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Numerical solutions to the Eikonal equation are computed using variants of the fast marching method, the fast sweeping method, and the fast iterative method. In this paper, we provide a unified view of these algorithms that highlights their…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-11 Ian Henriksen , Bozhi You , Keshav Pingali

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…

Computer Vision and Pattern Recognition · Computer Science 2019-03-20 Moshe Lichtenstein , Gautam Pai , Ron Kimmel

The eikonal equation is instrumental in many applications in several fields ranging from computer vision to geoscience. This equation can be efficiently solved using the iterative Fast Sweeping (FS) methods and the direct Fast Marching (FM)…

Computational Engineering, Finance, and Science · Computer Science 2016-08-30 Eran Treister , Eldad Haber

In this paper we propose an improved fast iterative method to solve the Eikonal equation, which can be implemented in parallel. We improve the fast iterative method for Eikonal equation in two novel ways, in the value update and in the…

Numerical Analysis · Mathematics 2021-08-03 Yuhao Huang

The fast marching algorithm computes an approximate solution to the eikonal equation in O(N log N) time, where the factor log N is due to the administration of a priority queue. Recently, Yatziv, Bartesaghi and Sapiro have suggested to use…

Numerical Analysis · Mathematics 2025-10-20 Christian Rasch , Thomas Satzger

Fast Marching and Fast Sweeping are the two most commonly used methods for solving the Eikonal equation. Each of these methods performs best on a different set of problems. Fast Sweeping, for example, will outperform Fast Marching on…

Numerical Analysis · Mathematics 2011-10-31 Adam Chacon , Alexander Vladimirsky

We present an algorithm which allows to solve analytically linear systems of differential equations which factorize to first order. The solution is given in terms of iterated integrals over an alphabet where its structure is implied by the…

High Energy Physics - Phenomenology · Physics 2018-12-19 J. Ablinger , J. Blümlein , P. Marquard , N. Rana , C. Schneider

We present a fast direct solver for structured linear systems based on multilevel matrix compression. Using the recently developed interpolative decomposition of a low-rank matrix in a recursive manner, we embed an approximation of the…

Numerical Analysis · Mathematics 2014-04-10 Kenneth L. Ho , Leslie Greengard

This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a…

Optimization and Control · Mathematics 2024-11-07 Wenzhi Gao , Dongdong Ge , Chunlin Sun , Yinyu Ye

We present iterative solvers to approximate the solution of numerical schemes for stochastic Stefan problems. After briefly talking about the convergence results, we tackle the question of efficient strategies for solving the nonlinear…

Numerical Analysis · Mathematics 2025-08-12 Muhammad Awais Khan , Jérôme Droniou , Kim-Ngan Le , Iuliu Sorin Pop

Our paper "Solving Third Order Linear Difference Equations in Terms of Second Order Equations" gave two algorithms for solving difference equations in terms of lower order equations: an algorithm for absolute factorization, and an algorithm…

Rings and Algebras · Mathematics 2025-12-16 Heba Bou KaedBey , Mark Van Hoeij

This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton-Raphson scheme. The original nonlinear system is first unfolded into three simpler…

Numerical Analysis · Mathematics 2014-07-24 Antonio Gómez-Expósito

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

We propose a First-Order System Least Squares (FOSLS) method based on deep-learning for numerically solving second-order elliptic PDEs. The method we propose is capable of dealing with either variational and non-variational problems, and…

Numerical Analysis · Mathematics 2022-12-15 Francisco M. Bersetche , Juan Pablo Borthagaray

In this article, we introduce a finite element method designed for the robust computation of approximate signed distance functions to arbitrary boundaries in two and three dimensions. Our method employs a novel prediction-correction…

Computational Engineering, Finance, and Science · Computer Science 2025-06-24 Amina El Bachari , Johann Rannou , Vladislav A. Yastrebov , Pierre Kerfriden , Susanne Claus

The fast marching method is well-known for its worst-case optimal computational complexity in solving the Eikonal equation, and has been employed in numerous scientific and engineering fields. However, it has barely benefited from…

Computational Physics · Physics 2018-11-02 Jianming Yang

The object of the present paper is to extend the third-order iterative method for solving nonlinear equations into systems of nonlinear equations. Since our motive is to develop the method which improve the order of convergence of Newton's…

Numerical Analysis · Mathematics 2013-09-24 Anuradha Singh , J. P. Jaiswa

In this study, a recursive solution technique in conjunction with generalized integrating factors is presented and applied to address first and second order linear differential equations. This approach demonstrates practical utility in…

Mathematical Physics · Physics 2025-03-03 Everardo Rivera-Oliva

The eikonal equation is utilized across a wide spectrum of science and engineering disciplines. In seismology, it regulates seismic wave traveltimes needed for applications like source localization, imaging, and inversion. Several numerical…

Computational Physics · Physics 2021-07-07 Umair bin Waheed , Ehsan Haghighat , Tariq Alkhalifah , Chao Song , Qi Hao

A new fast multipole formulation for solving elliptic difference equations on unbounded domains and its parallel implementation are presented. These difference equations can arise directly in the description of physical systems, e.g.…

Computational Physics · Physics 2016-04-08 Sebastian Liska , Tim Colonius
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