A low complexity algorithm for non-monotonically evolving fronts

A new algorithm is proposed to describe the propagation of fronts advected in the normal direction with prescribed speed function F. The assumptions on F are that it does not depend on the front itself, but can depend on space and time. Moreover, it can vanish and change sign. To solve this problem the Level-Set Method [Osher, Sethian; 1988] is widely used, and the Generalized Fast Marching Method [Carlini et al.; 2008] has recently been introduced. The novelty of our method is that its overall computational complexity is predicted to be comparable to that of the Fast Marching Method [Sethian; 1996], [Vladimirsky; 2006] in most instances. This latter algorithm is O(N^n log N^n) if the computational domain comprises N^n points. Our strategy is to use it in regions where the speed is bounded away from zero -- and switch to a different formalism when F is approximately 0. To this end, a collection of so-called sideways partial differential equations is introduced. Their solutions locally describe the evolving front and depend on both space and time. The well-posedness of those equations, as well as their geometric properties are addressed. We then propose a convergent and stable discretization of those PDEs. Those alternative representations are used to augment the standard Fast Marching Method. The resulting algorithm is presented together with a thorough discussion of its features. The accuracy of the scheme is tested when F depends on both space and time. Each example yields an O(1/N) global truncation error. We conclude with a discussion of the advantages and limitations of our method.