Multi-stencils fast marching methods: a highly accurate solution to the eikonal equation on cartesian domains

A wide range of computer vision applications require an accurate solution of a particular Hamilton- Jacobi (HJ) equation, known as the Eikonal equation. In this paper, we propose an improved version of the fast marching method (FMM) that is highly accurate for both 2D and 3D Cartesian domains. The new method is called multi-stencils fast marching (MSFM), which computes the solution at each grid point by solving the Eikonal equation along several stencils and then picks the solution that satisfies the upwind condition. The stencils are centered at each grid point and cover its entire nearest neighbors. In 2D space, 2 stencils cover the 8-neighbors of the point, while in 3D space, 6 stencils cover its 26-neighbors. For those stencils that are not aligned with the natural coordinate system, the Eikonal equation is derived using directional derivatives and then solved using higher order finite difference schemes. The accuracy of the proposed method over the state-of-the-art FMM-based techniques has been demonstrated through comprehensive numerical experiments.