575 research outputs found
Anisotropic Fast-Marching on cartesian grids using Lattice Basis Reduction
We introduce a modification of the Fast Marching Algorithm, which solves the
generalized eikonal equation associated to an arbitrary continuous riemannian
metric, on a two or three dimensional domain. The algorithm has a logarithmic
complexity in the maximum anisotropy ratio of the riemannian metric, which
allows to handle extreme anisotropies for a reduced numerical cost. We prove
the consistence of the algorithm, and illustrate its efficiency by numerical
experiments. The algorithm relies on the computation at each grid point of a
special system of coordinates: a reduced basis of the cartesian grid, with
respect to the symmetric positive definite matrix encoding the desired
anisotropy at this point.Comment: 28 pages, 12 figure
An efficient method for multiobjective optimal control and optimal control subject to integral constraints
We introduce a new and efficient numerical method for multicriterion optimal
control and single criterion optimal control under integral constraints. The
approach is based on extending the state space to include information on a
"budget" remaining to satisfy each constraint; the augmented
Hamilton-Jacobi-Bellman PDE is then solved numerically. The efficiency of our
approach hinges on the causality in that PDE, i.e., the monotonicity of
characteristic curves in one of the newly added dimensions. A semi-Lagrangian
"marching" method is used to approximate the discontinuous viscosity solution
efficiently. We compare this to a recently introduced "weighted sum" based
algorithm for the same problem. We illustrate our method using examples from
flight path planning and robotic navigation in the presence of friendly and
adversarial observers.Comment: The final version accepted by J. Comp. Math. : 41 pages, 14 figures.
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