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The Augmented Fast Marching Method for Level Sets

David Salac
Mechanical and Aerospace Engineering University at Bualo SUNY

64rd APS-DFD Annual Meeting Nov. 21, 2011

Support provided by UB. Example of Use: A level set projection model of lipid vesicles in general ows, Salac and Miksis, JCP, 2011

Motivation: Vesicles

Vesicle in simple shear:

Vitkova, Mader, Biben, Podgorski, Tumbling of Lipid Vesicles, Enclosing a Viscous Fluid, Under a Shear Flow, 2005.

Motivation: Vesicles in General Flows

Du = Dt

p+
2 s

(k ( u + u )) 1 + n + n 2
2 s s

[ n] =bn

If using Level Sets to track interface: =


2 s

xx 2 2xy x y + yy 2 y x 2 + 2 x y
3/2

is fourth-order derivative of !

Level Set Reinitialization

Signed distance functions have the best properties. All signed distance functions have the property of = 1. Periodic replacement of current level set with a signed distance function is needed.

FMM Evolution equation for the Fast Marching Method (Sethian, PNAS 1996): F =1

Valid if F is of one sign everywhere. Solve by an ordered list beginning at the interface. Ecient, solving in time O(N log N) For reinitialization set F = 1 and enforce = 1 at all grid points.

Issue with FMM


The standard FMM does not give a smooth level set eld Curvature and derivatives of curvature are very noisy.

Solution: The Augmented FMM Enforce the following at every grid point: 1. 2. 3.
2

=1
2

=0
2

=0

AFMM In 2D the system is: 2 + 2 = 1 x y x xx + y xy = 0 x xy + y yy = 0 2 + 2 + x xxx + y xxy = 0 xx xy 2 + 2 + x xyy + y yyy = 0 yy xy xx xy + yy xy + x xxy + y xyy = 0 Allows for calculation of , x , y , xx , yy , xy .

The AFMM The steps are the same as the standard Fast Marching Method:

1. Initialize the calculation.

2. Update remaining nodes in an ordered manner.

Initialization
An interface is implicitly described by and . For each node in a cell containing the interface explicitly calculate , x , y , xx , yy , xy .

Initialization

To initialize a node use a subgrid.

Initialization

Calculate the signed distance function for each subgrid point.

Initialization

Use standard nite dierence approximations to calculate derivatives.

Initialization

Place each initialized node into the accepted list.

Initialization: Convergence Using Unit Circle


10 10 10 Error 10 10 10
-2

h
-4

-6

fxy

h2

-8

fxx, fyy

h3

-10

f x, f y
-12

h4
-2 -1

10

10

Grid Spacing

Update Remaining Nodes


Update nodes closer to the interface rst.

Update Remaining Nodes: Chosen Discritization Let = H xx and H = :

x = x y = y = xx H yy = yy H xy = xy

Denote D as the rst-order one-sided derivative:


+ Dx i,j =

i+1,j i,j h

When updating xi,j use only neighbor nodes closer to the interface.

AFMM In 2D the system is: 2 + 2 = 1 x y x xx + y xy = 0 x xy + y yy = 0 2 xx + 2 + x xxx + y xxy = 0 xy 2 + 2 + x xyy + y yyy = 0 yy xy xx xy + yy xy + x xxy + y xyy = 0

Chosen Discritization

x (Dx ) + y (Dy ) = 1 x (Dx x ) + y (Dy x ) = 0 y (Dx y ) + y (Dy y ) = 0

H xx H xx + H xy H xy + x (Dx H xx ) + y (Dy H xx ) = 0 H yy H yy + H xy H xy + x (Dx H yy ) + y (Dy H yy ) = 0 H xx H xy + H yy H xy + x (Dx H xy ) + y (Dy H xy ) = 0

Chosen Discritization

x (Dx ) + y (Dy ) = 1 x (Dx x ) + y (Dy x ) = 0 y (Dx y ) + y (Dy y ) = 0

Only depends on , x and y .

Chosen Discritization Solve rst:


x (Dx ) + y (Dy ) = 1 x (Dx x ) + y (Dy x ) = 0 y (Dx y ) + y (Dy y ) = 0

Then solve:
H xx H xx + H xy H xy + x (Dx H xx ) + y (Dy H xx ) = 0 H yy H yy + H xy H xy + x (Dx H yy ) + y (Dy H yy ) = 0 H xx H xy + H yy H xy + x (Dx H xy ) + y (Dy H xy ) = 0

Sample Results

Circle: 20 20 Grid

Level Set

Curvature

Circle: 50 50 Grid

Level Set

Curvature

Circle: 1000 1000 Grid

Level Set

Curvature

Circle: L2 Error

Ellipse: Level Set

50 50

1000 1000

Ellipse: Curvature

50 50

1000 1000

Cassini Oval: Level Set

50 50

1000 1000

Cassini Oval: Curvature

50 50

1000 1000

Star: Level Set

50 50

1000 1000

Star: Curvature

50 50

1000 1000

Sphere: 50 50 50

Level Set

Curvature

Ellipsoid: 50 50 50

Level Set

Curvature

Cassini Oval: 100 100 100

Level Set

Curvature

Example of Use: Vesicle in Shear Flow

Vesicle in simple shear ow.

Example of Use: Vesicle in Shear Flow

Solve for the uid velocity using a four-step projection method (Salac and Miksis, JCP, 2011). Advance the interface using the Gradient Augmented Level Set Method (Nave, Rosales, and Seibold, JCP, 2010). Reinitialize using Augmented Fast Marching.

Example of Use: Vesicle in Shear Flow

Final Comments

Including higher order derivatives results in smoother level set and curvature elds. The discritizations chosen are not unique Others may give smoother results (or may not even converge). It may not be necessary to solve in the entire domain Only locally around the interface.

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