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

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

Monotone Causality in Opportunistically Stochastic Shortest Path Problems

When traveling through a graph with an accessible deterministic path to a target, is it ever preferable to resort to stochastic node-to-node transitions instead? And if so, what are the conditions guaranteeing that such a stochastic optimal routing policy can be computed efficiently? We aim to answer these questions here by defining a class of Opportunistically Stochastic Shortest Path (OSSP) problems and deriving sufficient conditions for applicability of non-iterative label-setting methods. The usefulness of this framework is demonstrated in two very different contexts: numerical analysis and autonomous vehicle routing. We use OSSPs to derive causality conditions for semi-Lagrangian discretizations of anisotropic Hamilton-Jacobi equations. We also use a Dijkstra-like method to solve OSSPs optimizing the timing and urgency of lane change maneuvers for an autonomous vehicle navigating road networks with a heterogeneous traffic load

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. Since the previous version: typos fixed, formatting improved, one mistake in bibliography correcte

Multi-valued geodesic tractography for diffusion weighted imaging

Diffusion-Weighted Imaging (DWI) is a Magnetic Resonance(MR) technique that measures water diffusion characteristics in tissue for a given direction. The diffusion profile in a specific location can be obtained by combining the DWI measurements of different directions. The diffusion profile gives information about the underlying fibrous structure, e.g., in human brain white matter, based on the assumption that water molecules are moving less freely perpendicularly to the fibrous structure. From the DW-MRI measurements often a positive definite second-order tensor is defined, the so-called diffusion tensor (DT). Neuroscientists have begun using diffusion tensor images (DTI) to study a host of various disorders and neurodegenerative diseases including Parkinson, Alzheimer and Huntington. The techniques for reconstructing the fiber tracts based on diffusion profiles are known as tractography or fiber tracking. There are several ways to extract fibers from the raw diffusion data. In this thesis, we explain and apply geodesic-based tractography techniques specifically, where the assumption is that fibers follow the most efficient diffusion propagation paths. A Riemannian manifold is defined using as metric the inverse of the diffusion tensor. A shortest path in this manifold is one with the strongest diffusion along this path. Therefore geodesics (i.e., shortest paths) on this manifold follow the most efficient diffusion paths. The geodesics are often computed from the stationary Hamilton-Jacobi equation (HJ). One characteristic of solving the HJ equation is that it gives only the single-valued viscosity solution corresponding to the minimizer of the length functional. It is also well known that the solution of the HJ equation can develop discontinuities in the gradient space, i.e., cusps. Cusps occur when the correct solution should become multi-valued. HJ methods are not able to handle this situation. To solve this, we developed a multi-valued solution algorithm for geodesic tractography in a metric space defined by given by diffusion tensor imaging data. The algorithm can capture all possible geodesics arriving at a single voxel instead of only computing the first arrival. Our algorithm gives the possibility of applying different cost functions in a fast post-processing. Moreover, the algorithm can be used for capturing possible multi-path connections between two points. In this thesis, we first focus on the mathematical and numerical model for analytic and synthetic fields in twodimensional domains. Later, we present the algorithm in three-dimensions with examples of synthetic and brain data. Despite the simplicity of the DTI model, the tractography techniques using DT are shown to be very promising to reveal the structure of brain white matter. However, DTI assumes that each voxel contains fibers with only one main orientation and it is known that brain white matter has multiple fiber orientations, which can be arbitrary many in arbitrary directions. Recently, High Angular Resolution Diffusion Imaging (HARDI) acquisition and its modeling techniques have been developed to overcome this limitation. As a next contribution we propose an extension of the multi-valued geodesic algorithm to HARDI data. First we introduce the mathematical model for more complex geometries using Finsler geometry. Next, we propose, justify and exploit the numerical methods for computing the multi-valued solution of these equations

Numerical Simulation of Grain Boundary Grooving By Level Set Method

A numerical investigation of grain-boundary grooving by means of a Level Set method is carried out. An idealized polygranular interconnect which consists of grains separated by parallel grain boundaries aligned normal to the average orientation of the surface is considered. The surface diffusion is the only physical mechanism assumed. The surface diffusion is driven by surface curvature gradients, and a fixed surface slope and zero atomic flux are assumed at the groove root. The corresponding mathematical system is an initial boundary value problem for a two-dimensional Hamilton-Jacobi type equation. The results obtained are in good agreement with both Mullins' analytical "small slope" solution of the linearized problem (W.W. Mullins, 1957) (for the case of an isolated grain boundary) and with solution for the periodic array of grain boundaries (S.A. Hackney, 1988).Comment: Submitted to the Journal of Computational Physics (19 pages, 8 Postscript figures, 3 tables, 29 references