Fast Marching Methods

@article{Sethian1999FastMM,
  title={Fast Marching Methods},
  author={James A. Sethian},
  journal={SIAM Review},
  year={1999},
  volume={41},
  pages={199-235}
}
Fast Marching Methods are numerical schemes for computing solutions to the nonlinear Eikonal equation and related static Hamilton–Jacobi equations. Based on entropysatisfying upwind schemes and fast sorting techniques, they yield consistent, accurate, and highly efficient algorithms. They are optimal in the sense that the computational complexity of the algorithms is O(N logN), where N is the total number of points in the domain. The schemes are of use in a variety of applications, including… CONTINUE READING
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