Level set methods: an overview and some recent results

The level set method was devised by S. Osher and J. A. Sethian (1988, J. Comput. Phys.79, 12–49) as a simple and versatile method for computing and analyzing the motion of an interface Γ in two or three dimensions. Γ bounds a (possibly multiply connected) region Ω. The goal is to compute and analyze the subsequent motion of Γ under a velocity field v. This velocity can depend on position, time, the geometry of the interface, and the external physics. The interface is captured for later time as the zero level set of a smooth (at least Lipschitz continuous) function ϕ (x, t); i.e., Γ(t)={x|ϕ(x, t)=0}. ϕ is positive inside Ω, negative outside Ω, and is zero on Γ(t). Topological merging and breaking are well defined and easily performed. In this review article we discuss recent variants and extensions, including the motion of curves in three dimensions, the dynamic surface extension method, fast methods for steady state problems, diffusion generated motion, and the variational level set approach. We also give a user's guide to the level set dictionary and technology and couple the method to a wide variety of problems involving external physics, such as compressible and incompressible (possibly reacting) flow, Stefan problems, kinetic crystal growth, epitaxial growth of thin films, vortex-dominated flows, and extensions to multiphase motion. We conclude with a discussion of applications to computer vision and image processing.

[1]  W. K. Burton,et al.  The growth of crystals and the equilibrium structure of their surfaces , 1951, Philosophical Transactions of the Royal Society of London. Series A, Mathematical and Physical Sciences.

[2]  H. Markstein Nonsteady flame propagation , 1964 .

[3]  L. Evans,et al.  On Hopf's formulas for solutions of Hamilton-Jacobi equations , 1984 .

[4]  P. Colella,et al.  Theoretical and numerical structure for reacting shock waves , 1986 .

[5]  L. Rudin Images, Numerical Analysis of Singularities and Shock Filters , 1987 .

[6]  Yun-Gang Chen,et al.  Uniqueness and existence of viscosity solutions of generalized mean curvature flow equations , 1989 .

[7]  D. Mumford,et al.  Optimal approximations by piecewise smooth functions and associated variational problems , 1989 .

[8]  S. Osher,et al.  High-order essentially nonsocillatory schemes for Hamilton-Jacobi equations , 1990 .

[9]  L. Evans,et al.  Motion of level sets by mean curvature. II , 1992 .

[10]  S. Osher,et al.  The nonconvex multi-dimensional Riemann problem for Hamilton-Jacobi equations , 1991 .

[11]  Supplement to An Adaptive Finite Element Method for Two-Phase Stefan Problems in Two Space Dimensions. Part I: Stability and Error Estimates , 1991 .

[12]  Ricardo H. Nochetto,et al.  An Adaptive Finite Element Method for Two-Phase Stefan Problems in Two Space Dimensions. II: Implementation and Numerical Experiments , 1991, SIAM J. Sci. Comput..

[13]  P. Souganidis,et al.  Phase Transitions and Generalized Motion by Mean Curvature , 1992 .

[14]  J. Brackbill,et al.  A continuum method for modeling surface tension , 1992 .

[15]  L. Rudin,et al.  Nonlinear total variation based noise removal algorithms , 1992 .

[16]  S. Osher,et al.  Computing interface motion in compressible gas dynamics , 1992 .

[17]  J. Sethian,et al.  Crystal growth and dendritic solidification , 1992 .

[18]  E. Rouy,et al.  A viscosity solutions approach to shape-from-shading , 1992 .

[19]  P. Lions,et al.  User’s guide to viscosity solutions of second order partial differential equations , 1992, math/9207212.

[20]  G. Tryggvason,et al.  A front-tracking method for viscous, incompressible, multi-fluid flows , 1992 .

[21]  P. Lions,et al.  Axioms and fundamental equations of image processing , 1993 .

[22]  V. Caselles,et al.  A geometric model for active contours in image processing , 1993 .

[23]  R. Kobayashi Modeling and numerical simulations of dendritic crystal growth , 1993 .

[24]  S. Osher A level set formulation for the solution of the Dirichlet problem for Hamilton-Jacobi equations , 1993 .

[25]  G. Barles Solutions de viscosité des équations de Hamilton-Jacobi , 1994 .

[26]  Pierpaolo Soravia Generalized motion of a front propagating along its normal direction: a differential games approach , 1994 .

[27]  Smadar Karni,et al.  Multicomponent Flow Calculations by a Consistent Primitive Algorithm , 1994 .

[28]  Stanley Osher,et al.  Total variation based image restoration with free local constraints , 1994, Proceedings of 1st International Conference on Image Processing.

[29]  S. Osher,et al.  Motion of multiple junctions: a level set approach , 1994 .

[30]  J. Tsitsiklis,et al.  Efficient algorithms for globally optimal trajectories , 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

[31]  J. Sethian,et al.  A Fast Level Set Method for Propagating Interfaces , 1995 .

[32]  Thomas Y. Hou,et al.  Numerical Solutions to Free Boundary Problems , 1995, Acta Numerica.

[33]  J. Sethian,et al.  A level set approach to a unified model for etching, deposition, and lithography II: three-dimensional simulations , 1995 .

[34]  H. Soner,et al.  Level set approach to mean curvature flow in arbitrary codimension , 1996 .

[35]  Phillip Colella,et al.  Two new methods for simulating photolithography development in 3D , 1996, Advanced Lithography.

[36]  H. Soner,et al.  Three-phase boundary motions under constant velocities. I: The vanishing surface tension limit , 1996, Proceedings of the Royal Society of Edinburgh: Section A Mathematics.

[37]  J. Sethian,et al.  A Level Set Approach to a Unified Model for Etching, Deposition, and Lithography III: Re-Deposition, , 1997 .

[38]  T. Chan,et al.  A Variational Level Set Approach to Multiphase Motion , 1996 .

[39]  James A. Sethian,et al.  Fast-marching level-set methods for three-dimensional photolithography development , 1996, Advanced Lithography.

[40]  Stanley Osher,et al.  An Eulerian Approach for Vortex Motion Using a Level Set Regularization Procedure , 1996 .

[41]  Smadar Karni,et al.  Hybrid Multifluid Algorithms , 1996, SIAM J. Sci. Comput..

[42]  S. Osher,et al.  A Level Set Formulation of Eulerian Interface Capturing Methods for Incompressible Fluid Flows , 1996 .

[43]  Stanley Osher,et al.  A Hybrid Method for Moving Interface Problems with Application to the Hele-Shaw Flow , 1997 .

[44]  S. Osher,et al.  THE WULFF SHAPE AS THE ASYMPTOTIC LIMIT OF A GROWING CRYSTALLINE INTERFACE , 1997 .

[45]  S. Osher,et al.  A Simple Level Set Method for Solving Stefan Problems , 1997, Journal of Computational Physics.

[46]  P. Dupuis,et al.  Markov chain approximations for deterministic control problems with affine dynamics and quadratic cost in the control , 1997, Proceedings of the 36th IEEE Conference on Decision and Control.

[47]  S. Osher,et al.  Level-set methods for the simulation of epitaxial phenomena , 1998 .

[48]  Steven J. Ruuth Efficient Algorithms for Diffusion-Generated Motion by Mean Curvature , 1998 .

[49]  S. Osher,et al.  Implicit, Nonparametric Shape Reconstruction from Unorganized Points Using A Variational Level Set M , 1998 .

[50]  R. Fedkiw,et al.  The Ghost Fluid Method for de agration and detonation discontinuities , 1998 .

[51]  Stanley Osher,et al.  Regularization of Ill-Posed Problems Via the Level Set Approach , 1998, SIAM J. Appl. Math..

[52]  S. Osher,et al.  Capturing the Behavior of Bubbles and Drops Using the Variational Level Set Approach , 1998 .

[53]  S. Osher,et al.  Regular Article: A PDE-Based Fast Local Level Set Method , 1999 .

[54]  M. Novaga,et al.  An example of three dimensional fattening for linked space curves evolving by curvature , 1998 .

[55]  S. Osher,et al.  The Geometry of Wulff Crystal Shapes and Its Relations with Riemann Problems , 1998 .

[56]  S. Osher,et al.  An improved level set method for incompressible two-phase flows , 1998 .

[57]  S. Osher,et al.  Island dynamics and the level set method for epitaxial growth , 1999 .

[58]  Joachim Weickert,et al.  Scale-Space Theories in Computer Vision , 1999, Lecture Notes in Computer Science.

[59]  Ronald Fedkiw,et al.  Regular Article: The Ghost Fluid Method for Deflagration and Detonation Discontinuities , 1999 .

[60]  K. Schwarz,et al.  Simulation of dislocations on the mesoscopic scale. II. Application to strained-layer relaxation , 1999 .

[61]  James A. Sethian,et al.  The Fast Construction of Extension Velocities in Level Set Methods , 1999 .

[62]  S. Osher,et al.  A Non-oscillatory Eulerian Approach to Interfaces in Multimaterial Flows (the Ghost Fluid Method) , 1999 .

[63]  Brian T. Helenbrook,et al.  A Numerical Method for Solving Incompressible Flow Problems with a Surface of Discontinuity , 1999 .

[64]  S. Osher,et al.  Regular Article: A PDE-Based Fast Local Level Set Method , 1999 .

[65]  Tony F. Chan,et al.  An Active Contour Model without Edges , 1999, Scale-Space.

[66]  K. Schwarz,et al.  Simulation of dislocations on the mesoscopic scale. I. Methods and examples , 1999 .

[67]  Stanley Osher,et al.  A Fixed Grid Method for Capturing the Motion of Self-Intersecting Wavefronts and Related PDEs , 2000 .

[68]  Stanley Osher,et al.  Implicit and Nonparametric Shape Reconstruction from Unorganized Data Using a Variational Level Set Method , 2000, Comput. Vis. Image Underst..

[69]  J. Steinhoff,et al.  A New Eulerian Method for the Computation of Propagating Short Acoustic and Electromagnetic Pulses , 2000 .

[70]  Li-Tien Cheng,et al.  Variational Problems and Partial Differential Equations on Implicit Surfaces: The Framework and Exam , 2000 .

[71]  R. Fedkiw,et al.  A Boundary Condition Capturing Method for Poisson's Equation on Irregular Domains , 2000 .

[72]  Li-Tien Cheng,et al.  A Symmetric Method for Implicit Time Discretization of the Stefan Problem , 2000 .

[73]  Dantzig,et al.  Computation of dendritic microstructures using a level set method , 2000, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[74]  Danping Peng,et al.  Weighted ENO Schemes for Hamilton-Jacobi Equations , 1999, SIAM J. Sci. Comput..

[75]  Ronald Fedkiw,et al.  A Boundary Condition Capturing Method for Multiphase Incompressible Flow , 2000, J. Sci. Comput..

[76]  Jack Xin,et al.  Diffusion-Generated Motion by Mean Curvature for Filaments , 2001, J. Nonlinear Sci..

[77]  S. Osher,et al.  Motion of curves in three spatial dimensions using a level set approach , 2001 .

[78]  R. Fedkiw,et al.  A boundary condition capturing method for incompressible flame discontinuities , 2001 .

[79]  Tony F. Chan,et al.  Active contours without edges , 2001, IEEE Trans. Image Process..

[80]  Stanley Osher,et al.  Fast Sweeping Algorithms for a Class of Hamilton-Jacobi Equations , 2003, SIAM J. Numer. Anal..

[81]  J. Sethian,et al.  FRONTS PROPAGATING WITH CURVATURE DEPENDENT SPEED: ALGORITHMS BASED ON HAMILTON-JACOB1 FORMULATIONS , 2003 .