WHY THE WORLD LOVES THE LEVEL SET METHOD (AND...

22
WHY THE WORLD LOVES THE LEVEL SET METHOD (AND RELATED) METHODS Stan Osher Mathematics Department UCLA [email protected] and Level Set Systems, Inc. 1058 Embury St. Pacific Palisades, CA 90272-2501 [email protected]

Transcript of WHY THE WORLD LOVES THE LEVEL SET METHOD (AND...

Page 1: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

WHY THE WORLD LOVES THE LEVEL SET

METHOD (AND RELATED) METHODS

Stan Osher

Mathematics Department

UCLA

[email protected]

and

Level Set Systems, Inc.

1058 Embury St.

Pacific Palisades, CA 90272-2501

[email protected]

Page 2: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

Google: “Level Set Method”

53,000,000 responses

Osher-Sethian original paper (1988)

Now cited 9,000 times (google scholar)

Page 3: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

Book

S. Osher & R.P. Fedkiw

Level Set Methods and Dynamic Implicit Surfaces.

Springer-Verlag (2002)

Also

S. Osher & N. Paragios (Eds)

Geometric Level Set Methods in Imaging, Vision & Graphics

Springer-Verlag (2003)

Also

Course at SIGGRAPH (2004)

Los Angeles, August 2004

Page 4: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)
Page 5: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

Given an interface in Rn, call it , of codimension one,

Move it normal to itself under velocity

v

v

Page 6: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

vv

(x, geometry, external physics) vv

O & Sethian (1987)

Also: Unreferenced papers by

Dervieux, Thomassett, (1979, 1980).

Some of the key ideas in obscure proceedings.

Page 7: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

Trivial fact

Zero level contour

0

0)),((

0),(

v

ttxdt

d

tx

t

Normal to ||

:

n

||

0||

vv

v

n

nt

Page 8: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)
Page 9: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

Merging is difficult

3D is difficult

Reparametrization needed

Advect (x) 1 if x

0 outside

+ Merging ok

-- Spurious discontinuity

-- Hard to compute curvature.

Page 10: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

Phase field

e.g.

Mean Curvature

ut fuu

1

get curvature

interface O()

width

Page 11: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

But x < , otherwise

(Thm: MBO, phase field gives the wrong answer)

Need adaptive grid,

NO in our approach.

Page 12: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

(1) Reinitialize

signed distance to (SSO).

(2) vn extends smoothly off of (CMOS).

(3) Local level set (near interface) || < .

Easy to implement

Near boundary singularities, 2 or 3D.

Page 13: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

Also

0||

||

||)(),(

t

nnn nvnvv

High order accurate ENO schemes for HJ equations

(Kinks develop)

[OSe] [OSh]

Page 14: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

Theoretical Justification

Viscosity solutions for scalar 2nd order (or 1st order)

Evolution eqns.

Motion by mean curvature e.g.

||||

t

Page 15: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

ESS showed same as classical limit

ut fuu

1

f =

as 0

Got e.g. motion of square by mean curvature.

Page 16: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

Level Set Dictionary

1.

0),(|)(

)(by)(

0),(|)(

txxt

tbddt

txxt

2. Unit normal

||

n

3. Mean curvature

||

Page 17: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

4. Delta function on an interface

||)(

5. Characteristic function of (t)

0if0)(

0if1)(

)(

xxH

xxH

H

6. Surface integral of p(x,t) over

nR

dxtxp ||)(),(

Page 18: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

7. Volume integral of p(x,t) over

dxHtxp )(),(

8. Distance reinitialization d(x,t) = signed distance to

nearest point on

0)1|(|sign

on0

in0,in01||

d

ddd c

as d very fast near d = 0.

Page 19: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

9. Smooth extension of a quantity e.g. vn on , off of .

Let vn = p(x,t)

),()0,(

0||

)sign(

txpxq

qq

very fast near d = 0.

10. Local level set method.

Solve PDE within x or so of d = 0.

Page 20: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

11. Fast marching method: Tsitsiklis (1993)

Rediscovered by (1995): Helmsen P.C.D.,…, & Sethian

0

0||)(

n

nt

v

xv

Page 21: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

Use heap-sort, Godunov’s Hamiltonian (upwind,

viscosity soln)

Solve in O(N log N)

(First order accurate), jazzed up hyperbolic space

Marching.

For this problem, probably fastest.

Although local level set more general & accurate.

Page 22: WHY THE WORLD LOVES THE LEVEL SET METHOD (AND …helper.ipam.ucla.edu/publications/gss2013/gss2013_11327.pdf · Level Set Methods and Dynamic Implicit Surfaces. Springer-Verlag (2002)

For more complicated Hamiltonians

0)(),( xcxH

H convex in grad phi

Can do a simple local update using a new

Formula of Tsai, et. al. (2001)

Sweep in pre-ordained directions. Converges rapidly. No

heap sort. No large search and initialization regions.

Zhao: “convergence theorem” in special cases.

00

0

0x

Now, with Kao, Jiang & O, can do a very simple sweeping

method in very general cases.