cena dfrnceappronation to vt equation 1Pm2 x<1/2 faa 8 ‘Then font sa "V" formed by ‘the entropy condone aation at any time ¢ i the et of all points located distant from the ntl "Vo consteuc central ference ‘numerical selene vide te aera 0,1] nto 2M —1 points, and form ‘the approximation to the spatial deivaive yin equation (3.9) given o ai |. em Since zur 1/25 by symmetry, css = Way this the vight-and sie 1. However, forall 1/2, ys cerety caletaed to be V3, ‘nce the raph sina on eter side ofthe corner an thus the cea ‘erence approximation is exact, Note that this has nothing to do wth | the sie of the ypace ep ir orth tine step At. No matter how small, “te the the numerical parameters along an we we od nurer of ey renee ns in which the dative Ye appointed. Flgwe 7 vie0)= 16 meting a (1/2,0). Invoking oe a ‘ eee 9.8 Contracting an approaimation tothe gradient 36 sets the undefined slope Ye equal to the average of te let and ight topes. As the calculation progress, this miealeulaton of the slope Dopagates outwards from the sie as wil onions Bwenualy, ‘se onilatins case blowup in the code, Tes cer that moe cate mast be taken in formulating an gorithm, ‘Schemes ar requted that approximate the geadiat term [a wy that correctly counts forthe entropy condition. This isthe topie of the next capt,— | Hyperbolic Conservation Laws Outline: The aim ofthis chapter i to develop numerical schemes for solving the lee et opuation e+ FIV) 0 ay ‘that ele stay the entropy condition; an we have seen, this must be ‘enforced to acl the comet wk solution corresponding to the wisous lint ofthe suocated earvetare driven equation. Ths chapter i8 a re iw ofthe asics ofthe technology fr hyperbaic conservation lows, end ‘may be shigpnd if the reader i eeady asusited with this materi ‘goal reviwt maybe found inthe monograph by Lax [108] and the bok ‘by LeVegue 12}. The gol athe end of this chapter an understanding of asc schemes for approximating a single hyperdle conservation law ‘Te motiote auch schemes, we start with a simple, fst order, contort vefctent wave equation. 4.1 The linear wave equation ‘41.1 First onder schemes ‘Consider the one-dimensional wave equation ule) Fulet) =o wih ule0)= se). (42) Fc tet mt note ‘Scmetutcpayecaeksen eceac rater see aanur Moen ins ap acumuimnny cruiaew iene fa 4.4 The linear wave equation oT Fg, 2 Computational Consider a point A located in the 2¢ plane see Figure 1). The solution at point A canbe found by tracing back longline with slope {tothe point on the nts lie; hence we say that the demain of dependence ofthe point Ais the poise B. Conversely, the domain of Influence of pint Bis the set ofall plats on the line with slope 1 nating fom B. We shall now se tht these curves in 28 space Iihick give re to domaine of dependence and influence and ae known {Ss characteritcs, ae important in constructing appropriate numerical sete In rder to approximate the equation w+ ue = 0, me bea by fol lowing the stata approach ad discretize x ~ pace into a clletion ofl points so that Az — hand Qt = &. Thus every ri point can ‘ue represented by the coordinate pal (i) corresponding to the point {itynk) (0 Figure 42) Consider aow the various ways of approximating the equation m+w Hyperbolic Conservation Lows us 0, which we write as = We bein with he Ie ide of the (Gunton, The muti wat time ¢-+ At = f+ ean be expaoded as a ‘Tylor vies ime around the polt (2) this we have fa, 4) = wast) lash +O), 3) nbere the expression O(H) incds all tems of oder 4? or higher, TReareangng the above, we can then wate the time derivative at the point (2) a8 wpa MELB =e 5 ia "This is known as a forward dference operator forthe time variable, Ica we have used » Taylor sties aad in tne to approximate we Define the notin pire Me = nt) an ‘We can then rewrite equation (4.4) as Din + Ol) 4) ‘What shout the spatial desative ve? Deine the operators ‘pity slsba.-te peweciedateh an ae Fen ‘Forward, backward or centered ‘Taylor series expansions in x for the ‘ale w round the pont (2) ean be constructed to proce the fl Towing pproximations: Mem DIutO(H), te =D*u4O{h), ve = Du4O(0"). (48) Although te ast is & more accurate approximation, we wil ee fo ser sexton tat ccc so the ot oer. Nonete he ote di seme fr computing testo to = tg, Let fb the computed solurion at tie nk at the 4.1 The near wave auction »” Which scheme it eter? The answer is inthe previous discussion boot donne of dependence and characteristics. Real tht the soe th w is constant along tins of slope in the ~t plane; this means {hat information is propagating rom the lft to the ight. Consider now te thee dference operators: + D° to compate the new value at uses information at and i+: lence formation forthe solution propagates fom ight to let + D> to compute the ne value a, wes information at f andi — ace information forte solution propagates from feo ht + DM: to compute the new value at i, uses infomation at 1 and £1; hence formation forthe solution propagates from bat sides. From this iscussion alone we can dismiss the forward ference scheme from consideration, ‘The backward scheme i fered as an upwind shee, because uses valesupind ofthe direction of iformation Propnntion; clearly, this is highly desirable. Another wa toa this that "The numerical domain of dependence should contain the mathe: ‘matical domain of dependence” “Ths, the backward dference scheme correctly respects the “upwind” ature of the diferetial equation, and sends information inthe dietion thar correctly matches the difereatal equation 41.2 Higher onder schemes forthe linear wave (Can we construct scheme of higher order space accuracy by tying to ‘od off more terms in the Taylor serie? Using Taylor see ad the euntion Wy =~, we ave Chat wists) a ettas an sO(8 wm ecines 40H (9)* ee hee hime hewmen one am (Hw, the notation D's the centered approximation to these oe een by Deena sss t Tyy Seheae i now 8 Lae Wendell, and is secon oder “he lst term in the Lax Neadolf looks like alifuson term. ty fact, it can be thought ofa replacing the solution to the fist order ‘rave equation vy = te wit the solution to the advecton-difina & want t Bins, any ‘where thesis of he snothing second derivative term depen on the time sto. This, in fet very closely related to tho discussion in ‘Chapter I; second order smoothing ten can dssipae oscilations {nthe solton, aud as the merical metod is refined, he scheme ‘converges to the comet elution to te ginal problem ‘Why woulda one alnays use «higher arder seems’ I the sluion ‘ism forall ime, hen the ational accuracy ofered by a higher cederacee ray be worth However, nthe presence of sharp comers, ‘whch are often natural part of front propagation, preserving comers ‘may be importa, and higher order seme can smooth ther out. Ka ‘order to ul schemes that handle coraers corey, me ned to fous ‘on schemes that can treat such sharp discontinuities 4.2 The non-linear wave equation 4.2.1 Discontinuous solutions and shocks Lats expand the above dscusion nn examine the wave eatin with | boncoostant speed, Consider an equation ofthe frm utals}ue =o, (4) -depeals on a known function a(z) of ‘of the above upwind schemes upminding’ depending on the ‘whic wii fact suggest ie 4.2 The nor-tnear wave epation a the matematis! dams of dependence: ‘Arimax(0,a,)D-*} + min(0,e)D"*uf}, (418) were ere the wotation a, means afi). Note how the above seheme Works when the propagation speed ais postive (ast was in our cone Sant cwfiient cae), information travels Gots lft to sght and the Inka ference operator i eectad when the wave speed a ne Nive the forward iference operator i sletd. Homever, what about the fully on-line eqation, namely aw {in which the propagation spend depends on the value of w itself? We frst observe thatthe slain sl eoneant along lines that leave the Inia line ¢ = 0 in 1 spce; however, the straight lines are no longer poral Tose that thie ru, conde a pstcle moving though the {tpn whose postion 2 at any tine is parameterized by . Then, by the cain re, dufolosto)) _ 4 de ae aa ata ies ‘Now, suppose the trajectory ofthe parte set so that $f =u then the ight hand side zero by the difereatial equation, and ths 2 "Thus wis constant along the characteris, which means thatthe dope dows not change, whic meas thatthe characterises aestraght Hines Avan example, consider the above no-linnr equation and intial dat ety Lage {i scar} a ° (2,0) Jaton is comstant and heace transported; they ae shown in Figure 4a "At vome nite ef, the characteristics olde. Bach calling char acteristic leaves with slope 4 and erses ts own value of «fom the {aia ine. Beyond the colision tie not clear how to carry the ‘olution nbesd nique is tine. Along the line that marks the olson, ‘non aw sock, the otan dsontinuowsy jumps fom the left state (bic corespond to value of 1, as een frou the initial data) to he ight state of 0. Sa ae eeee ‘Ayprtote Conserntion Laws Stack: 1/Sope = Shock Spel Fig, 43. Careeing dress: Formation of shocks | Fig. 44, Dverpag careers A gap nthe wltion _ He problem is reverse, th issue is equally uncleat. Consider now the se easton wth nial data Bites (wee (ES, an) ne nes transporting the soln; oe 42 The nomnear wave equation ig 45. Rarction bok Pi 406. Racin fan ‘Am alternative i 0 cont the two states hy means ofa fan a Figure 46. Which solution is coerect? fn order to answer that question, ‘onside an associated viscous non-linear wave equation a + te = ee (4s) ‘This i the same now-linar wave equation, with second derivative luded tothe righthand sie This vcoun second derivative stmects font sharp comers as they develop, since it acts ike the heat eqtion 4 = ee: Ths, the solution stays smooth forall tie; see La (100) and Chorin and Marsden |, We ths chase ou solution to the non: near wave equation with veo vscsty tobe the one obtained asthe limit of the solution to the vss n-ne equation a the vst ficient ¢ vanishes, Svea solution, which it the vanishing lint of olution to visous equations, i known as an entropy slstion. The See mu at ns cel the“ “yprtlc Consereation Laws problem unfold. terms of ur drawings, st means that character fw into shocks (Figute 43), rather than emanate from them (Figure 445). Thus, our goal sto td aumevcl schemes for the noinar auto that satiny this entropy condition, ‘Before doing so, it i isteuctive to recall he initial V shapes of Figure {LS propmeting with constant speed. Ta the ease of an inward polaing ort (thot ithe slope on th eft was negative ad that on the right ‘ras poe), core formed a the propagating curve, and a shock formed whore te nroals cli [the cae of an outward piating corner, where the sigue of the slopes were vite, fa developed a8 the font moved outwards, Hoth snlutions ae siting solution of the quai for fon propagating with carvature dependent sped (Len) fs the curvature confine venses, This x atnlogons to the above ‘scan and is ee fundamental eason why we ae led 0 analy ‘schemes fr shock and lyperbalic equations. 4.2.2 Weak solutions, uz condition, and approximation tohemes ‘Te goal in this section i to dasign numerical seems that comet ‘extend soltions beyond when they are no lngre difeentiabe (known ax “weak olution”). We would He to dos in way that pysially ‘asonable and adieres tthe entropy condition Consider the general form of ur Sst order n-ne hyperbolic eit ton thai, M+ [Gulls = 0. IL G(w) = 1, this gives the linear constant coefficient case; if G(u) 127s es he mar soaton ye =. Tegan th sie of the equation pte ew (49) lw FiG(lee (4.20) | q 448 The nontincar wave equation 6 § ffute=crien)atwany, an hl « np Se rp ome eect Gina's eee Siegal ttteturGl) evar einaral CO ered suntmime meres mo ask cree oat (cafe le eae eeea i an coe ao RSE Sa ec i eh cece pe Sees eee eee olin Chika eeecrerea rclaleean ree iinet ie pet enlaneee ne Stee cuuantg) ceca. ea bn ta Sinan cots eats eens eta Site se Ten ee and Sf nd Sine Sf meter [ae] = gl ter [Ft] 4 = Fillet) ata) 4 [ene a = (un )s. (420) ‘Ths, using the conservation frm, we have the Hankin. Hugonia on- Avion for the shock sped, given by jdt) we rw wei a ams ns acl * ype, everyone uses lastead of C, bat we have reserved for the erm errace tneacanie saree earw _Hyprtolc Conservation Laus ae) ig 47, Pox @ of mtatase nto intra 8 suntio (421) ofthe hyperbolic conservation law tha are viscous iis ifthe equations. This wil lead to scheme hat satisfy the conservation form ofthe equation, chow the corset entropy condition by yielding the iit ofthe viscous equation a te viscosity goes toner, and ‘smooth smay fom dicots where the ution isl i smooth, 4281 Mh mt of rife! cy One trad apc spoil ic ve ofthe un tin eae en 160 te ) Sig the tat etn spin i he pe dons ‘viet tr ae things Tes eling ‘ee enon 1) ht i ot coe den an ‘nag fhe onto ne te we ses AD“ +i )D"0p + eD-“D*Pa) a Whe cn wk et, ont ens teat te ia tfc dfsion (a large vale fore) cases signicae rounding ‘shen arNatonhr hye l es oe ih rman int sy ta ‘toda ie smostng rh en oi 4828 Less dfwive schemes: Las Pidrichs otf view, a desirable sce reduces ecto hocks tom few eee omit ax uci wiutuesy Fig, 48. Update of through numeri ax fenton 9 A further advancement in sehemes comes from carefully constructing ‘method that respect the conseration frm ofthe equation, Consider gain the conservation awe 4+ (Gul. (425) ny solution of which also satis an integral orm of the equation ven ie £ ffate-coin)-atwoay aan Adisrte version of the above lad othe ollming dein; a sceme is said to bein conservation form if thee exist “numerical Hx fe ton" oust) (lunes) hich ean approximate Gans (Gosia) (see Figure (4.8) ‘his definition Is natural; any scheme must at least approximate ‘he hyperbole conservation law, subject tothe conisteny reuiement (uu) = Glu). Ths, any scheme that ean be pot into conseration form gives «weak solution. But how does one guaran that the schete Dicks out the correct entropy-satifying wrak soltion? One answer les ‘na further restietion. Consider scheme W that takes three argc tents, the value of wt ~ 1, i, abd -+ 1, and hands back the vale fw at tat the next te step. A Spot Bite diference scheme of ‘the form uf? = W(u- usaf) Han to be monotone iW i a ‘on decreasing ftom fal is arguments. The main fact can now be ated, which we wll ot prow (ce So (186) and LeVeque 12)® Heroic Conservation Laws Acomermtie, moto epoca rltog tat sation the ekapy nite re ed nly eck nancy ad conservation fom ‘iy tht asthe ge the are entropy contin. “This means that to contrst a viable scheme, we apd only make sure that ie in conservation form and i « monotone increasing fonctig ‘ofits arguments, One such simple scheme, calle the Lar-Frindricy cto bal trom eal dilerence approximations and is given by 1 lets tual 3G Gial, (29) here = Bt/Ar. tis straightforward to check tat this scheme Imovotone if 2, < 1 and that it canbe put into conservation frm ‘means of he sere anetion as 1 aye 4 FIG) Glas). (4:30) ‘This a steighorward way of approximating the olution to the gen ‘ral hyperblic equation, There are ote sch yhemes ofthis general ‘ype, incdng the Lax- Weadkoff method and Fromm method, ue) = 4.22.9 Boon ess diffusive schemes: ‘Emet and apprarimate Riemann solvers ‘The advantage of Lax-Pidchs shame ig hat one ned ow alot ‘sothing about the tructare of he faneion Ga damback i tha sl nzodores considerable dition into the action. In ether words, ac discontinuities ar soothed ovr alge nimber of gr ells acd Inece fonts donot stay sharp. In eases where one knows more about ‘the structure ofthe fx fnetion more ean be done, In this section, ‘me focus on achemes that kop sharp corer (and hence fronts) very shar an mit smearing to only a fw gid cele We will apply heat en the ox i conve; thats, when 2/4? 0, Th, our fist. 4 to make sure that the hx faetion Gis conven {ite 3 convex fx fetion Glu), we wast to devise » numerical Scheme to slve w+ [Go]. = 0. A fundamental ida, de to Godunor 112, 1805) to take the intl data uf), = 1, Ny and exact sation at tne step n+ by solving faa Rion nA in mad oe ah nr 1 4:2 The nontnear wave equation ” fag ingh tay i492 ia Fa. 40. Stu of et Rlsann robles the oltion to the hyperbole problem with nt data s4e0)={ sede (4s) wy 220 ‘The exact solution can be constructed by mans of the wave pltures shown previouly; we use either a hock with shock sped given by the Rankine Hugonit condition or arefaction in the case of expansion ve, The exact sation ofeach intervals individual Riemann problem is known at timestep n41, andl of them can then be patehed together (sce Figure 19). There ate many ways to do this patching; Godunoy ‘omtzacted a method that averages the sation ove staggered intervals land uses that to constrict a discrete solution a gid pint {a tne nel Since the vention of tis approsc, vast array of ux functions lave been developed that solve either exactly or appronmately the local ‘lennon problem to construct the solution at the ext tee step, The Dlosophy i always the same fst, make sure that the conservation form ofthe equation is preserved; second, make sure that enough of the exact solution i alen so that the ettropy condition satis and thir, ty to give smooth (highly accurate) answers may from the Aiscotinitien We rir the reer to an excellent dscsson of these ‘sues in Colla and Pucket [5], whose discussion we now follow. ‘One ofthe easest such approxinate numerical faxes isthe Engi ‘Oster scene (1), which i partculaty convenient in the case of prob- Jers that arise in front propagation. This fax is given by w+ min (0) 3) The wy hs pl who ne wt da Rel ‘aeolta)perio Conseration Laws ak ca)>0 awed atu)0 als) <0 as) >0 als) co futher tothe raeaton shock Fig. 410. Pale mltoa to ost Riemann problen hat w+ a) (43) nc me Ga) ie one, bene > 0. Prfoming he dieretin | fon pods at ino sn ‘Ths, $2 = als) the “speed of propagation". Standing in ve middle ‘fan itera with a grid pont onthe eft with valve vs and one on the right with valu u, we consider ll ofthe cases (ee Figure 410), (af) os) > 0 The the ware tool apy move to he indo since he tera to, goto) = Gl) {6G a()o(n) <0: The ee wave sold saply move to be ey sce te integrand ten 2, nteratien by the Faametl ‘Theorem of Calas rode poten on) = Ges). (HH) als) < Oyaua) > 0: Then a rarefaction develops, since the | test onthe Ie is negative ad thee haters gto th “et, ile the speed om the ght I psie and hence tase hare goto th gt. The cee thea ik he avec Macatee ceo els) > han) <0: He stock mst develo, ic the : “uth i sat a ee tcc ee ‘ah, while the sped onthe sight is negative ad ence those ve tothe The exact slition fom the tl ‘depends on the sock speed $; if S > 0, then (0) he sve, wile $< 0, then the ight 4.2 The nonlinear wave equation a In allexcept the shock cas, thin cheme yee height solution, Lats took more closaly at what happens in the sock case (4), The exact sclotion is either Gut) of Gla), depending on the sgn of the wave Spec 5, which comes from the Rankine-Hugonit condita, However, the seme ives 6) a fn (4,0) Now the rt integral since the ore spe i poi Bod ‘on the lft until (0) ‘Thus the solution given by the scheme is seo(v¥2) = Glu) + Glue) ~GlarHO). (438) ‘Thus, this scheme is more difsive than the exact solution, which ‘means that discontinuities are somewhat smoothed. Fortunately, the Characteristics belp sharpen things up again, ao that the scheme as nly atl difison. [nthe epee cave of the norinsr wave equatlon title= one ean dzety wie dow the scheme introduced in (46) alsa) = ana 0)?+ min 0)) (430) ony ‘Ths, ll the four cases are nicely elected thre of them give the exact. ‘olin, and the fourth ease add ite diffusion to the exact solution. For aditional schemes, see LeVeque (12), Sod (186, and Coella and Packet [5 ‘Nom that we have a suitable (cat, enlzopysatiying with relatively lie difsin) ference sebeme, we can now return tothe level et equation itselfApproximating the Level Set Equation (Outline: Using the previous schemes fora singe hyperbic conser ton lam, we bul frst and second oer schemes forthe level et eg tion ise, cluding algorihns for mul-dimensions and non-conves Hamitonions Recall te lvl st equation + FIVEI=0, on) ‘nich can be rewritten ls atl more generality as 61+ Hla by) =0 6) ‘The function 1 is kaown 9 the “Hamilton problem, we have the Hainan Huw) = PEAT, (6a) {ass focus on the onedimensional version, that is 6 + H(gs) = 0, here H(a) = Vi. From the previous chapter, given the equation H+ 1G(ue =, (a) ‘seal set 9 canbe nt hat capri thi “equation through the expression 5 ss where, fr our current ataioal grid sbown in Figure 48), "The value of Gat the poi AG YAAe (ale Gy) pprocimated bythe nomeril x fame oa ‘ Be Se Grey sat 2 Approrimating the Level Set Bgvation 0 Sins atthe point + 1/2, Gaya = auto) 6 ‘Thea ftom Figure 4.8, the right-hand side of equation (65) Just the ental diference operator appli to the nomial Bux function g. AB "he ri sae goes to zero, consintencyrequces that gu) = GC) ‘This i enough to build a scheme fr the level set uation. Lesting ot HW)=0 6s) Jn terms of the computational grid in Figure 6:1, construction of requites o aswell ab value for H(u?). Fortunately, an approximate tale for #7) ix exactly wh eve by the america Bx unetion, ‘har we have (ot) = aloo tina) 9) Pig 61. Update of through mame Hannan AU that cemuins sto construct vals for wn the middle of our couputtional calls Since u = oy, frwan aud backward diference !pproximations in @ can be ned to constrict those values. Thus (see Fire 51), we have opt 60 tg (2H, Where gis ove of the numerical x functions aad, again. we have sub “med fear and backvard diference operators on @ for the values ‘of wat ee et and right sats. Inthe specific cae of x one-lienslonal eel set equation, that iy oacy “Ayprosnating the Level Set Bquation | V2, we ca say ply he ee gen 0 Chapter dd HW) for peed F= 1, wie gph gh Ab oan(Dy*.07 +min(7",0")"", (san) “Ts the level set sebeme given in (14. (Her Ally diferent sbortband gotta: for example, ‘slong asthe Haaultonian ie ymmetle a each ofthe space dimension, the above can be rps sinply in each space variable to conseur Sehees forte. an threediesona font propagation problems. ns roe, we adopt the allowing philosophy: (0 tthe Hartonian “His convex, then wo use the level set x Fuetion preset in [Ld and described below (i) tf tbe Hamiltonian “Hi now-convex, then we we variant on the Lar-Fiehs shee described below Ismet opt ht frre opie hee eat Ah eon pated te Ia he Seaton ofthe chet Iyer pens nd hak dpi fgh ner ston sens ‘of mbes dient he mame! exci Selo aia wovarig Howe ur cas ecu ee Sc He = Oana moe prc pari, he Sit and sco re shee raed bo sega: Coopne Stas fae sh fr adage lt atin de oes se ‘ove base inosine gn ene, e's arn to thee eft ponatngcare nein 83 cnr fee spi Son a sorte rpg acne V mong th ped F=1 sad ha wbne ald Pig 2 sows he spe ie spc rai tis) rr ‘ithe whoa. Tenth cary sta ohne shy pts 520) tr oe (pre 21) wh 0 ‘pn he fo the eaory een oa Cerise ete ot al nde ops sr ef to thor man sary, 8 5.1 Porat and second onder schemes for conver aped functions 56 (0) Sa (Brac Sottoa ih 20 Pits (e)Seheme wt 100 Pies Fg, $2. Upmind,etropy-antisying approximations tothe vel et equation 5.1 First and second order schemes for convex speed functions Given convex spon function F (that ga speed function F ec that the resting Hamiltonian ff = FV) coven), the equation 6, (12) 61+ load 6 «an be sppronmate iy aaa Sue ~ ary (=e n= 8p a : fin Pyar, $yanr~ Pye Saft usetie), gy 1 ra deco ser 14 te lot ches then -us(uasvaey eee) = manta)? + min 6+ (648) smax(,07+ mia, 07-+ max, 0)-+ mine, 0979 ‘Thor we have (0) First oner sce comes: Ohi! = oy — Atlan 9" + mins, 01T-], (618) boxe VF = [man(DGf.0? + min D0? +max(D5{.07 +min( D071" — 6) « Ararosiing te Lee Set ation ! 5.8 Scenes for non-canve pe functions + min D5.0)° + | Pepi Smoggtnire, 28) and the switch feton i ven ty W = man( 3,07 + inlDG =O)? + a # bls) ays smax( D507 + min(D,L.0)" + miew={ {5 rsh} me (625) max( D5, 07+ min(DGLO", (aT) 0 <0 mh send io wich fs DI. 15.2 Schemes for non-convex speed functions Given s non-convex speed fneton F (hat, speed fnetion F much that the resting Hamiltonian Hf = F|Vo is non-convex), a set of ‘chetes wer introduced in Shu and Osber [14], One straightforward ‘och seme results from replacing the Hamiltonian Ve) with the Tix Fredche aumerleal fx function. The equation {8 Second order ace oes “The abe sctemes can be extended to higher onder. The base ‘wicket ui ich that eras self off whenever a shocks detected otherwise, twill sea higher order approximation to ‘the let and right values by menus of «higher order polynomial ‘wing a ENO construction, ne Hatten et al (8). These deta ‘wl aot be peeseated so (83, 144, The veheme isthe same at the above, bowever this tne V* and V~ are given by pigsty om 7h = fon A.0) + min( 2,07 4 fs thea approximated by snax(C,0)2 + min(D0) + 0 wo atg (tf Aan man, 0)? + main( 0)? (sa) | kT ett. Sitti | a= Otysa Tia Oye Y= mex, 07 + min( 0) ay ay “ma? + ing C0) + Sas Hae, Maser —A), (am) rans +min(E07), (9) A multimensional version of the Lax-Pridrichs mumerial fax fane- tion then given by as 1 Fiylee— a) + Flu) + HC 6.29) Bom) + 5M) +00) ae, 1 ~ BS en) + He) +e) ‘obtain he flowing eee ; ues uay enti) = em, ty ie ot EB», Tacit Menem Atri DeereAyprosimating the Level Set Equation (0) Fit order space son-conve Dak + Dis Dis DIL Dit + Die Ot = Gy at ln ( z 7 e oj) bot Dit) }aatO5h=8| where 0, (04, au) # a bound on the partial derivative of the Tiemvosian with respect tothe St (scond third) argumen, ia the nowcouver Haaonias i» wee-eined input fonction (i Seon ede space somone: $8 C+D EVP pees) ea at = : Holt A)~ Sold ~C)— Jost) ure A B ©; Dy Ey au Far deed abe. For deals re Shu and Osher 145, a wel ax Adastinson and Sethian B34. 159) Approximations to curvature and normals As dsc above, one advantage of the level st formulation is that roms properties of ie propagating interface, such ag curvature and Sormaldectin, are easy calculated. For example, consider the case ffs curve propagating in the plane. ‘The expresion for the curvatute Cf hse Bevel set asin othe interface if (as well as all ther level ets) ie given by ay. V6 _ Sth -2isubn1 + dnt | nT Teg era oa In the case of safe propagating inthe space dimensions, one bas ‘many shies or th carat ofthe fou, iluding the reancarette ‘an he Gaussian carvtare x. Both nay be conveniently expresso fn tere of the rel et unctlon a8 5 Inaction Py + 21.04 (0b. ~ Bryden) + B0e(brp0re~ Byer) ? + 418.(Gaybye~ busy) bor tate a Construction of the normal itt can require more sophistiented scheme than simply building the difeenceappremimation to Vo. This is beeause the normal can undergo a jump at corer. This suggest the felwing vecniqe, troduced in Seta and Sean [182 Fist, the fonesideddilerence appreximatins tothe unit norman each posble ‘zecton are formed. Al four limiting normals are then averaged to produce the approximate normal atthe corer, Thus, the arma it formed by Best letting {ei = $2.) + $l tardae~ 8) + 86x00 Oy) = tnt uaa a 2p), wen Dy * DR DBT * TG Dye wy weg RPT OeTe Tors Ogee sod then normalizing #0 that mi m/f I any ofthe one-ed ‘approximations to [V9) i aro, that term isnot considered and the elcte ar adjtd accordingly. 5.4 Ioitialisation ‘The level act approach requires intial fanetion oat = 0) with the ‘ropety thatthe zero level et ofthat initia anti corresponds to the ‘onton of the initia front A straightforward? technique sto compute the signed-dstance function from each grid point tothe inital feat that is matehed to the zero level set. As a practical rule, accuracy s required ly eae the itil font itself anda discrete vale based on slice far aa.o “Arprosimaing the Level Set Bavaton 5.5 Boundary conditions “the wse of finite computations! gid requires boundary conditions If Aree fnction F enue the font to expand (sue as inthe case eI pind themes il naturally defoultto outward Sowing one rca itrenrs atthe boundary ofthe domain, and there willbe 20 ae fr puter atentig to boundary conditions. However, max rare tee oped fueton wil cane more complex motion, and in suck ‘Go we bave usualy choen erode boundary conditions, ‘These are fanlemeted teresting en eta lye of ghost cls around the doa Thos ales are simply diet copies of tbe d values long the artal Tundares By initing the gnendiference schemes to gid points ac- ‘lly ad inside the boundary, the val of @ i correctly updated ‘ieee reflection boundary conditions. At the en ofeach tne Tie, the new vals onthe boundary are copied to the ghost cel, 5.0 Putting tll together ‘Asan example imaie that weave a nal closed curve tat ‘Boring ude ace smalaneos tins lt, i expaig wth a oun seed Fy in enor ion. Sod, collapsing with ‘pect proportogaoie cartare, Third ting panel advected tran underyng vty fel Oy) whe erection and strength Ahead on pation and tine, but nt on the fon al This eae Snot ca hen be wien tro of he spend nin flows: Pat Ban + Fay a white Fg = F the propagtonexpation see, Fay = ~eris the eens ofthe ped on te carta, aod Fy, = Otay 4) the ‘svectin spd where the nr the ater than spy lg thi spd faction at te schemes i i “abate sea to rearrange terms +t Siow the normal ven BS =o the vel et eqton may bo rewaiten sx (BE RIVA+ Tle ut) V9 = exo) (538) “he is term on the ef (afer the tne aati drt moton | intemal zion to the ont, and must be approximated trough sehemes dca above. ‘The scond term onthe the entropy -satisying lef coreponds to pure passive advertion. This erm may be apptor sated through simple upwind schemes. That i, we check the righ of 5.6 Puting al tether a ‘exch component of I and construct one-sided upwind diferent the lnpeopriat diection. As ican eae, the term othe ight, which ‘depen on the curvature, iv x parabolecontebution tothe equation ‘of mtion, and ence the use ofan upmind scheme, designed for a hy perbolc advection term, i inappropriate. Loosely speaking, tis term fetke © now-linar beat uation, and information propagates i both Acections. Consequently, in terms of oar numerical scheme, the rast ttraigtforward approach i owe central fren approximation 0 fact ofthe derivations in the expression on the right-hand side, For the fake of completenes, we write the complete frst order convex scheme to approximate equation (5.38) as ~=ax( ing, 0)9* + min(Fay 090°) agar] -{ nmien.g mii + max 0)D5? + ino OD) Hens (D? + Dy 639) snbere J = (u,0), and Kt isthe cenea diference approximation to the curvature expression given in equation (5.82).Hierarchy of Fast Level Set A Hierarel Bae ie thine ‘The level set method presenta above i 0 relatively sight forward version that may be esl programmed. However sis nat por tialrs fast nor dvs make fen use of computational resources In ths dapler, we consider more sophisticated versions of the baie heme 6641 Parallel algorithms "Thestraighfrward approach preseted above toss te initial value prt diferatil equation forthe level st fancion in the entre mpsttoan domain, We el this a “fll matrix approac Se pdting ll the lel st, not jst the zzo level et eoresponding to the fom isl. The advantage ofthis approach is that the da structures and operations are extremely lear and it sa good starting oi fr balding eel et codes, ‘Tere ate avait of cumstances in whieh ths approach is desir tle, In ft, all the level sets ae themes important (su as In problems encountered in image procesing dacusnd in a Inter se tion) the computation ove te entre domaine reque, In his as, ve sinple speedup i obtained through a pall computation. Since ‘ch tid point is updated by a nerestseghborstenc wsing ony wd ‘points on ach side, this technique alost fl ude te caiieaion ‘of embarrasingly paral". A parallel version ofthe level set method ‘nas develped in Setian [172] for the Connection Machine CM-2 aod (OMS. Inthe CM, nodes ate aranged in x hypercube fon inthe ‘OM, nos ae aang in a a-e. The conde was writen in global ‘ChFortran, and at each gid pat CSIIFT operators were ws to = “dae the lee vt fanction. A tine-explictsond order space method 8 6. Adaptive mesh refinement cy ig 6. Cell ear ‘nasi to update the eel set equation. Output wat contol by Inking the level set evolution to a paral volume rendering routine wih asocated display trough access to a parallel frame butler, As ‘expected, the operation count per tne step reduces to O(), since in tart cases the il ri ean be peed into physieal memory. Thos mast "ylation f updating propagating interfaces according to given speed fanctions transpire as real-time movies, the mak Kitatlon Bing te poet of dip 6.2 Adaptive mesh refinement (Ove version of an ficient level set met comes from pursuing an ‘Mdaptve mesh refinement strategy. This isthe approach taken by Milne {in (136), motivated by the adaptive mesh reinement work in Berger and Colela (10), Adaptivty maybe desired in regions where level carves develop high curate or whete speed fonctions change rapidly; ifthe ‘aro level curve ietifed with font i the object of Interest, then the mesh can he adaptively refined around its location, To iusrate ‘his approach, Figure shows pes cells that ar hierarchically refined ‘in reponse 10 parent-child relationship around a large curvature in ‘the sero level set of. Calelations are performed on both the fine ‘ids an the coarse grid, and grid ell boundaries always long. > ‘coordinate ines and patches do not overlap; no attempt was made to Align the refined cells withthe fon ‘The data structures for the adaptive mesh eeBnement are fit sae wae eet as ——6 A Hier of Fat Level Set Meth ig 62, Grd yl at Roundy betwee riences strighorwasd, However, considrabe care must be taken at the ine terfacesbebren cote and fella particular, the update strategy for Oat socalled hanging nodes ute, These are nodes atthe boundary between tno levels of refinement that do not have te fal set facet neighbors required to update, Toilet, Figure 6.2 shows ‘two-dimensional adaptive med the goal vo determine an accurate Update strategy fo the hanging node marked. The strategy lid oat y Mile for updating @ at such pnts i as fatims. Consider the archetypal sped function FU) = Lee ‘The advection erm lads oa hyperbole equation; ere, srsightor ‘ward interpolation of the updated values of @ fo te coarse cell rd ‘is tsed to produce the mew value of ¢ ato. More sophisticated tech ‘ology ot required, ice we are modeling the update accord ‘he mute se funtion g not the derivative ofthe nuerial sk funciona reared for hyperbolic conservation lw 4 Inthe case ofthe curvature arm ~c, the situation i nots talgh- fonvar, sine this eorespods toa parabolic term tht cannot be a> ‘proxinated throoghsimpe interpolation. Milo showed tat sagt foward interpolation from updated wales on he coarse gid othe ‘ive gid provides poor answer; if this procedure is employe, “boundary between thetwo level ofreSinement ats sa ource of wae, and spicant eros generated atthe boundary. Infact uch a spproch ested aginst the spe heat equation uring cossn/S4e ‘wesh produces move errr in the compe mltion thas would be | Produced using a conse se everywhere. Instead, Milne devises the 6.3 Narrow banding and fst methods Pig 63. Twosdimesional slice of wptive wes for pomaating sce following technique. Values from both the coarse and tefied gid round the hanging node age used to construct a east squares sol tion for ¢ before the update. This solution surface is then formally Aiereniated to proce the various Bist aud second derivatives in ‘exch componeat direction, Then vais are then wal to proce the ‘update vale for @ silat to al other nodes, As ilatraton, in Figure 6.3, we show a two-dimensional slice of 3 fulyvzee- dimensional adaptive sesh ealulation of surface collapsing under ig nean curvature, Asie cdncusand is ater etion, the dumbbell ‘tek pinches off under such «configuration, Deeause one principal axis of earsture i ery large and postive. 6.3 Narrow banding and fast methods ‘There ae several daadvantages with the “fullmati” approseh given ove ifone i only interested Ina specie foot + Sheet: Performing calculations over the eat computational domain requires O(N) operations a two dimensions, and O(N) operations In thre dimensions, where isthe number af gd pots alongside« ‘A Merry of Pat ve St Methods a herr, nen dict perm wrk only in Aare teed in kn nthe hero nd sca, the option ot athe nen pe wey) cc the bubs clea he taro bd, 4 ce ot on. «ining Bsn Vile: A tied oe, the evel eta Peet athe enol he sed fence Finn 28) ween hs cn wpa st he rb, tn) he tot cu cb ed con mtr eed. Ra {Sh te per af epumete may ince he ot epee ‘Sat npn Se fhe varie ay hve meng Stren teow all and ny be both cat sod anon ted ase fn at etapa he vey sy fom thc tol et asst bon Tater nana of {hc pao bad apr tn i exon ed ny be oe fe plun png ro Sd roped wo al poe the compen oa Tella eich oa sone ha sate » PL touts eth asin waco he oath, Fete rayon sapdb ou tl Sosa pletion be pcan be sap hones rape {othe mosh vcy fi nly chin he aro bad. Thi Srp wh on pnd hg teal i es (ncaa cate on, aeeh pions the FL nation fhe van HLA ai lol ony tech eg {he ho i oe et i ce man ‘Theabove “arrow od method” was ntoduced in Chop (4) wed in recovering shapes ous images a Malin, Sethian and Vern (120) od anand extensively by Adastcinwson and Sethian in). The idea SSstaightformard, and can be best understood by amen of two Bgures Figue 6 shows the placeent of «narrow band aroand the flat ‘uta rout. The etre two-dimensional rid of square arg: A one-dimensional objet i then used to keep track of ‘the pois in his array (dark od post in Figure Glaze locate ‘ anrow band around he font ofa ser-deined wide) (ae Figure 168). Only the yes of 6 at uch points within the tbe are update Value of at rid poims the boundary ofthe narow band te oven. When the Goat moves near the ee of the tube boundary, the alton is topped, and new tube i bit with the wo Devel wet sored io a 6.3 Narrow banding and fast methade o Fig. 64. Dark ri ott are member of matt baad latrface boundary at the center, This rebuilding proces is koown at rinitialiaton, Thus, the narrow band mod consists of te following lop: 4 Tag “Alive” points in marrow band, 1 Bul “Land Mine" to iadieate nea ge “ nitinie “Far Away” points outside (side) arrow band with large Boaive (gative) vale. 4 Solve level se equation unt ad nine it ‘+ Rebuild, loop. ‘Use of narrow bands lead to level st toot advancement algorithms tha are computationally equivalent in terms of complexity totraiional ‘marker methods and el vchniqus, while maintaining the advantages oftopoogical merger, acuracy, and wary extension to multdinensions. ‘Typally the spend suciated with the narrow band method i about ‘ea tines faster 10 160 eid ean the Fall matrix method. Such speedup is substantial in three dieasinal simulation, it ean make the dfereace between computationally tensive problems and those severinenmmemtet net ——ig 6 Pinter ary tage eerie and Voundary ba points ‘that canbe done with slate ease, Deals on the accuracy, typical tule sis, and mimber of tes tae must be rebuilt maybe fou in ‘Aasteinson sat Sethi) “Tie narow banding achive requires rebuilding and renting ‘new narom band sound the location ofthe font. Sever ways 10 evr hs ventilation ae desribed below. 8.3.1 Re-initialization techniques, dieet evaluation, iteration, Huyghen’s lowing (69.1.1 Dirt evatuation 4A sephrerd rinitn icq to bul the tnd io Sa thes el thy ing cots pter and then ea eu the signe distance fom ach id pt oti ro ker his ci a be nl we itt le ucion sot lib: Hones, has test one at di tet in wo dros Go cn conor ern te sien, soe vers of onsen nd C's 7 nel chee frais Noe, Sing he nt some th the vl Sn a nd al ty se tie ot oe Blin he ee, Smo, cha speach expense, _ Sant nein erst of te et sexes {ila eats ot dt teach of. ol eae ‘hie at UN) ein: mare exene than oping te eel tft ae the ete gi tt 6.3 Narrow banding and fost methods Cy 63:12 Neration Aw lterotive to this was sven by Susman, Smirk, ad Osher [13], ‘sed onan observation of Morel Is virtue stat one eed not ind the evolve set 0 reinitialize the level et fueton. Consider the pata ices equation 4. sign((t ~ V0), on} shee sign(¢) ives the sgn of, Given any ini dat fr 4, solving the above equation to steady-state provides & new vale for g with the property that [V6 = 1 since convergence occurs when the right-hand fide zero. The sig function conta the How ofnformation in the Shove A is negative, aforeation fom one way and if i positive, ‘hen iaformation flows the other way. The not elect is to “straighten ‘ut the level aes om ether side ofthe zero level wet and pede a feton with [Vy = 1 coreaponding to the signed stance fneton. ‘Thus, thar approach is wo stop the lvl set ealeslation periodically ‘sd save the above until convergence; If done often enough, the initial ues often lose to the signed distance function and ew erations are quid. One potential disadvantage ofthe above scheme isthe relative ‘rudeness of the switch faction Bed oh checking the og ofthe level ‘et equation: consierable motion of the ero level wet can oer daring ‘the reintalization, since the sign function doesnot do an accurate job of using information about the exact location of the fot. hybrid ‘method combining volune-oF-Baidapprooch and lve st method for this problem may be found in [2 6.3.1.3 Dynamic alleation of points narrow band ‘Avother approsd is to dynamically ad grid points to the marow band ‘it moves. Thus, points whose ¢ values dip below a certain negative level are moved, wile neighbor are ade around tose that dip below ‘certain postive value. When new rid points are added, Chey must be given appropriate @ values. This is accomplished by reintiaizing everytime step, usually bythe abo iterative technique, to return to the sgnedatance function. Thus, new gid points are added, the 6 function inthe entire nartow band i entalied, and the eaeulation ‘sadvanced onetime step, 6.3.14 Huyghen’s principle lowing ‘An akerative technique, described in Sethian (176), is based on the ‘ea of computing coun times a dncssed i [175], and elated~ | Hoch of Fat Level Set Methods to te ideas pve by Kimmel nd Bruckstein (90). Consider particu Tartine forthe level et funtion P(t) The gal it produce Pre el at faction tet) withthe 2ero Teel se vochangr and thar torpendst the sped-dtance function around that zero level Sa Gi new function may be built as fllows. With speed function Ft fw te level at faction both forwards and backwards in time od caeunt essing times (nt when changes ig) at cach i ‘ait The erasing ties (Doth positive and negative) are equal to ‘Sh sigond-istance faction by Huyhens principe. This approach has the advantage that one knows ho longo mst run the problem for- ‘rad and backward ore grid points «given distance fro the Tot, since oe Is wing a sped function of unit: Oae can perform this iteation using a high ore seme to produce accurate values forthe ein ine, "This de of compatngccesing tis x equivalent to converting the devel set evaluton problem ato the stationary problem that was die famed ete, In this conte state, we ean devel an ultrafast level et scheme forthe particule f solving the level et equation for sped function F = F(xy,2), where Fis always either postive ot suegatie. This is cussed in Part IL Extensions to the Basic Method Outline: Since thir ifrouction, the cpublites and appliabitty of level set methods have ben considerably reine and extended. In this chapter, we dicuat few of tae extensina thal Neve proven to be tsefl on ware of epalications, chong dniTna tespdary onde tion, tbgrid resoution, and the motion of muliple interfaces and gle points, TA Masking and sources Consider the problem of front propagating with speed and subject tothe costal thatthe evolving terface cannot ene int a regan ft In the domain, ‘This eon i fers to as “mask, since i inbibits ‘motion, ‘There are several tions to this problem, depending on the degre of accra reed “The simplest solution Ie to tthe spond fonction F equal to 20 forall grid pots inside 1. The location of all poet aide 0 ean be termined before any calculation scarred out. This technique asses thatthe foot stops within one ri cell ofthe mask, Figure 7.1 shows ‘plane font propagating upwards with speed F = 1 in the upwards ‘ection, with a tetangulae block in the center of the dom servig ‘ts mask In Figure 71(a, the speed function i eset to aero ise he mas region, and a the fone propagates upwards it i topped in the viiity of the mask andi forced to bend around it. ‘Thecaleulations in Figure 71(a re pefomed on a very cre 1913 tues in order to accentuate a problem wih this approach, which is tat the font can be guaranteed to stop only within one rid ell of the obtace sel This is because the Ivel set matod constructs an Interpolated speed between god points and hence by setting the speed a2 ‘etensions to the Bosc Method (a) Voy nie eta Fig 72. Poot popgsting ward rod mashing Wack: 19% git (0) 6 Rem by mask faction to zero on and ln the mask, the font slows down before it actualy reaches the mask Note that sace this means one gui ell hormal othe mask's boundary, 8 considerable amount of err cas resale ‘A dilerest fx, which eliminates much of this problem, comes from ‘alternate view ee Setlan (10). Gien » mask area 0, construct ‘the sed-distance funtion o by taking the postive distance if insite ‘and the negative distance if ouside (ote that this i an oppoite ‘pn choice from the one we spialy we), Then we iit motion ito ‘the msi rein, no by modifying the speed funtion, but instead by ‘orttng the evalvng level set function. Let gf be the vale pode ty advancing the eel set g* ove tie sep, Then et oP = marl" ny ‘This rst the eve set function so that penetration is uot possible of our this is sccurte ony tothe order of the grid. Results using tis ‘scheme are shown in Figure 7.1(b). Again, we have used very corse ‘to accentuate the difernces _ me cade sow the opposite problem, in which gion 9 acts 8 soar the slain is equally straightforward and given by gi" = 68); hia ete technique wed in (14), 1.2 Discontinuous sped fonctions and subd relation 73 1 Suppose the above problem i generalized and one wants to ae an interface propagation problem in which there isa discontinuous speed faction. For example, one may want to track the propagation of an Interface through materials in which propagation rate changes quite sharply Asa example, consider agnin th evolution of the upwards Sropagating font, but this tie the rectangular block sows the speed 01/2 (That is, P= 1 outside 1 and F 05 inside and on 2.) The Handard level st method wil interpolate between thee two pends and ‘he results obtained wil depend onthe placement of the underlying rd; rubstaatial variation in zesuls wil occur depending on whether gr line is dzety oa, below, or above the botom ede of te rectangular oc In order to solve this problem accurately, some sub-gid iformation shout the pend function snd to coreety construct the speed une tn for thse calls that le only partly within Such a technique au be devised, motivated by the idea of the vole id methods Alacused ear. Given a region, before any caleulation proceeds we onstruct the cll faction Vol, wich is» number betwennO and for those el that have atleast oe gi pint a6 and oe outside This fel faction cotresponds to the amoust of mater in the eal. These ‘alae are stored, and st is kept of such boundacy el. ‘The eo- eed with the level set calultion, letting F be given by its vain the ‘ereepondng tegon. Homever, me modify te speed fnetion fr those cells that are marke as boundary cll, At the beginning of the ime step, compute the volume faction Vol for the zero level st in each Cel this may be done approximately without exp fnding the zero eel set throug a least squares it. This valve then compared with the stored value Vol, and the sped function is modifi accordingly. ontinuous speed funetions and sulb-grd resolution As nity designe in 14], the level set technique apps to problems in which there cleat dintintin between “aside and “ouside. ‘This is bonus the interface igo the zero level valu betwen the ‘two regions. Extensions to multiple (more than two) interfaces have been den some peices In the casein which interac are pusvely teanmported and behave nicely, one may be able tose oly ove level ‘set funtion and jdicouly asia diferent alsa the interfaces. For” utenion to he Base Method e@® ig 72, Reson A aol B expr ito eon © amp he lee crn othe boundary ean Teen AaIR elk ele ot te crpontng i isis irs opi Hand © WA aad Cnc oth, tht Suede asi eae alan Tarren en vig sree od a Ane ope pss ie spent ques any fen sate of cpl Brmsrd td Wet 9) ‘oi Ta Ca 0) Car he flewing ental rape itso i Pe 12. Regn Ad Dae bth sear forint trie © wth edt icon oa oh Iterhew Al cone tees wl och ed mets pe ei re curt th "oe cab aed ae Alin ect nce moto the moon one lv fine rh ten some ets a sone iain ein es gen 14 the font wore hase te opm dora ea aon Ts et wa ee feline se a fase bl py ttng he ma te ‘acing ae ad goal cngrtin se the ae deg ‘out eign he main ed fil aoe We a ican chi, eed a [17,79 nh ors a sme can. Jaron, apie wpe gins tnd al fa pose ai pr aos Fy ta de the propane spd oe ano gi d.F sae a stein ntact ie Sesto ainoce rch uence san ai ls fot es ihepee nt yer m,n tn anya ow pear mon ‘ala ack ry dan he sun race 73 Mali interfaces % In general, the, proceed a flows. Given a reson I, obtain NV — tral level set functions ¢, by moving the rion Tinto each posse region J, = 1, 8 (J) with speed Fy. Daring the motion of tegon {at region J, assume tht all eter regions are impenetrable that se ‘the masking rule given by equation (7.1). We then est the penetrability ‘of rgion 1 Hell leaving Ue vale of gf unchanged if Fy #9, else rndying i with the maximum of self and 9, Finally, to allow region Ito evolve as much at possible, we take the minimum ove all ‘mile motions to obtain the new pasitin; this the resigition den Geeribed earlier, Complete detail of th npproach may be found in Sethian [170 ‘Thee examples are shown to ilstrate this approach, Given regions ‘By and C, the infence mari derbies the interaction ofthe variout repons with enc other. The interaction af ach rion with ite i Hank The interaction of any pair of rion must he mo i one of the In Figure 73, eons A and B expand with unt speed ato region C; but eannot penetrate each other. They advance ad met; the boundary Teton the eo becomes vertical stright line. ‘Nex, we considera problem with diferent evolution rates In Figure 7.4, eglon A gros with speed 1 ato region C (and tepon C grows with ‘pee 0 ato eegion A), ad region I gms with sped 2 into region C. ‘Once they ome into enact, gan A dominates region B with speed 8, thu rgion I grows thragh Cand ten it eaten up” by te advascing repon A. Note what happens; region A advances with spend 3 to the flge of region B, whichis advancing ony with speed 1 into region C. Hower, region A casot pass region B, because is sped into region (Cinslower than that of region B, Finally, in Figure 7.5 the motion of tripe point betwen regions A, B, and Cie shown. Assume that region A penetrates B with sped 1, B ‘enezates C with spend I, and C penetrates A with speed 1. The exact Solution ie gven by a spt with to iting tangent ange asthe triple ‘oie approach. The triple pont does at move; iastead, the regions ‘pial around it. In Figure 7.5, results are shown from a calelation on 1:98:08 gi. Starting fom the iia configuration, the eons pial ‘round eachother, withthe lading tp of ex spiral contol by the ‘id sz. in other words, we are unable to resolve spirals tighter than ‘the grid sing, and hence that costo the fine scale desription of the ‘motion. However, we note that the tripe point emansSxedctensins to the Baste Method ® » ° @ © ” Talore Naw on Aon Don © Bier af A to 10 Bist of 00 o Fig. 74. A asd B mone into C with see sop a ach other Asses of adtiona caleuations ug this approach may be found ia 7, 141 le points ‘Te te motion of multiple ieterfaces atl multiple unetions i bighly| ‘complex; some ofthe ox labora lel at scutes are de to Bence ‘Merriman, and Osber (13). As istration, consider now the case of ‘ile pot motion in which the speed of ech interac is diven by ‘curvature, which may correspond to snfice tension Imagine 4 tpt eit in Which each ofthe thre regions attempting to move according 14 Triple pointe o io w © w “Taoone Matta on A owe ios ofA Fg TA A into © with spend, Ato B with spend 9, Bint © with spe to sown curvature. Ia Figure 7.0(2), we show an inital configuration ‘on the let ad Ba stat a Figure 7.6) on the righ, which consists ofthe three lines meeting in eq anges of 120 degree, one attempts to apply the level set method for multiple interfaces \deseribed inthe previous scion, adie occurs becas cach level fuorton attempts to move away’ Rom the others, creating @ gap. In Figure 76), me show this gap developing when a level et technique it plied othe final state ‘Two diferent ew! st type algorithms were introduced in Merriman, Benen and Osher 134 to tackle this problem. The fist can be viewed i — a meeetensions othe Basi Method “Tio Mairi ow Aen Boo “mewe 000 Pi. 75, Spring Wipe pint: 9508 st > (a) nea State (0) Fina State (o) Lae Se Fig 76, ution of ile pie under curvature 1.5 Biting extension vloity fds 0 25a” tthe sow robe end sa why et ee ‘To bein, the problem with the above calculation i thatthe various Jee sets pall apart. The level st functions ze ret to hl the til pin in place; at i, This lees the triple point in place, Moweve, the cot is thatthe lve st functlons can develop spontazeous zero comings later in time, A ene iso rental all the level ets ung any ofthe entiation techniques described in the previous chapter. With those tw add steps in the algorit, level st tmethods ean handle some problems A considerably diferent approach works by applying a reaction Aisin type equation toa characteristic Fanction assigned to each fon, which is one inside the reglon and zero outside: ‘This algorithm otk by expliting the link between curvature flow and a dfn eq tion, along the lines of the material discussed eave. The bas denis that is pple, and then a sharpening teres exo, that sharpens up the solution. The net effi oevave the boundary line under curvature. Foe additional work ow curvature flow and the lint of related patil diferent equations, see [28,29 7,150, 7.5 Building extension velocity fields ‘What happens when the speed ofthe moving fot has meaning only on he fon itself? This sa common oeeureace ia areas sch a comb tion, material science, and Bid mechanics, in which the pilophy of teeing the rot as the er level st of «fly of contonr ean be problematic, In fet, the most difieltpar of level set methods this "exteson” problem, and will be a central focus of Part TV, Recall the division of arguments in the speed function F given in cuntion (11). Local arguments are those that depend on geometric ‘antes ofthe fon, such as curvature and normal vector and have dear meaning for all the level sets. Independent variables are equally ‘sight forward, since their cntibution to the speed makes no reference ‘0 partienlar information from the fom isl. ‘The troublesome variables are the so-caled “plobal” variables, which 40 arse fom solving ferential equations on ether sie of the inter sce«© tensions to the Base Method Tce, Foor poibe ways to extend velocity from the font to the gid i) Av each grid pot, nd the lest point on the ron, and wse ‘test faction at tht point, This was the technique used 10 and may be done eel in many eases by tracing tnckwatds along te radiant given by VO. (a Heatate the pee function of the out using an equation chat fav eaning nly on the fot taf. Tiss tho technique nse in {he esta growth dente wlio clelations employed fn 82), where a boandary integral ealusted both on abd of the tone 5) Develop an evalaton technique that assign atic speeds to ‘the evel se sing through ay particular grid point. For example, inthe etching/depostionsonlations of [2 3, 4, vit of the eo level set ss be eaten fom he font isl Gir) Star the inenc ofthe front. Late combustion calculations of [164) aod the Hud dyuams cileslatins of (89,108,208) the infeoce of he font is mali to eighborag rl pots, whieh conte tems to an appropriate equation. The soltion tn this equation thes naturally eves 9 speed function for ll he Teel te ‘Wo sll discus nomeros extension velocities in Part IV Fest how fer, we tim to some therein considerations, which lend to ft ‘marching methods for the stationary formulation ofthe level set equa a Part 111 Viscosity Solutions, Hamilton-Jacobi Equations, and Fast March Te teen aaareheng Level ‘nhs part, we few on Hamiton-Jeo gations, hin ting ith the formal datn ofa monty soon We the ite ca of nm fa arcing mt for he ‘ate Homiton Jot equation, which resin ese ‘fa monotonically advoncing fot, end dices oppop ate approsimation schemes. orViscosity Solutions and Hamilton-Jacobi Equations (Outline: We present the formal definition ofa vscosity solution to the eel set equation based omits behavior a extrema, This trae ou to tea more appropriate way of characterising the correct weak seation ting this defntion, one thn proves thatthe seo lint of smooth solutions asthe mothing term oct er, Our presentation of level set methods has taken an algorithmic ape ‘rch. That is, we have been motivated by preseting an intuitie fe forthe mechanism lsking moving fronts and hyperbole conservation laws We have taken this approach fortwo reson. Fis, as we bave sera. the notion of what happens when scorer develop in an evolving ‘one-dimensional curve neatly paral the develope of shock and ‘aefation fans inthe conservation lw for evolving slope, Second the "ich wealth of numerical shemes fom hyperbole scheme what gives ‘te to te array of evel st algoritans just presented Formally, however, this ink canaot be extend higher dimensions Recall that inthe one-dimensional cave ofa graph propagating wth ‘peed Fin its normal dietion, equation (17) gave the change ia the eight ofthe faction ¢ a8 ware (sy) Difereutaing both sides of this equation yielded an evolution equation forthe slope u = yds ofthe propagating front, mel, webatetiene[ta] . ‘ich sa viscous hyperbole conservation law with Gi) forthe propagating lope u-4 ViscoitySations and Harmtion-Jacobs Eguations Inco nage set quan sat eb einen eons dmena telefono 36 eo Flea" <0 a3) jy ad eats both des with ieee eas eG eel pete ton ee ee ee ES Se Reaees eee ene cece eS ee es EES Celene Os ano ee ipa Sie Sipe elites ES al ae SE ers ee et re ee See ‘SA Viscosity solutions of Hamilton-Jacobi equations Consider the level st equation $+ F/V6l =0. Ihe spect F depend foul om posion z and fist derivatives of hii » particular ease of ‘he more general Hason-Jocbi equation + H(Da,2) =, oo whe l= FIV¢). Here, Du represents te partis of win enh arable, Aor example, ue and uy. Asse ct the Haaltonian 1 isa sooth fonction of it arguments. We want to admit non-smooth sltions Aha 6 the that my have corners, slr to the previous desire to 441 Viscosity solutions of Hamilton-Jacobi equations 86 nit noe smooth solution of hyperboic conservation law. A natural toproec, in parallel with the eater dscusion, i to add a vcolty fe, that 5, + M(Du,2) = ed, (85) where 8 postive constant. Then, gen solution veto the above, ae wants to sbow that such a solution iy sooth, and that bat ‘anes gives an appropriate weak solution, ther than deine the weak solution a8 Knit of sooth solutions, Crandall, Evans, and Lions [52 reformolating an ear dtiion In Crandall and Lion 4, instead define a weak solution as follows Definition w ssid to be stcnty solution of equation (84), if, or all mooth tt inctons () ue hat local maximum a a point (emf) thew u(rast) + H(Dolzae)ae)) <0 (0) (i) itu —e has local minimum ata point (zt) then Ualtote) + H(De eto) 20. (7) ‘Notethatnowbete ia this definition ithe visa sluton udifeen- ‘td everythings done in terms of the test fonction h. The motivation ‘comes fom the usual trick of integration by parts; one uses w smooth ‘est and moves alte derivatives onto the et fet in exchange for ‘ore boundary conditions ‘The above is only defisition; several thingy now to be chal be- foe it ean be viewed as renonable solution tothe Han Jacobi vation. Tn fc, can be shown that 1+ 1.0 is « amooth sation of the Maratton-Jacobi equation, then iis 4 waconity solution a other words, any classical solution that stays smooth forall ime ‘atises the two inequalities inthe above dition,8 Viscnity Solutions and Hamiton-J0coi Bquations «Ya wscoity sation wi diferente at some point, then i satisfies ‘he Hamiton Jacobs equation there tn ober words, where the vcr solution is smooth, it gies the seine anon asthe asia solution, 1s The alone viscosity sostion unique, gten appropriate initial cn dion “That there is only one sso solution satisfying the abore ssniton The sltion produc by taking the lini of the smooth sation w Ge gucs to ser sw coil solation by waiqueess, thi sltion ast eth one gen above. We shall prove none of thine here instead, precise statements and profs aye fond in 5, 52, 62. The salen pin is that the viscosity {hluton i aw defined in way’ that does aot require diferentitoa, ‘din fact can then be proven to be the unique viscous Lait of the ‘stead Hation-Jacoi equation. '8.2 Numerical approximations ‘To summatie, two sts of schemes have brea developed in previous ‘lapier for approximating te sotion to out level st equations, de peng on whether the Hamiltonian 1 is convex or now-convex. A onsderable body of work exists to stow that these schemes, as well asotbers, converge to the above viscoity solution, Infact, Crandall sod Loa [64 analyze an explicit ite difereace scheme; see als, fr ‘rample, Sougaids [187 Most of these schemes are Site diferente ‘expressions that contain some forms of soothing, often in the apt of ‘he method of artical viscosity discussed eater Convergent seems ‘esl from the same criteria of mostonrty and consistency. Approwimating the Stationary Level ‘Set Formulation Fast Marching Level Set Methods Outline: We introduce a clas of fast marching method for sling the atic Homiton-Jaco equation: the techies rev from a Bend of Jas narrow land methods and heapsort alerts 9.1 Foundations ‘The sate Hamilton-Jacobi equation, namely, M(Ds,2) =0, (oa) cones ro removing the time derivative. We have seen that the special ‘ase of monotonically advancing font, that i, a front moving with ‘peed F where Fis always postive (or negative), as to particule stationary level set eqation forthe crossing tne given by Wwnr=a, 2) IEF isa fiction of position ons, thi becomes the wol-knownEikonal ‘gunn. We refer the interested reader to a large body of erature om this subject including relevant theory in Boles and Souganii [17], (randall, vans, and Lions (52, Lions (16), aod Souganii (187, nd ‘eral algorithms in Bardi and Falcone (4), Faleone, Giorgi, and Falcone [6], Kime! (8), and Rouy ad Toon (196). {et us focus fr a moment on the Ena! equation, namely IeriFta)=1 3) ‘Thus, the speed doesnot depend on the arietation of the foot (it ‘epeods oly on independent variables, using our ear terminology). ‘Ove way to solve tis Etna! equation i through finite diference orss ast Marching Methods pero on fe eaten grid. Following our earlier dlseusins, Aiwind,vscsity-alationappeoination to the gradient las to snax(D5°T, 0)? +min( D5", + ax(D;PT, 0)? + min( D$?T, 0)? FS (04) low does one i fct solve fr the soltion 7 given by the abe shee? ‘Since equation (04) 8 ia essence a quadratic equation fr the vale at exch grid point suming the others are held fed), one ‘an trate until convesgece ty snlvng the equation at cach gid pon, Selecting the largest psy asthe soaton in accordance with ob twining the correct vcs solution one rich chee was introduc by Roy and Tourn in (16) se also Falcone (60,1. ‘Typical, on er ‘es wveral tes through the eotirest of rl points uta convecgnd elton leche, Wie now dca fot marching method intoduced by Sethian in [180 tue diced in det in (178), hat provides an extrernly fst method for sling the Eikoaal eqetion. I relies on a marrage between the tarow band methodology and a fst heaport alot, and can be ‘ewe as an extreme once werin of arr bond technique £3 Tim Eitan! anion andthe fant marching method iyo omutng at marcing agit isthe oberain ht Sete cere tectrs ef eqns 04) nnn tat orntcn ps om mot om ender alte oT to nrg ae Hina wc etn (by blag he lation ocr from be sala Tvl The grim sma sy cog te “lage on nario aad sed a. Th eno ep he Gt sed in pid iy Consign ‘row td ed th xing et ano march is row an Iron ng be aes of rng pats gig es ina thenaron bod rare Tela nh sein ch ‘on te namow bad oat The cia eat expan hans cass uns onside tn Eka equation onan gid on the sito 04) ot] wt ih ide Fy > nil data, ‘T= Oalog te op th He ()) 1 cone ‘omtate (0.0), te (3) = (8 8) emepemis vo corto 1) 2.2 The Bikonal equation and the fst marching method 0 mw ee 5g aha Pg 94. sons rm NN ager gifts teratos ofthe Hie evan Algorteh (i) Initiate (2) (Alive points: gray disks): Let Alive be the eto al gid points at which the value of 7s zero. Inthe example, ‘Alive = (G3) 4 € (yon hd = NY (6) (Narrow Band points black ctl): Let NarowBand be the set ofall grid points inthe aarow band. For thie ‘example Naru N-1} set Tas = dy/ Fy (6) (Par Away points: blac rectangles) Let Fursway be the Set ofall the et of the grid points ((, 4): < 8 ~ 1) 6,5 00 for al points in Farduay. (@) Marching forwards (0) Begin loop: Lat (indi) be the point in Narowond withthe smallest yale for 7 () Aa the point (gis Jai) t0 Aloe: remove from Narrow Band, (6) Tag as nelghbors any pola (nin ea) ind (int: dmin ~ 0, (nin nin +1) hat ane DOU Alo the reighbor isin Farduny, remove it fom that set and add Ito the NerrowBund we, (4) Recompate the values of wat all xighbors according to ‘uation (94), solving rhe quadratic equation ven by oar ‘heme. (6) Return to top of oop ‘We take periodic boundary conditions where required. Assuming forPat Morching Methods Fig 92. Matrix of wighoing aes ‘the someat tha it takes no work to determine the member ofthe mar tow bandwith the sales vale of 7, then the total work required to Compt the ston at al gid pots is O(N), where callin ig performed om an > id ‘Why dows the above agit work? Since the smallest valu ia the snow band ested, is value for T must be correct; other narow rnd points o far amay pats wth Inger T vals cannot afc it At show blow, the process of recmputing the values at neighelng rit (that have at been previously accepted) cannot yield a vale Sale than ay ofthat at any ofthe accepted pnt. Ths, the sotion fan be marebed outwards always selecting the nartow band i pot ‘ith minim ta le or 7 and eadjusting neighbors. Another Way took thie that each minimum tial vale begiss an application ol ype’ principle and he cxpaning wave font touches and updates slots 2.2.1 Proof thatthe technique produces « viable solution We now pow thatthe above construction produces a viable solution to th Biknal equation. A detailed constructive prook was sve i (150,178) here «more abseact approach is talen that Wad to more fener schemes. Reval he diference operator saax( 5°70) + min\D5 7,0 + max( 0597, + mia DT, 0)? =F (9) ‘consider the matrix of gd aloes en in Figure 9.2. Our argue ‘lft the computation of the new vale fT inthe enter gril pit to rele the value of T, based onthe neighboring values Asse, without ls of general that the narrowband pot with the sales ‘leis leat inthe cll marke A. Then Ts geater than ore 1 Ay since its wainblefor being updated and was not the ales eh ete A and th he af nd pi eatin 2.2 The Bikol equation and te fst marching method 91 sale, Wesball show thatthe reompstaton of new valve The mt Ta turmoil a vale smaller than A; the prof wil be by contradiction ‘Srppose the value of T,. when reompated under the infence of ‘slthan A. Then by the structure ofthe upwind opertor in equation (04), Ades aot participate in the value of T,-since only neighbors smaller than the new value for 7. conabute This meas that the feeomputation of Tue due tA tas no elle, and hence Te = Tu Butts value is greater than ot equal to, which i eonradicion, oe we ae done ‘Thus, the selection of the smallest possible member inthe nartow ad and the use fan upwind shame guarantees that the construction ul viable solution. 9.2.2 The minheap data structure The ny to an eiient version ofthe above tchnigue Ue in fast way locating the grid point in the natrow band with the salt ale for T. Au efciat scheme to do sos discus in detail in Adalsteinson, Kinmel, Malad and Sethian [here we follow that discussion, ‘We ase a variation on a eap algorithm (ee Sedgewick (1) with back pines to store the values. Specially, we ase » min-heap dae structure. In an abtract sean, a inchap 3 ample binary ‘we with a property thatthe valu at any given node i ee than oF equal to the vals a ts eden. In practig itis more eft ‘eprsent a heap sequentially as an array by sorng «node at location ‘and its cldren at locations 2k and 2k-+ 1. From this defiiton the parent of a given node a scat at 2. Therefore, the root bic contain the smalet element ted a Ioeation f= 1 in the sry. Fntng the parent or eile of given element are simple array ‘scores which take O(1) tine The values of w are stored, togeter with the indices which give thei Ioaton inthe grid structure, ‘The marching algorithm works by fist Ioking othe smalls element inthe NortowBlnd: his FsedSeaites operation involves deleting the root and one sweep of Dovalegp to n> ‘sre that the remaining elements satisfy the heap property. ‘The aloe chm proces by tagging the neighboring points that are aot Alive ‘The FarAway neighbors are ade to the heap wsing an Ineert op- raion and values at the remaining point ae updated using equation (04). tosere works ty increasing the esp size by ove and triekling the new lemeat upward to is caret location using an Upteap oper 22» ast Marching Methods io. tsi te ese atthe updated ver do ot vite te oe cary eae prom a psp option ating th cn i ping : Deana and Upbeapepetion (th WOH ae) ery an eae tay foot nt evn wos. Thre, GA Oleg) line seomng there are 1 elements i te Beye STiboran to note nthe bap whic 8 compete Diary Cee The uote ornate. AI st rer the opertin fren tr he Narvulard iors of he smallest semen Shc. Ts an bee OU) tne by inning hack pte from te gto the hap aay, With he bck pointer, he he sere es O(N) tb wo case Ths on exon, Figue 03 shows pil bap srctre and an ‘pep option he he elect been (27) gop oe, Moon “Ths dace toa wor In changing te vale of oe een ofthe beap ed beng we upwards Ofori te sie thetap te pom atl operation ot of Tog forthe fat ‘ring ated on of ttl ¥ poi 9.2.9 Initial conditions ‘The sbove technique considered Bat inital terface for which ti alae tthe narrow band pots coud he easly iii Given an arbitrary dose curve oe surface as the inital location ofthe fost, ‘one can use the cial arrow and level set seth to iil he ‘problem, Fit, abel all grid pots as “fe away” and assign them ‘als of 0. Then, ina very small neighborhood around the inet onstruct the sgn-isance function frm the ata hypersurface Propagate tat srface bth forwards sd backwaeds nine ul let ‘oid pont ers in each drt, computing the rgned crossing ‘mesa in [175]. Ta collect the post with negative crossing tit ‘8 Yale” pots with T value equal to the erasing tine, and the pois ‘ith positive crssing times as nzrow band points with Tale esl ‘othe at cig tines. Then gn he st machin et sopinticated technique for inilng the fst marching _ method sven in) 83 Genera tate Hamiton- Jacob equations % on Sabet 230.8) 3.0145) = 29102) w= aay i a \ d \ Stop 2 New va a (27); Uap i-8) 2002.7) 014.9) «= 296.8) w= 2013.2 Fi 92, Heap srvtae aad Upton + operate 9.3 General static Hamilton-Jacobi equations Suppose we ey to extend the above technique toa wore general static Hamitonian-Jnobi equation, Ths, let u(2) bea scalar fnetioa from 2 = (Cyyvnytqhs bey u : RY + RL The goal is to whe the static Hamlton-dacob equation H(Du,2) <0 0) bere Du is eepresets the derivativesin exch ofthe component variables ssstay- At ital condtions, sxe tat i known ona subset ‘CR (witout lose of generality, assume that u = Don N)o Faat Marching Methods 1m the fast marching techniqye was extended to handle this mae ‘geal elas Assme that He convex. Suppose we approximate te amitninn ty a dieence operatr ofthe form Hulugrmrsmrantaj-stsenty) =O (OR) em dmenslonal problem i considered with a stencil consi ofthe four aighboing values. (Operators with large tenis and mre toece dimenons are allowed) Now, 1 See for uy eng the sche, 0, holding the neighboring val fixed. Lat A be thesia of the neighboring vals that contribute to ty. Suppose wy is greater than or equal to al the values inthe subset A (tis sus the upwind property that we demonsteted fe cour Eonl approximation). ‘Theo, ur thee conditions, ou fas marching method can be uso systematically produce the solution. (Of eure, coasructin of such sebeme may not be strug forwar, and some work may be require to devise a acheme that sates the ove rquizement (we, of cours, remaining consistent and producing, the vsconityanlaton inthe seas of the previous chapter). However, such a scere can be generate, the fast marching gorithm can be wed. General schemes fo variety of static Hamilton-Jacobi equations +e given in Chaprer 16 ‘We note tha a straightforward application of the above isin re intazing the front. Here, we ply compte the arrival tne funtion ‘fora out moving forwards and one moving backwards; this then gives ‘the sgnecistance funtion, produelag an extremely fst initiation roeedure forthe nserow band method Some clarifying comments ‘oth the time-dependent level st method and the stationary fora ton require earfol construction of upwind, entopy-satising schemes, fd make se of the dynamics and geometry of front propagation st sliver in 170, However, we note thatthe time-dependent level st tod adances the front simultaneously, while the stationary sce ‘oustrucs “scafollig” to ull the tine elution surface one git ‘Point a ime, This means that the tine at whith the sutface cross $i pot (that 87 value) is found before nearby values ae de ermine. As uch, theres mo notion of vme step in he staionaty 2.4 Some carving comments % stb one is simply constructing the stationary sce i a pind ‘bin This mans that if one i attempting to sale a problem in which the the sped of a font depends onthe current poston ofthe feet rock sn the case of visibility), or on stl reatations in the font (euch ‘in sputter yield problems), it snot cea how to ise the rationay tod, since the fons being constructed onc grid point a tne, "To summarize, ‘The fast marching method Is convenient fr problems in which the front speed depends on independestsasiabls such ann th Elton ‘quation, and apples ony if the speed function doesnot change sigh Inthe cae of more general state Hamilton-Jacobi equations, spp priate schemes must be developed 4+ The time-dependent level set method i design for more deeate speed fonetions, and can accurately track fonts evolving under highly ‘onplex arguments In the next part, we discuss a variety of applistions which employ both the time-dependent level set method aad he fast marching method for monotonically advancing romsIn this port, we present a serie of applications of oth the time-dependent level set methodology nd the fat march: sag algorithm for propagating interfaces. The inte sto Indiate the range of proslems that maybe framed a thie perective.Geometry Guroe/Surface Shrinkage and Sel-Siitar Outline: We besin with the opinion of level set methods o problems fm the geometric culation of curves and sarfces. The motion here “deends ony on tcl geometre properties such normal dection on entre: nonethclss, thsi arch are, 10.1 Statement of problem Given hypersurface in A propagatiog with some sped F(x), pre ‘uty we have considered speed factions ofthe form F(x) = 1 em, wre is the curvature. "We now fous on special speed function, aumely F=—r, where mie the curvatute (atleast in two dnension ‘her forms for the curvature are requ a higher dniasions) Wy does one ere about such a apeed funtion? One answer i hat this motion coresponds to geometric version of the beat equation, Satiting the speed fuse ito the eve et equation (25) me have a 10. = eeIVO, (oa) ‘re we have substicuted V2 forthe curvatune x This motion nde curvature resemble 4 notliear beat equation; large xiao ‘einsoediatly smoothed out, and longterm soltons result from die pation of information about the inital tate “Another reason, as we sll se in Inter sections that motion by fxrotute plays an important role in many applications, Because it ‘orrspouds to a difusion-ke term, i an be used to eax and reshape oundais, account for surface teuson inflexible membranes, and act % viscous term in pial phenomens. ‘Tis, as precursor toa ealection of problems, we investigate motion %”100 Geometry a interice under its own curvature, We would Hike to study fur (0) What happens to simple closed curve moving nde its cur (a) What happens toa bperueace in higher dimensions? (i) Ar there selésinilar sutures under tht totion, that iy. prrsurfacs that do aot change shape as tey evlve? (iv) What happens to cures moving unde higher derivatives of ur {The antes tothe st qustion about the evolution of «simple coed curve moving under ts carstare was debiitielyaneweced through the remarkable work of Gage and Grayson. First, Gage [72,73] showed thar any convex curve moving under such a motion remaica convex aad must shrink to pint. Grayson [7 followed this work withthe bea tif esl tat all sinpe else carves mst shrink to round pin, ures of the ntl spe What about the sosond question? The fist point to note is that a ‘rity of ileene curvatures for hypersurfaces in and higher are powible, sich as mean curvature, Gausinn curvature, ete, Focusing ‘on mean curvature. Husker [$8 has shown that convex shapes shrink to spheres as they colar, analogous tothe reault of Gage, Homeve, ‘Grayson (7) showed that non-convex shapes may infact not shrink to ‘sphere an provided the cousterexample of the dunibbell. A narow ‘unde of dambbel may have such high ane rade that the mean ‘urate ofthe sd print a the neck may il be poe, and hence ‘he neck will inch of A study of motion under Gauss curvature may ‘ye found i 14), ‘Next what about selfsinie shapes? In two dimensions, i is clear hat a ee collapsing unde its own curate rsnains cele; this ca be seen by integrating the ordinary difereatal equation for tbe banging radius In thre dimensions sphere we-snilar under mesh | Favatue flow, since its curvature i always constant, Ave there other 102 Equations of mation 101 10.2 Equations of motion ‘The transformation of hese qustions to vest feamenork is partiew In reghtorward. The level st equation (101) solved everywhere, cach level set moves unde its own curvature, ‘Tus, the poblen ‘re ‘eze” about is embedded in an enti family of uch roe, eah bic proceeds according tothe prescribed mation 10.8 Ress Webegia wt a aleulation digo lstrate Grayots theorem fa Fig 0, an ol-shaped initial curve viewed ste er leet ‘function defined in ll of. Her, for asetion, black creo {o9 0 th thee eee the Yeautary betwen theta Aste level cvs Sow unr carta the esuig movin cris each toa ice tht then disappear. In the eatin ofthe fot, one cry eos hat the age elation dsapear icky andthe the ont becomes cel, tion slows tod the font eventual dmppeas ‘Next Graoo's counterexample the cla of dumber imei nde it ean curate scoped. a Figure 102 taken ‘a Stinn [175 the woes comet fhe mon 4 oblong under ts ean crate shen aware ine, Tse the praia ri of crate sound the tek > a, i dinates the negative vale of the other principal radi, nthe Sansa awards and dsoppeer Theres shows that simpy comet surface propagating under ‘nea carat in tee denn can rent pate fest evoves. In taint ci ofl src shows hat thetont can go fom a sing nrfaceto fe aeparate tices etre cach colapes topes and disappear. Figure 103, ake fo Chop and Setinn shows two connected dubbed As the terion point collapse, the aes re fad leave 9 fealaing "pn tm behind. "This plow gion olprs ax wel ad evel al ve "one dsppr. Filly, wht about the existence of snr srtics that remain orplogieally unchanged as they eve ander curate? As men ‘ined above, a sphere eon oe such shape, To find another one ‘magne a trusabapd objet. If the tru tthe he nse wil Pick ff and boone sphere; the shape wl then contin eeta Geometry Rm a i | snd alse to «pot. On the other and, ifthe util shape is closer o's thin rng, te ring wil calle dows and disappear all at ee ‘This sogeests the existence ofan intertuedite shape between the two at exalt balances thee two competing plex thatthe shape stays ‘the same a the object collapses. In fact, Angenent [10] was the st to ‘row the existenes of a selfs tors that preserves this balance. ‘Are thete other seisinilar shapes? Here, we describe an algorithm 4 t0 Chopp that yields a eallection of such urfaces The florng Aieson is taken rom Chopp [4] we refer the interested reader ‘hat wok, 1 order to produce sltsimilar shapes, we need two things. Fit suc hoperurtacs get smaller as they move under their curvature, & ‘mechenism is eed to reale™ helt motion xo that the vation et 103 Reve 103 Fig, 102. Craewetion of dumbbell ection. Top. inal shape; Botton bw cotinued vowards a posible selsimilar shape. And second, a way of ttngselfsiiarity sealed Copp frst cousteucts an evolution equation associated with resal lag a foows: here, we follow his arguments. Bopin with the Isl set ‘eaton for mean curvature Bow, given by = HIV (102) ‘Then define a new function 9 as WE = det /o%0 LO, (03) hee o(t) acts ab stretching funtion and L(t) will be used tpl104 erty OG? og ° oO _? 7° Fig. 108. Cala of two-handed dumb so ta my aa eee hapten fects n= Blew aystienivall-Li0, ono betes the mean exratare of he eels surface of through the rin (00) Thefunction o() and (are determined dynamically a tne ves Peesetting nto) hn hat the er ety ‘zat volune fr alt, Asuing tat the nro asus ge We) form the boy landscape and describe a smth transition into the flow regon. ‘+ Js She acghborhood of sharp inward corer, grid ines have a ten- _evcy to tos ver themselves, o ereate celle with inappropriate at 11. Beuations of mation m nate neared of shay ota op, hn in ig fi ie en vo hy tence epee fers ry ncn + Ging eter cies, mot pa, en an flan. Noose rons eave a ten ceting s,s ce cling on ean ngs nt ohn whan tego Lee set techniques ofr a method for tackling some ofthese eros, ‘The ea, a8 prevented in Sethian [175], is to el the pone ek tae of the problem and view the body itl! a the intel poston a sninerfce that must be advanced outwards aay rom he bly, Pe itil pston ofthe interface and ts potion at ltr tne fre one sof eid lines; its orthogonal st farms the other, ‘This tecique rip fal into the category of hyperbalic solver. Homer by sole Inge corect evolution equation fran advancing font, te dialtin lato formation and colliding characterises that plage tot bopee, tok techniques are avoided. User intervention is kept to «mains forthe most part, grids are generated automaticaly ithe the need toadjast parameter 11.2 Equations of motion Te basic pilowophy sto view the body tel as the tea level st of 3 funtion, ae advance the rot away rom the body fr either a inteioe roteror rd, wsng a chosen speed function F(a). At discrete chosen tin intervals, zero contours ofthe level st function are constructed td serve a one vet of ged es. Tramevere lines to these grid ines Ane then constructed. The discussion bogin wth two-dinesional gis toe-dimensional grids follow inter 11.2.1 Construction of body ited lines Fint, one must construct an appropiate sped function to generate ‘ndSted coordinate lines outside a given body. Previous saat (i: [70 shows that font propagating with speed Fs) = 1 ~ en fbves towards a circle and hence yields fred cular ged. The {ale at which the evolving front ecumes circular depends on the ehice os the larger the value of the faster the decay in the vaso of ‘trate around the front. In order to ensue tat fo pont of initia4 Grd Generation high postive curate mov backwards, «minimum positive threshold feel alee doen. “Ths hnoe ofthis Uheaiold val depends on the inal node pacemeat, If a rectangular fel yids desired, the developing rel gid can be bended with a distant rectangle; periodic {ids are ebained from periodic boundary conditions ‘With diferent nice of peed function, tear grid may be gen rated. Tn the ene f «camer Inia shape, the frot must always Gerais Scene Hes te sped fctoa Fn) = —n to ec ‘Once agin in the cam of a pomcoaex inital body, pote with high trate (in his cae, igh agave curate) cat ove agaist the flow ofthe grid gain, a remedy isto include a Urebold vale which estes that the font always moves nvards, be F(a) = las, Pr) quay For thtce- dimensional rds we have seen that fons may change topo gy a they evolve. However in may examples whete an interior gids Asie, th above speed function wil yield Bow towards a single poi. 11.2.2 Construction of transverse lines Given the above set of body Sted fl ne, transverse lines must be fonstructd. The goal sto balanon the competing deste of ortho. ‘ality and equal resis inthe construction ofthe feld lines, Ths ‘oasructon of transverse nes produces a grid which may be Iter a ied through a variety ofeliptie and parabolic smootheesavalabe fom mor traditional techniques The basic techni ito construct eld oe by follwing trajectories ‘oral to evlving outward lin this corresponds to flowing the ‘dia of the level function 4, Place N sade at points X,, = 1,31 ‘on the nit ody and solve the ordinary diferent equations Be pp 06, Cae oo te (te lation of th hpi at ine a second ore (eas) thd xs be we ray dies ol renter han tetramers nes cnmt ate ‘ct Hower so-onve nines, the cnt oan ins cae gute cen tote. in ne tects sats ‘ng pment, the moe tetsu: nse hah cea, ‘wee a aca oe aration of ody ft Bane ig (a) 112 Bouations of motion us WFHL-0%% = HP 75m (€) At Tranmere 11.1, Construction of ranmeral for propagating ue ILA shows exterior ards generated above a peti cosine foot for yar lo dices ofthe smoothing parameter, Fore amall (Figure 11.1) te transerse lines come close tether. For ¢ lage (Figure 111(0) teers foes ate kept apart, but the rapid motion ofthe evaving fat eaves els wih arg aspect ration Jalon choice ofthe smoothing paratneter based on the inti pode Dlcaent can salve some of these problems, However, the case of significant curvature variation in the intial ted some transversal adjustments desinbe. This iy secomplishel ia wo ays. Fist, transverse line trajectories tay be readjusted so that "ie separation distance i proportional vo the separation distance log Ye previous eld Tine, Ful use ofthis tebnique results in uniform ell loner rine orthogonality is not maintained. Secon, transverse Sas may be readjusted secording t the Ingth ofthe given fl ne ‘he toa logth ofthe field line i computed, and traneere odes are edjused to maintain equal length spacing. Points where the derive te ofthe curvature vanish, which maybe eacuated frm a eltable (tence expression acting on acta stable pats in this process ad ‘Me ot adjusted, Once again, thie technique Unearweighed gainst Ue bc trajectory advection. Ia addition, a one-dimensional ifosion ‘perair canbe applied tothe body fd nes separate transverse ‘Set. Figure 11.1(c) shows the use ofthese ecg applied tothe Seaton ofa fll et of rid Lines above the cosine curve, ins ete seve deta ofthe lel rl gar teh ‘Node placement on the Boundary and the ensuing itrior/extrion| ‘Pian be automatically contol placement ean depend on lelm Grid Generation Ue BS Pig 11.2. Body id erated ig el et appro urate, external functional depentence, or user-conrlled ypc + in the case of cores and cuss in the intl boundaries, node place ‘ment sna be altered to produce a artaction fan of snot gi ines samy fom the singularities ‘+ Insome canes, particularly with interior rds, some sort of efiement oF conrening is required; this can be uccmaplished by. heratchiel subdividug or contenng the grid “For deals, so (175), 11.8 Results, complication, and future work ‘A recy of icant gare sing he arch outed abe ‘elie om Stina age 2, round vrei susghifrwa obiet are generate to sh the ides tind the apron In Figure 11.3 eter tad nein sialyl shes ae devenped ate he thers ose dp nissan eran. In Figure gids sound atrp objet te conuced, an tn Figure 113 119 Rests, complications, and fate work 5 ig 1.8, Body td rie peered ing vel et ppc I | Sit improvements to the abow tcbiques are dese. Fit a | heewe they non-convex bois, the above echninue wll at work || Seat body wil grow togeter before the front has tne” to escape {nth case, some srt of domain decomposition is equ. Second, the ‘tof more stadard techniques for modifying the grid, once the asic | ign achieved, might prove fruitful. In particular, the gids gene | Ate! sing this approach may make excellent inital grids for varational ‘od albric methods. Finally, extension of this work to mile bode ‘sees hybrid techniques in which ingle gid are patced ogee ‘allowed to overlap, similar to those commonly wed i other schemes. AB attactive approach currently understudy is the we ofthese level _tecniques or grids near bodies, coupled with transition to carter a"Image Enhancement and Noise Removal Outline: The previous two sections concerned geometrical mation of partic hypersurface of intra. Io this chapter, we presen shee for image exhancement and noise removal n this epeicatio, alle evel sets have meaning. The central ideas t view om image as 6 ‘aleton of wo-ntenslycontows, cach of which rust be evolved, Flo der carte foth removes spite of noe (ince they correspond to ‘igh crsatare objects) and smoiths out orltions in boundaries: the ‘same te, sharp boundaries ee exsentaly maintened. Variations on ‘arsature flow lead to elective schemes for variety of tage procesng arphastions 1241 Statement of problem Define an image to bean intensity map I given at each point (2) of ‘8 two-dmeasonal domain. The range ofthe function 1 y) depends ‘on the type of image; for black and white imnges the range is ee (© 255 (here we emply the standard convention that D eorresponi fo bck and 255 corresponds to white). For gisele images 1-9) ‘function mapped between 0 and 25, For color images Te) ‘ectornalued function ito some colorspace; atypical example isthe, [RGB or HSL ‘Given euch an image, a common wish i to remove noise from the Inage (oe Figure 121) without sacelicing useful detail and enhance fertaia features. tis important to note that this sub Asctive goal the lascaton of soe nfrtaton as “nis” and other ‘aformaticn as “wef” detail i in the eye of the beholder, and tech ‘igus to corespndingy filer ingests, at some lee, ret this _ belive decision, A natural eri the in of aele we a ry to us 121 Statement of protien 19 remove information that occupies small amouat ofthe domain, sch {saps of non-matching colors oF suallowllatons in bout bjt. Fig 12, An image 16,9) with ie One ofthe most strightforward std widely used methods for remo lng eis the Gausin filter, in which both ID and 2D sigue are suootbed by convlving them with a Gausian kernel, the degre a isting is controlled the character width of the Gaussian filter ‘oandertand how this works, imagine «gry-xale intensity function 13) and suppose “ois” i added to this image by veplacing 105 Ae pvels with new values deawa randomly between 0 and 255 (ce sgn Figure 12.1). Viewing the intensity fetion a srface plotted owe the zy plane, the changed pisels wil sppene as sharp upwards ad doar spikes on the surface. If this surface convolved with 3 aso ler, the spikes wil be reduced sd wl ln at the back ‘Bound values. In this sense, the Gann Site removes nse However, "he Gaussian isan ctropie operator; snc saute in al dictions, ‘up boundaries wil also be bared. ‘Ths, oe gal is to improve upon this bse iden and remove noe ithat being forced into too much blaring. A variety of techniques fam bern introduced to improve upom this bask ides, ncluding Winer hes), anisotropic difsion schemes that perform intrargin smooth= ‘arin preference to interegon smoothing see Peron aad Mai 14), ‘dmoce reenty wavelet processing (Rusia tal. 158). We now dix ‘sme aspects of applying the level set methodology to ths problem.1» Image Enhancement and Noite Removal 12:2 Equations of mot 48.2.1 Previous techniques he intensity Function 1c, 9) ude Ac starting potting evolving hal (a2 “Tis just the Heat operator applied to the image intensity, andi easy tele thatthe Panne” wil be removed, at the cot, however lfsmesring out the sharp bosndaries nthe eal image. Equation (121) an be rewiten in a lightly odd form, namely, vv ha ripr wwe = Soh (022) ‘Wo not that tise just ou lel set equation with a bisare “sped” funeton aod the levl st funtion ¢ replaced by the intensity funtion ‘Note, however, that his corupt vie, since nothing = propagating oral to the level curves. Instead, smoothing stropially takes place Ill dections. Sharp boundaries are seated ‘Now, consider an alteration vo the above, which was intruded by Alraet, Morel, aod Liou [7-1 ee radia epee the dive ene operator yields the evolution equation 1=FIVI| whew P=V: w mono) ‘where here we ave noted that

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