A Toolbox of Level Set Methods

This document describes a toolbox of level set methods for solving time-dependent Hamilton-Jacobi partial differential equations (PDEs) in the Matlab programming environment. Level set methods are often used for simulation of dynamic implicit surfaces in graphics, fluid and combustion simulation, image processing, and computer vision. Hamilton-Jacobi and related PDEs arise in fields such as control, robotics, differential games, dynamic programming, mesh generation, stochastic differential equations, financial mathematics, and verification. The algorithms in the toolbox can be used in any number of dimensions, although computational cost and visualization difficulty make dimensions four and higher a challenge. All source code for the toolbox is provided as plain text in the Matlab m-file programming language. The toolbox is designed to allow quick and easy experimentation with level set methods, although it is not by itself a level set tutorial and so should be used in combination with the existing literature.