Deep Eikonal Solvers

A deep learning approach to numerically approximate the solution to the Eikonal equation is introduced. The proposed method is built on the fast marching scheme which comprises of two components: a local numerical solver and an update scheme. We replace the formulaic local numerical solver with a trained neural network to provide highly accurate estimates of local distances for a variety of different geometries and sampling conditions. Our learning approach generalizes not only to flat Euclidean domains but also to curved surfaces enabled by the incorporation of certain invariant features in the neural network architecture. We show a considerable gain in performance, validated by smaller errors and higher orders of accuracy for the numerical solutions of the Eikonal equation computed on different surfaces The proposed approach leverages the approximation power of neural networks to enhance the performance of numerical algorithms, thereby, connecting the somewhat disparate themes of numerical geometry and learning.Comment: Accepted for oral presentation at Seventh International Conference on Scale Space and Variational Methods in Computer Vision (SSVM) 201

Equivalent extensions of Hamilton-Jacobi-Bellman equations on hypersurfaces

We present a new formulation for the computation of solutions of a class of Hamilton Jacobi Bellman (HJB) equations on closed smooth surfaces of co-dimension one. For the class of equations considered in this paper, the viscosity solution of the HJB equation is equivalent to the value function of a corresponding optimal control problem. In this work, we extend the optimal control problem given on the surface to an equivalent one defined in a sufficiently thin narrow band of the co-dimensional one surface. The extension is done appropriately so that the corresponding HJB equation, in the narrow band, has a unique viscosity solution which is identical to the constant normal extension of the value function of the original optimal control problem. With this framework, one can easily use existing (high order) numerical methods developed on Cartesian grids to solve HJB equations on surfaces, with a computational cost that scales with the dimension of the surfaces. This framework also provides a systematic way for solving HJB equations on the unstructured point clouds that are sampled from the surface

Absolutely convergent fixed-point fast sweeping WENO methods for steady state of hyperbolic conservation laws

Fixed-point iterative sweeping methods were developed in the literature to efficiently solve steady state solutions of Hamilton-Jacobi equations and hyperbolic conservation laws. Similar as other fast sweeping schemes, the key components of this class of methods are the Gauss-Seidel iterations and alternating sweeping strategy to achieve fast convergence rate. Furthermore, good properties of fixed-point iterative sweeping methods include that they have explicit forms and do not involve inverse operation of nonlinear local systems, and they can be applied to general hyperbolic equations using any monotone numerical fluxes and high order approximations easily. In [L. Wu, Y.-T. Zhang, S. Zhang and C.-W. Shu, Commun. Comput. Phys., 20 (2016)], a fifth order fixed-point sweeping WENO scheme was designed and it was shown that the scheme converges much faster than the total variation diminishing (TVD) Runge-Kutta approach by stability improvement of high order schemes with a forward Euler time-marching. An open problem is that for some benchmark numerical examples, the iteration residue of the fixed-point sweeping WENO scheme hangs at a truncation error level instead of settling down to machine zero. This issue makes it difficult to determine the convergence criterion for the iteration and challenging to apply the method to complex problems. To solve this issue, in this paper we apply the multi-resolution WENO scheme developed in [J. Zhu and C.-W. Shu, J. Comput. Phys., 375 (2018)] to the fifth order fixed-point sweeping WENO scheme and obtain an absolutely convergent fixed-point fast sweeping method for steady state of hyperbolic conservation laws, i.e., the residue of the fast sweeping iterations converges to machine zero / round off errors for all benchmark problems tested.Comment: 35 page

A Second Order Discontinuous Galerkin Fast Sweeping Method for Eikonal Equations

In this paper, we construct a second order fast sweeping method with a discontinuous Galerkin (DG) local solver for computing viscosity solutions of a class of static Hamilton-Jacobi equations, namely the Eikonal equations. Our piecewise linear DG local solver is built on a DG method developed recently [Y. Cheng and C.-W. Shu, A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations, Journal of Computational Physics, 223 (2007), 398-415] for the time-dependent Hamilton-Jacobi equations. The causality property of Eikonal equations is incorporated into the design of this solver. The resulting local nonlinear system in the Gauss-Seidel iterations is a simple quadratic system and can be solved explicitly. The compactness of the DG method and the fast sweeping strategy lead to fast convergence of the new scheme for Eikonal equations. Extensive numerical examples verify efficiency, convergence and second order accuracy of the proposed method. Key Words: fast sweeping methods, discontinuous Galerkin finite element methods, second order accuracy, static Hamilton-Jacobi equations, Eikonal equation