Two semi-Lagrangian fast methods for Hamilton-Jacobi-Bellman equations

In this paper we apply the Fast Iterative Method (FIM) for solving general Hamilton-Jacobi-Bellman (HJB) equations and we compare the results with an accelerated version of the Fast Sweeping Method (FSM). We find that FIM can be indeed used to solve HJB equations with no relevant modifications with respect to the original algorithm proposed for the eikonal equation, and that it overcomes FSM in many cases. Observing the evolution of the active list of nodes for FIM, we recover another numerical validation of the arguments recently discussed in [Cacace et al., SISC 36 (2014), A570-A587] about the impossibility of creating local single-pass methods for HJB equations

A Rotating-Grid Upwind Fast Sweeping Scheme for a Class of Hamilton-Jacobi Equations

We present a fast sweeping method for a class of Hamilton-Jacobi equations that arise from time-independent problems in optimal control theory. The basic method in two dimensions uses a four point stencil and is extremely simple to implement. We test our basic method against Eikonal equations in different norms, and then suggest a general method for rotating the grid and using additional approximations to the derivatives in different directions in order to more accurately capture characteristic flow. We display the utility of our method by applying it to relevant problems from engineering

A trajectory mechanics approach for the study of wave propagation in an anisotropic elastic medium

We derive equations describing the path and traveltime of a coherent elastic wave propagating in an anisotropic medium, generalizing expressions from conventional high-frequency asymptotic ray theory. The methodology is valid across a broad range of frequencies and allows for subwavelength variations in the material properties of the medium. The primary difference from current ray methods is the retention of a term that is neglected in the derivation of the eikonal equation. The additional term contains spatial derivatives of the properties of the medium and of the amplitude field, and its presence couples the equations governing the evolution of the amplitude and phase along the trajectory. The magnitude of this term provides a measure of the validity of expressions based upon high-frequency asymptotic methods, such as the eikonal equation, when modelling wave propagation dominated by a band of frequencies. In calculations involving a layer with gradational boundaries, we find that asymptotic estimates do deviate from those of our frequency-dependent approach when the width of the layer boundaries become sufficiently narrow. For example, for a layer with boundaries that vary over tens of meters, the term neglected by a high-frequency asymptotic approximation is significant for frequencies around 10 Hz. The visible differences in the paths of the rays that traverse the layer substantiate this conclusion. For a velocity model derived from an observed well log, the majority of the trajectories calculated using the extended approach, accounting for the frequency-dependence of the rays, are noticeably different from those produced by the eikonal equation. A suite of paths from a source to a specified receiver, calculated for a range of frequencies between 10 and 100 Hz, define a region of sensitivity to velocity variations and may be used for an augmented form of tomographic imaging

A Locking Sweeping Method Based Path Planning for Unmanned Surface Vehicles in Dynamic Maritime Environments

Unmanned surface vehicles (USVs) are new marine intelligent platforms that can autonomously operate in various ocean environments with intelligent decision-making capability. As one of key technologies enabling such a capability, path planning algorithms underpin the navigation and motion control of USVs by providing optimized navigational trajectories. To accommodate complex maritime environments that include various static/moving obstacles, it is important to develop a computational efficient path planning algorithm for USVs so that real-time operation can be effectively carried out. This paper therefore proposes a new algorithm based on the fast sweeping method, named the locking sweeping method (LSM). Compared with other conventional path planning algorithms, the proposed LSM has an improved computational efficiency and can be well applied in dynamic environments that have multiple moving obstacles. When generating an optimal collision-free path, moving obstacles are modelled with ship domains that are calculated based upon ships’ velocities. To evaluate the effectiveness of the algorithm, particularly the capacity in dealing with practical environments, three different sets of simulations were undertaken in environments built using electronic nautical charts (ENCs). Results show that the proposed algorithm can effectively cope with complex maritime traffic scenarios by generating smooth and safe trajectories

A triangulation-invariant method for anisotropic geodesic map computation on surface meshes

pre-printThis paper addresses the problem of computing the geodesic distance map from a given set of source vertices to all other vertices on a surface mesh using an anisotropic distance metric. Formulating this problem as an equivalent control theoretic problem with Hamilton-Jacobi-Bellman partial differential equations, we present a framework for computing an anisotropic geodesic map using a curvature-based speed function. An ordered upwind method (OUM)-based solver for these equations is available for unstructured planar meshes. We adopt this OUM-based solver for surface meshes and present a triangulation-invariant method for the solver. Our basic idea is to explore proximity among the vertices on a surface while locally following the characteristic direction at each vertex. We also propose two speed functions based on classical curvature tensors and show that the resulting anisotropic geodesic maps reflect surface geometry well through several experiments, including isocontour generation, offset curve computation, medial axis extraction, and ridge/valley curve extraction. Our approach facilitates surface analysis and processing by defining speed functions in an application-dependent manner

Fast and accurate front propagation for simulation of geological folds

Front propagations described by static Hamilton-Jacobi equations can be used to simulate folded geological structures. Simulations of geological folds are a key ingredient in the Compound Earth Simulator (CES), an industrial software tool used in the exploration of oil and gas. In this thesis, local approximation techniques are investigated with respect to accuracy and efficiency. Several novel algorithms are also introduced, of which some are accelerated by parallel implementations on both multicore CPUs and Graphic Processing Units. These algorithms are able to simulate folds at a fraction of the time needed by the CES industry code, while retaining the same level of accuracy. Complicated tasks that previously needed several minutes to be computed can now be performed in just a matter of a few seconds, thus significantly improving the CES user experience