Abstract
We propose a computational efficient yet simple numerical algorithm to solve the surface eikonal equation on general implicit surfaces. The method is developed based on the embedding idea and the fast sweeping methods. We first approximate the solution to the surface eikonal equation by the Euclidean weighted distance function defined in a tubular neighbourhood of the implicit surface, and then apply the efficient fast sweeping method to numerically compute the corresponding viscosity solution. Unlike some other embedding methods which require the radius of the computational tube satisfies \(h=O(\varDelta x^{\gamma })\) for some \(\gamma <1\), our approach allows \(h=O(\varDelta x)\). This implies that the total number of grid points in the computational tube is optimal and is given by \(O(\varDelta x^{1-d})\) for a co-dimensional one surface in \({\mathbb {R}}^d\). The method can be easily extended to general static Hamilton–Jacobi equation defined on implicit surfaces. Numerical examples will demonstrate the robustness and convergence of the proposed approach.











Similar content being viewed by others
References
Aslam, T.: A partial differential equation approach to multidimensional extrapolation. J. Comput. Phys. 193, 349–355 (2004)
Aslam, T., Luo, S., Zhao, H.: A static PDE approach to multi-dimensional extrapolations using fast sweeping methods. SIAM J. Sci. Comput. 36(6), A2907–A2928 (2014)
Bertalmio, M., Cheng, L.-T., Osher, S., Sapiro, G.: Variational problems and partial differential equations on implicit surfaces. J. Comput. Phys. 174, 759–780 (2001)
Bronstein, A.M., Bronstein, M.M., Kimmel, R.: Weighted distance maps computation on parametric three-dimensional manifolds. J. Comput. Phys. 225, 771–784 (2007)
Chen, W., Chou, C.S., Kao, C.Y.: Lax–Friedrichs fast sweeping methods for steady state problems for hyperbolic conservation laws. J. Comput. Phys. 234, 452–471 (2013)
Crandall, M.G., Evans, L.C., Lions, P.L.: Some properties of viscosity solutions of Hamilton–Jacobi equations. Trans. Am. Math. Soc. 282, 487–502 (1984)
Crandall, M.G., Lions, P.L.: Viscosity solutions of Hamilton–Jacobi equations. Trans. Am. Math. Soc. 277, 1–42 (1983)
Drake, T., Vavylonis, D.: Model of fission yeast cell shape driven by membrane-bound growth factors and the cytoskeleton. PLoS Comput. Biol. 9(10), e1003287 (2013)
Embleton, T.F.W.: Tutorial on sound prpagation outdoors. J. Acoust. Soc. Am. 100, 31–48 (1996)
Grimshaw, R.: Propagation of surface waves at high frequencies. IMA J. Appl. Math. 4(2), 174–193 (1968)
Hjelle, O., Petersen, S.A.: A Hamilton–Jacobi framwork for modeling folds in structural geology. Math. Geosci. 43, 741–761 (2011)
Kao, C.Y., Osher, S.J., Tsai, Y.-H.: Fast sweeping method for static Hamilton–Jacobi equations. SIAM J. Num. Anal. 42, 2612–2632 (2005)
Kao, C.Y., Osher, S.J., Qian, J.: Lax–Friedrichs sweeping schemes for static Hamilton–Jacobi equations. J. Comput. Phys. 196, 367–391 (2004)
Kimmel, R., Sethian, J.A.: Computing geodesic paths on manifolds. Proc. Natl. Acad. Sci. USA 95, 8431–8435 (1998)
Leung, S., Qian, J.: An adjoint state method for 3d transmission traveltime tomography using first arrival. Commun. Math. Sci. 4, 249–266 (2006)
Li, W., Leung, S.: A fast local level set adjoint state method for first arrival transmission traveltime tomography with discontinuous slowness. Geophys. J. Int. 195(1), 582–596 (2013)
Li, W.B., Leung, S., Qian, J.: A level-set adjoint-state method for crosswell transmission–reflection traveltime tomography. Geophs. J. Int. 199(1), 348–367 (2014)
Liu, J., Leung, S.: A splitting algorithm for image segmentation on manifolds represented by the grid based particle method. J. Sci. Comput. 56(2), 243–266 (2013)
Macdonald, C.B., Ruuth, S.J.: Level set equations on surfaces via the closest point method. J. Sci. Comput. 35, 219–240 (2008)
Macdonald, C.B., Ruuth, S.J.: The implicit closest point method for the numerical solution of partial differential equations on surfaces. SIAM J. Sci. Comput. 31, 4330–4350 (2009)
Memoli, F., Sapiro, G.: Fast computation of weighted distance functions and geodesics on implicit hyper-surfaces. J. Comput. Phys. 173, 730–764 (2001)
Newton, P.K.: The N-Vortex Problem: Analytical Techniques. Springer, Berlin (2001)
Newton, P.K., Ross, S.D.: Chaotic advection in the restricted four-vortex problem on a sphere. Phys. D 223, 36–53 (2006)
Osher, S.J., Fedkiw, R.P.: Level Set Methods and Dynamic Implicit Surfaces. Springer, New York (2003)
Pierce, A.D.: Acoustics: An Introduction to Its Physical Principles and Applications. Acoustical Society of America, New York (1989)
Poirier, C.C., Ng, W.P., Robinson, D.N., Iglesias, P.A.: Deconvolution of the cellular force-generating subsystems that govern cytokinesis furrow ingression. PLoS Comput. Biol. 8(4), e1002467 (2012)
Popovici, A.M., Sethian, J.A.: Three-dimensional traveltime computation using the fast marching method. In: 67th Annual International Meeting, Society of Exploration Geophysicists, Expanded Abstracts, pp. 1778–1781. Society of Exploration Geophysicists (1997)
Qian, J., Zhang, Y.-T., Zhao, H.-K.: Fast sweeping methods for eikonal equations on triangulated meshes. SIAM J. Numer. Anal. 45, 83–107 (2007)
Qian, J., Zhang, Y.-T., Zhao, H.-K.: Fast sweeping methods for static Hamilton–Jacobi equations triangulated meshes. J. Sci. Comput. 31, 237–271 (2007)
Rouy, E., Tourin, A.: A viscosity solutions approach to shape-from-shading. SIAM J. Numer. Anal. 29, 867–884 (1992)
Ruuth, S.J., Merriman, B.: A simple embedding method for solving partial differential equations on surfaces. J. Comput. Phys. 227, 1943–1961 (2008)
Sethian, J.A.: Level Set Methods. Cambridge University Press, Cambridge (1996)
Sethian, J.A.: Fast marching methods. SIAM Rev. 41, 199–235 (1999)
Spira, A., Kimmel, R.: An efficient solution to the eikonal equation on parametric manifolds. Interface Free Bound. 6, 315–327 (2004)
Tsai, R., Cheng, L.T., Osher, S., Zhao, H.K.: Fast sweeping method for a class of Hamilton–Jacobi equations. SIAM J. Numer. Anal. 41, 673–694 (2003)
Tsitsiklis, J.N.: Efficient algorithms for globally optimal trajectories. IEEE Tran. Autom. Control 40, 1528–1538 (1995)
Weber, O., Devir, Y.S., Bronstein, A.M., Bronstein, M.M., Kimmel, R.: Parallel algorithms for approximation of distance maps on parametric surfaces. ACM Trans. Graph. 27, 104 (2008)
Xu, S.G., Zhang, Y.X., Yong, J.H.: A fast sweeping method for computing geodesics on triangular manifolds. IEEE Trans. Pattern Anal. Mach. Intell. 32, 231–241 (2010)
Yoo, S.W., Seong, J.K., Sung, M.H., Shin, S.Y., Cohen, E.: A triangulation-invariant method for anisotropic geodesic map computation on surface meshes. IEEE Trans. Vis. Comput Graph. 18, 1664–1677 (2012)
Zhang, Y.T., Zhao, H.K., Qian, J.: High order fast sweeping methods for static Hamilton-Jacobi equations. J. Sci. Comput. 29(1), 25–56 (2006)
Zhao, H.K.: Fast sweeping method for eikonal equations. Math. Comput. 74, 603–627 (2005)
Acknowledgments
The work of Leung was supported in part by the Hong Kong RGC Grants 605612 and 16303114.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Wong, T., Leung, S. A Fast Sweeping Method for Eikonal Equations on Implicit Surfaces. J Sci Comput 67, 837–859 (2016). https://doi.org/10.1007/s10915-015-0105-5
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-015-0105-5