Fast-phase space computation of multiple arrivals

We present a fast, general computational technique for computing the phase-space solution of static Hamilton-Jacobi equations. Starting with the Liouville formulation of the characteristic equations, we derive "Escape Equations" which are static, time-independent Eulerian PDEs. They represent all arrivals to the given boundary from all possible starting configurations. The solution is numerically constructed through a "one-pass" formulation, building on ideas from semi-Lagrangian methods, Dijkstra-like methods for the Eikonal equation, and Ordered Upwind Methods. To compute all possible trajectories corresponding to all possible boundary conditions, the technique is of computational order O(N log N), where N is the total number of points in the computational phase-space domain; any particular set of boundary conditions then is extracted through rapid post-processing. Suggestions are made for speeding up the algorithm in the case when the particular distribution of sources is provided in advance. As an application, we apply the technique to the problem of computing first, multiple, and most energetic arrivals to the Eikonal equation.