Fast marching method

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The fast marching method is introduced by James A. Sethian as a numerical method for solving boundary value problems of the form:

F(x)|\nabla T(x)|=1.

Typically, such a problem describes the evolution of a closed curve as a function of time T with speed F(x) in the normal direction at a point x on the curve. The speed function is specified, and the time at which the contour crosses a point x is obtained by solving the equation.

An alternative to using a fast marching method is to use a level set method. The latter is more general, but runs slower.

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