A third order accurate fast marching method for the eikonal equation in two dimensions

Shahnawaz Ahmed, Stanley Bak, Joyce Mclaughlin, Paul Renzi

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

In this paper, we develop a third order accurate fast marching method for the solution of the eikonal equation in two dimensions. There have been two obstacles to extending the fast marching method to higher orders of accuracy. The first obstacle is that using one-sided difference schemes is unstable for orders of accuracy higher than two. The second obstacle is that the points in the difference stencil are not available when the gradient is closely aligned with the grid. We overcome these obstacles by using a two-dimensional (2D) finite difference approximation to improve stability, and by locally rotating the grid 45 degrees (i.e., using derivatives along the diagonals) to ensure all the points needed in the difference stencil are available. We show that in smooth regions the full difference stencil is used for a suitably small enough grid size and that the difference scheme satisfies the von Neumann stability condition for the linearized eikonal equation. Our method reverts to first order accuracy near caustics without developing oscillations by using a simple switching scheme. The efficiency and high order of the method are demonstrated on a number of 2D test problems.

Original languageEnglish
Pages (from-to)2402-2420
Number of pages19
JournalSIAM Journal on Scientific Computing
Volume33
Issue number5
DOIs
Publication statusPublished - 24 Nov 2011

Fingerprint

Fast Marching Method
Third-order Method
Eikonal Equation
Two Dimensions
Grid
Difference Scheme
Higher Order
Derivatives
Neumann Condition
Caustic
Finite Difference Approximation
Stability Condition
Test Problems
Rotating
High Accuracy
Unstable
Oscillation
Gradient
First-order
Derivative

Keywords

  • Eikonal equation
  • Fast marching
  • Hamilton-Jacobi

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

Cite this

A third order accurate fast marching method for the eikonal equation in two dimensions. / Ahmed, Shahnawaz; Bak, Stanley; Mclaughlin, Joyce; Renzi, Paul.

In: SIAM Journal on Scientific Computing, Vol. 33, No. 5, 24.11.2011, p. 2402-2420.

Research output: Contribution to journalArticle

Ahmed, Shahnawaz ; Bak, Stanley ; Mclaughlin, Joyce ; Renzi, Paul. / A third order accurate fast marching method for the eikonal equation in two dimensions. In: SIAM Journal on Scientific Computing. 2011 ; Vol. 33, No. 5. pp. 2402-2420.
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