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A New Interface Tracking Method: Using Level Set and Particle Methods Advisors: Jinsun Sohn, Joseph Teran (UCLA) Trevor Caldwell 2 Noah Duncan 2 Tengyuan Liang 3 Shirley Zheng 1 1 Cornell University 2 Harvey Mudd College 3 Peking University


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A New Interface Tracking Method: Using Level Set and Particle Methods

Advisors: Jinsun Sohn, Joseph Teran (UCLA) Trevor Caldwell2 Noah Duncan2 Tengyuan Liang3 Shirley Zheng1

1Cornell University 2Harvey Mudd College 3Peking University

August 3, 2011

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 1 / 34

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Table of Contents I

1

Introduction Problem Statement Frames of Reference

2

Particle Methods

3

Existing Methods Particle Level Set Grid-Based Particle Variational Method

4

Our Method: Dynamic Reconstruction Method Procedure Performance

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 2 / 34

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Background

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 3 / 34

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Background

Typical traditional interface advection is done using level set or particle methods. Because of numerical error, objects lose volume when advected by level set methods so that they shrink and eventually disappear as time passes.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 4 / 34

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Background

In contrast, particle methods are numerically accurate but do not naturally handle topological change.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 5 / 34

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Problem Statement

Devise a method that is numerically accurate and robust under topological

  • change. The interface should be represented implicitly at each iteration,

and the particles might be resampled periodically.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 6 / 34

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Implicit vs Explicit Representation

We can capture and evolve a hypersurface implicitly using level set methods, or we can track it explicitly using particle methods.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 7 / 34

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Implicit vs Explicit Representation

We can capture and evolve a hypersurface implicitly using level set methods, or we can track it explicitly using particle methods. In level set methods, we update the implicit function φ across the domain at each time step.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 7 / 34

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Level Set

Figure: Signed Distance Representation of Circle in R2.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 8 / 34

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Implicit vs Explicit Representation

We can capture and evolve a hypersurface implicitly using level set methods, or we can track it explicitly using particle methods. In level set methods, we update the implicit function φ across the domain at each time step.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 9 / 34

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Implicit vs Explicit Representation

We can capture and evolve a hypersurface implicitly using level set methods, or we can track it explicitly using particle methods. In level set methods, we update the implicit function φ across the domain at each time step. In particle methods, we update the location of the zero-isocontour at each time step.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 9 / 34

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Particles

Figure: Explicit Representation of Circle in R2

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 10 / 34

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Level Set and Particle Method: Tradeoffs

Level Set Method

Strengths Maintains distance function Handles topological changes Weaknesses Computationally expensive Numerically Inaccurate

Particle Method

Strengths Computationally efficient and numerically accurate Weaknesses Does not handle topological change (e.g. merging/pinching)

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 11 / 34

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Existing Methods

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 12 / 34

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Existing Methods

Interface Evolution Schemes

Particle Level Set Method (Enright, Fedkiw, Ferziger, and Mitchell) Grid-Based Particle Method (Leung and Zhao)

Surface Reconstruction Schemes

Fast Variational-Based Surface Reconstruction (Ye, Bresson, Goldstein, and Osher)

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 13 / 34

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Particle Level Set Method

Seeds particles in a positive and negative band around the level set. Detects errors in level set when a particle crosses into a region of

  • pposite sign.

Overwrites level set signed distance function with particle signed distance function. Superior to basic level set method in preserving volume. Difficult to implement and reseeding strategy is not robust.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 14 / 34

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Particle Level Set Method

PLS vs Level Set Method. Light red and light blue particles are escaped particles.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 15 / 34

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Grid-Based Particle Method

Uses Eulerian information from grid cells to compute curvature and normal vectors for particles. Uses a least-squares quadratic fit to approximate the interface locally. Lacks a robust method for determing inside / outside information for interface, but accurately computes distance.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 16 / 34

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Variational Method

Estimates a surface from a set of unorganized scattered points using variational methods Solves an inverse edge detection problem to obtain an initial surface estimate We adapt this step of the method to align a level set with particles

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 17 / 34

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Our Method: Dynamic Reconstruction Method

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 18 / 34

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Dynamic Reconstruction Method

Algorithm 5.1: DynamicReconstruction(T, k, φ) for t = 1 : T if (t mod k) == 1 (re)seed particles on zero-isocontour of φ; end    advect particles; calculate distance function φ using the particles; compute sign (inside/outside) information using an edge detector; end

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 19 / 34

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  • 1. (Re)seed particles on the zero-isocontour

GREEN dots mark exterior grid points, RED dots mark interior grid points. Unless a grid cell has unanimous sign on all grid points, linearly interpolate the zero-crossing on each of the 6 edges.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 20 / 34

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  • 2. Advect Particles

Advect particles using 2nd order Runge-Kutta scheme: for t = 1:T ∀p ∈ {Particles} do: x0 = x(p); y0 = y(p); x1 = x0 + vx · dt; y1 = y0 + vy · dt; x2 = x1 + vx · dt; y2 = y1 + vy · dt; x(p) = x2+x0

2

; y(p) = y2+y0

2

; end

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 21 / 34

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  • 3. Compute Distance Using Particles

Fast-Sweeping Algorithm (Zhao, 2004)

We want to reconstruct the zero-isocontour using the particles. 1. Initialization. On cut grid cells: calculate distance to the interface using the particles. On the rest of the domain: initialize to a large constant, c.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 22 / 34

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  • 3. Compute Distance Using Particles

Fast-Sweeping Algorithm (Zhao, 2004)

We want to reconstruct the zero-isocontour using the particles. 1. Initialization. On cut grid cells: calculate distance to the interface using the particles. On the rest of the domain: initialize to a large constant, c.

  • 2. Discretize, and iteratively sweep the domain in alternating

directions. At each interior grid point, solve the eikonal equation |∇d|2 ≈ [(dh

i,j − dh x min)+]2 + [(dh i,j − dh y min)+]2

h2 = f 2

i,j

and update ¯ di,j to be the minimum between c and the computed

  • solution. Use one-sided difference on the boundary.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 22 / 34

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  • 3. Compute Distance Using Particles

We solve |∇d| = 1 using the fast sweeping algorithm:

Ready

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 23 / 34

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  • 4. Calculate Sign Information Using an Edge Detector

Surface Reconstruction Using the Eikonal Equation and the Chan-Vese Model (Ye, Bresson, Goldstein, Osher, 2010)

We want to approximate a two-valued function f whose edges are located along the set of particles, that is f (x)

  • < C

for x ∈ Ω+, ≥ C for x ∈ Ω−. where 0.5 < C < 1 is a critical value that segments the domain. Let d(·) be the unsigned distance function. Observe that −∇d is equivalent to a vector flow pointing toward the interface computed from particles. d(·) is an edge detector function. Using ǫ = dxp for stability, we can approximate the image f to this edge detector by solving the eikonal equation: |∇f | = 1 dp + ǫ for p = 3

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 24 / 34

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  • 4. Calculate Sign Information Using an Edge Detector

Surface Reconstruction Using the Eikonal Equation and the Chan-Vese Model (Ye, Bresson, Goldstein, Osher, 2010)

We solve |∇f | =

1 dp+ǫ using the fast sweeping algorithm.

Ready

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 25 / 34

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Regarding Reseeding

We lose detail when particles become too sparse. To avoid saturating the interface with particles, we need to reseed to redistribute particles on the interface.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 26 / 34

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Regarding Reseeding

Ready

Reseeding allows us to use fewer particles.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 27 / 34

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Level Set Method vs. Dynamic Reconstruction

Ready Level Set Method

3rd order ENO advection and reinitialization

Dynamic Reconstruction Method

Reseed every 10 times

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 28 / 34

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Dynamic Reconstruction Method: Accuracy

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 29 / 34

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Dynamic Reconstruction Method: Merge Test

Ready

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 30 / 34

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Dynamic Reconstruction Method Conclusion

We devised a method that utilizes particle advection to evolve the interface and surface reconstruction methods to reconstruct an implicit representation of the interface. Our scheme periodically reseeds to stabilize particle density and population. Our scheme gives second-order accuracy, and can be easily implemented.

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 31 / 34

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Future Improvements Future goals for this method include:

Devise a consistent reseeding scheme Implement the method in 3D Test the method on a fluid velocity field Achieve more accurate sign computation

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 32 / 34

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Thank You

We are grateful to our advisors, Profs. Jinsun Sohn and Joey Teran for teaching us the background and guiding us with our research! Thank you, Prof. Andrea Bertozzi, for giving us this great opportunity!

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 33 / 34

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References

Osher, S. and Fedkiw, R.P (2003) Level set methods and dynamic implicit surfaces Springer Verlag 153 Leung, S. and Zhao, H. (2009) A grid based particle method for moving interface problems Journal of Computational Physics 228 Enright, D. and Fedkiw, R. and Ferziger, J. and Mitchell, I. (2002) A hybrid particle level set method for improved interface capturing Journal of Computational Physics 153 Ye, J. and Bresson, X. and Goldstein, T. and Osher, S. (2010) A Fast Variational Method for Surface Reconstruction from Sets of Scattered Points UCLA CAM Report

Caldwell, Duncan, Liang, Zheng (UCLA REU) Computational Interface Group August 3, 2011 34 / 34