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首页Level Set Methods and Dynamic Implicit Surfaces
Level Set Methods and Dynamic Implicit Surfaces Authors: Stanley Osher, Ronald Fedkiw 这本书是创始人之一Osher写的,这本书是论述Level Set的最完整的书籍之一,更偏重于数值化的高精度解,应用领域涉及图像处理以及计算物理。
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Stanley Osher Ronald Fedkiw
Level Set Methods and
Dynamic Implicit Surfaces
With 99 Figures, Including 24 in Full Color


viii Preface
of moving interfaces plays a key role in the problem to be solved. A search of
“level set methods” on the Google website (which gave over 2,700 responses
as of May 2002) will give an interested reader some idea of the scope and
utility of the method. In addition, some exciting advances in the technology
have been made since we began writing this book. We hope to cover many of
these topics in a future edition. In the meantime you can find some exciting
animations and moving images as well as links to more relevant research pa-
pers via our personal web sites: http://graphics.stanford.edu/~fedkiw
and http://www.math.ucla.edu/~sjo/.
Acknowledgments
Many people have helped us in this effort. We thank the following col-
leagues in particular: Steve Marschner, Paul Romburg, Gary Hewer, and
Steve Ruuth for proofreading parts of the manuscript, Peter Smereka and
Li-Tien Cheng for providing figures for the chapter on Codimension-Two
Objects, Myungjoo Kang for providing figures for the chapter on Motion
Involving Mean Curvature and Motion in the Normal Direction, Antonio
Marquina and Frederic Gibou for help with the chapter on Image Restora-
tion, Hong-Kai Zhao for help with chapter 13, Reconstruction of Surfaces
from Unorganized Data Points, and Luminita Vese for help with the chap-
ter on Snakes, Active Contours, and Segmentation. We particularly thank
Barry Merriman for his extremely valuable collaboration on much of the
research described here. Of course we have benefitted immensely from col-
laborations and discussions with far too many people to mention. We hope
these colleagues and friends forgive us for omitting their names.
We would like to thank the following agencies for their support during
this period: ONR, AFOSR, NSF, ARO, and DARPA. We are particularly
grateful to Dr. Wen Masters of ONR for suggesting and believing in this
project and for all of her encouragement during some of the more difficult
times.
Finally, we thank our families and friends for putting up with us during
this exciting, but stressful period.
Los Angeles, California Stanley Osher
Stanford, California Ronald Fedkiw
Preface
Scope, Aims, and Audiences
This book, Level Set Methods and Dynamic Implicit Surfaces is designed
to serve two purposes:
Parts I and II introduce the reader to implicit surfaces and level set
methods. We have used these chapters to teach introductory courses on the
material to students with little more than a fundamental math background.
No prior knowledge of partial differential equations or numerical analysis
is required. These first eight chapters include enough detailed information
to allow students to create working level set codes from scratch.
Parts III and IV of this book are based on a series of papers published
by us and our colleagues. For the sake of brevity, a few details have been
occasionally omitted. These chapters do include thorough explanations and
enough of the significant details along with the appropriate references to
allow the reader to get a firm grasp on the material.
This book is an introduction to the subject. We have given examples of
the utility of the method to a diverse (but by no means complete) collection
of application areas. We have also tried to give complete numerical recipes
and a self-contained course in the appropriate numerical analysis. We be-
lieve that this book will enable users to apply the techniques presented here
to real problems.
The level set method has been used in a rapidly growing number of areas,
far too many to be represented here. These include epitaxial growth, opti-
mal design, CAD, MEMS, optimal control, and others where the simulation

x Contents
3.2 Upwind Differencing . . . . . . . . . . . . . . . . . . . . 29
3.3 Hamilton-Jacobi ENO . . . . . . . . . . . . . . . . . . . 31
3.4 Hamilton-Jacobi WENO . . . . . . . . . . . . . . . . . . 33
3.5 TVD Runge-Kutta . . . . . . . . . . . . . . . . . . . . . 37
4 Motion Involving Mean Curvature 41
4.1 Equation of Motion . . . . . . . . . . . . . . . . . . . . . 41
4.2 Numerical Discretization . . . . . . . . . . . . . . . . . . 44
4.3 Convection-Diffusion Equations . . . . . . . . . . . . . . 45
5 Hamilton-Jacobi Equations 47
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 47
5.2 Connection with Conservation Laws . . . . . . . . . . . . 48
5.3 Numerical Discretization . . . . . . . . . . . . . . . . . . 49
5.3.1 Lax-Friedrichs Schemes . . . . . . . . . . . . . . . 50
5.3.2 The Roe-Fix Scheme . . . . . . . . . . . . . . . . 52
5.3.3 Godunov’s Scheme . . . . . . . . . . . . . . . . . 54
6 Motion in the Normal Direction 55
6.1 The Basic Equation . . . . . . . . . . . . . . . . . . . . . 55
6.2 Numerical Discretization . . . . . . . . . . . . . . . . . . 57
6.3 Adding a Curvature-Dependent Term . . . . . . . . . . . 59
6.4 Adding an External Velocity Field . . . . . . . . . . . . . 59
7 Constructing Signed Distance Functions 63
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 63
7.2 Reinitialization . . . . . . . . . . . . . . . . . . . . . . . 64
7.3 Crossing Times . . . . . . . . . . . . . . . . . . . . . . . 65
7.4 The Reinitialization Equation . . . . . . . . . . . . . . . 65
7.5 The Fast Marching Method . . . . . . . . . . . . . . . . 69
8 Extrapolation in the Normal Direction 75
8.1 One-Way Extrapolation . . . . . . . . . . . . . . . . . . . 75
8.2 Two-Way Extrapolation . . . . . . . . . . . . . . . . . . 76
8.3 Fast Marching Method . . . . . . . . . . . . . . . . . . . 76
9 Particle Level Set Method 79
9.1 Eulerian Versus Lagrangian Representations . . . . . . . 79
9.2 Using Particles to Preserve Characteristics . . . . . . . . 82
10 Codimension-Two Objects 87
10.1 Intersecting Two Level Set Functions . . . . . . . . . . . 87
10.2 Modeling Curves in
3
. . . . . . . . . . . . . . . . . . . 87
10.3 Open Curves and Surfaces . . . . . . . . . . . . . . . . . 90
10.4 Geometric Optics in a Phase-Space-Based Level
Set Framework . . . . . . . . . . . . . . . . . . . . . . . . 90
Contents
Preface vii
Color Insert (facing page 146)
I Implicit Surfaces 1
1 Implicit Functions 3
1.1 Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4 Geometry Toolbox . . . . . . . . . . . . . . . . . . . . . 8
1.5 Calculus Toolbox . . . . . . . . . . . . . . . . . . . . . . 13
2 Signed Distance Functions 17
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.2 Distance Functions . . . . . . . . . . . . . . . . . . . . . 17
2.3 Signed Distance Functions . . . . . . . . . . . . . . . . . 18
2.4 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.5 Geometry and Calculus Toolboxes . . . . . . . . . . . . . 21
II Level Set Methods 23
3 Motion in an Externally Generated Velocity Field 25
3.1 Convection . . . . . . . . . . . . . . . . . . . . . . . . . . 25

xii Contents
15 Two-Phase Compressible Flow 167
15.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 167
15.2 Errors at Discontinuities . . . . . . . . . . . . . . . . . . 168
15.3 Rankine-Hugoniot Jump Conditions . . . . . . . . . . . . 169
15.4 Nonconservative Numerical Methods . . . . . . . . . . . 171
15.5 Capturing Conservation . . . . . . . . . . . . . . . . . . 172
15.6 A Degree of Freedom . . . . . . . . . . . . . . . . . . . . 172
15.7 Isobaric Fix . . . . . . . . . . . . . . . . . . . . . . . . . 173
15.8 Ghost Fluid Method . . . . . . . . . . . . . . . . . . . . 175
15.9 A Robust Alternative Interpolation . . . . . . . . . . . . 183
16 Shocks, Detonations, and Deflagrations 189
16.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 189
16.2 Computing the Velocity of the Discontinuity . . . . . . . 190
16.3 Limitations of the Level Set Representation . . . . . . . 191
16.4 Shock Waves . . . . . . . . . . . . . . . . . . . . . . . . . 191
16.5 Detonation Waves . . . . . . . . . . . . . . . . . . . . . . 193
16.6 Deflagration Waves . . . . . . . . . . . . . . . . . . . . . 195
16.7 Multiple Spatial Dimensions . . . . . . . . . . . . . . . . 196
17 Solid-Fluid Coupling 201
17.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 201
17.2 Lagrange Equations . . . . . . . . . . . . . . . . . . . . . 203
17.3 Treating the Interface . . . . . . . . . . . . . . . . . . . . 204
18 Incompressible Flow 209
18.1 Equations . . . . . . . . . . . . . . . . . . . . . . . . . . 209
18.2 MAC Grid . . . . . . . . . . . . . . . . . . . . . . . . . . 210
18.3 Projection Method . . . . . . . . . . . . . . . . . . . . . 212
18.4 Poisson Equation . . . . . . . . . . . . . . . . . . . . . . 213
18.5 Simulating Smoke for Computer Graphics . . . . . . . . 214
19 Free Surfaces 217
19.1 Description of the Model . . . . . . . . . . . . . . . . . . 217
19.2 Simulating Water for Computer Graphics . . . . . . . . . 218
20 Liquid-Gas Interactions 223
20.1 Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
20.2 Treating the Interface . . . . . . . . . . . . . . . . . . . . 224
21 Two-Phase Incompressible Flow 227
21.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 227
21.2 Jump Conditions . . . . . . . . . . . . . . . . . . . . . . 230
21.3 Viscous Terms . . . . . . . . . . . . . . . . . . . . . . . . 232
21.4 Poisson Equation . . . . . . . . . . . . . . . . . . . . . . 235
Contents xi
III Image Processing and Computer Vision 95
11 Image Restoration 97
11.1 Introduction to PDE-Based Image Restoration . . . . . . 97
11.2 Total Variation-Based Image Restoration . . . . . . . . . 99
11.3 Numerical Implementation of TV Restoration . . . . . . 103
12 Snakes, Active Contours, and Segmentation 119
12.1 Introduction and Classical Active Contours . . . . . . . . 119
12.2 Active Contours Without Edges . . . . . . . . . . . . . . 121
12.3 Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
12.4 Extensions . . . . . . . . . . . . . . . . . . . . . . . . . . 124
13 Reconstruction of Surfaces from Unorganized
Data Points 139
13.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 139
13.2 The Basic Model . . . . . . . . . . . . . . . . . . . . . . 140
13.3 The Convection Model . . . . . . . . . . . . . . . . . . . 142
13.4 Numerical Implementation . . . . . . . . . . . . . . . . . 142
IV Computational Physics 147
14 Hyperbolic Conservation Laws and
Compressible Flow 149
14.1 Hyperbolic Conservation Laws . . . . . . . . . . . . . . . 149
14.1.1 Bulk Convection and Waves . . . . . . . . . . . . 150
14.1.2 Contact Discontinuities . . . . . . . . . . . . . . . 151
14.1.3 Shock Waves . . . . . . . . . . . . . . . . . . . . . 152
14.1.4 Rarefaction Waves . . . . . . . . . . . . . . . . . 153
14.2 Discrete Conservation Form . . . . . . . . . . . . . . . . 154
14.3 ENO for Conservation Laws . . . . . . . . . . . . . . . . 155
14.3.1 Motivation . . . . . . . . . . . . . . . . . . . . . . 155
14.3.2 Constructing the Numerical Flux Function . . . . 157
14.3.3 ENO-Roe Discretization
(Third-Order Accurate) . . . . . . . . . . . . . . 158
14.3.4 ENO-LLF Discretization
(and the Entropy Fix) . . . . . . . . . . . . . . . 159
14.4 Multiple Spatial Dimensions . . . . . . . . . . . . . . . . 160
14.5 Systems of Conservation Laws . . . . . . . . . . . . . . . 160
14.5.1 The Eigensystem . . . . . . . . . . . . . . . . . . 161
14.5.2 Discretization . . . . . . . . . . . . . . . . . . . . 162
14.6 Compressible Flow Equations . . . . . . . . . . . . . . . 163
14.6.1 Ideal Gas Equation of State . . . . . . . . . . . . 164
14.6.2 Eigensystem . . . . . . . . . . . . . . . . . . . . . 164
14.6.3 Numerical Approach . . . . . . . . . . . . . . . . 165
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