求解非定常对流扩散方程的流函数松弛方法

提出了一种求解线性和非线性对流扩散方程的流函数松弛方法.方法的主要思想是利用流函数松弛近似将原始的方程转化成等价的松弛方程组,新的松弛方程组是带源项的双曲系统.通过稳定性分析可以知道新系统的耗散系数可由松弛系数调整.数值实现亦证明这个方法可以快速有效地描述对流扩散方程的解.     

基于分数阶微积分正则化的图像处理

全变分正则化方法已被广泛地应用于图像处理,利用此方法可以较好地去除噪声,并保持图像的边缘特征,但得到的优化解会产生"阶梯"效应.为了克服这一缺点,本文通过分数阶微积分正则化方法,建立了一个新的图像处理模型.为了克服此模型中非光滑项对求解带来的困难,本文研究了基于不动点方程的迫近梯度算法.最后,本文利用提出的模型与算法进行了图像去噪、图像去模糊与图像超分辨率实验,实验结果表明分数阶微积分正则化方法能较好的保留图像纹理等细节信息.     

High-order total variation-based Poissonian image deconvolution with spatially adapted regularization parameter

Images captured by image acquisition systems using photon-counting devices such as astronomical imaging, positron emission tomography and confocal microscopy imaging, are often contaminated by Poisson noise. Total variation (TV) regularization, which is a classic regularization technique in image restoration, is well-known for recovering sharp edges of an image. Since the regularization parameter is important for a good recovery, Chen and Cheng (2012) proposed an effective TV-based Poissonian image deblurring model with a spatially adapted regularization parameter. However, it has drawbacks since the TV regularization produces staircase artifacts. In this paper, in order to remedy the shortcoming of TV of their model, we introduce an extra high-order total variation (HTV) regularization term. Furthermore, to balance the trade-off between edges and the smooth regions in the images, we also incorporate a weighting parameter to discriminate the TV and the HTV penalty. The proposed model is solved by an iterative algorithm under the framework of the well-known alternating direction method of multipliers. Our numerical results demonstrate the effectiveness and efficiency of the proposed method, in terms of signal-to-noise ratio (SNR) and relative error (RelRrr).     

Application of regularization technique to variational adjoint method: A case for nonlinear convection-diffusion problem

A discrete assimilation system for a one-dimensional variable coefficient convection-diffusion equation is constructed. The variational adjoint method combined with the regularization technique is employed to retrieve the initial condition and diffusion coefficient with the aid of a set of simulated observations. Several numerical experiments are performed: (a) retrieving both the initial condition and diffusion coefficient jointly (Experiment JR), (b) retrieving either of them separately (Experiment SR), (c) retrieving only the diffusion coefficient with the iteration count increased to 800 (Experiment NoR-SR), and (d) retrieving only the diffusion coefficient with the consideration of a regularization term based on the Experiment NoR-SR (Experiment AdR-SR). The results indicate that within the limit of 100 iterations, the retrieval quality of the Experiment SR is better than those from the Experiment JR. Compared with the initial condition, the diffusion coefficient is a little difficult to retrieve, whereas we still achieve the desired result by increasing the iterations or integrating the regularization term into the cost functional for the improvement with respect to the diffusion coefficient. Further comparisons between the Experiment NoR-SR and AdR-SR show that the regularization term can really help not only improve the precision of retrieval to a large extent, but also speed up the convergence of solution, even if some perturbations are imposed on those observations.     

The Poincaré-Bertrand Formula for the Bochner-Martinelli Integral

The Poincaré-Bertrand formula and the composition formula for the Bochner-Martinelli integral on piecewise smooth manifolds are obtained. As an application, the regularization problem for linear singular integral equation with Bochner-Martinelli kernel and variable coefficients is discussed.     

A comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to Shape-from-Shading problems

Summary The reconstruction from a shaded image of a Lambertian and not self-shadowing surface illuminated by a single distant pointwise light source may be written as a first-order Hamilton-Jacobi equation.In this paper, we continue the investigation begun in E. Rouy and A. Tourin into the uniqueness of the solution of this equation; the approach is based on the viscosity solutions theory and the dynamic programming principle.More precisely, we concentrate here on the uniqueness of the viscosity solution of this equation in case the measured luminous intensity reflected by the surface is discontinuous along a smooth curve. We prove a general comparison result for a piecewise Lipschitz continuous Hamiltonian and illustrate it by numerical experiments.     

The calibration of volatility for option pricing models with jump diffusion processes

This paper is devoted to calibrate smooth local volatility surface under jump-diffusion processes. This calibration problem is posed as an inverse problem: given a finite set of observed European option prices, find a local volatility function such that the theoretical option prices matches the observed ones optimally with respect to a prescribed performance criterion. Firstly, we obtain an Euler-Lagrange equation for the calibration problem using Tikhonov regularization method. Then we solve the Euler–Lagrange equation using an iterative algorithm and obtain the volatility. Finally, numerical experiments show the effectiveness of the proposed method.     

Numerical solution method for the electric impedance tomography problem in the case of piecewise constant conductivity and several unknown boundaries

We study the electrical impedance tomography problem with piecewise constant electric conductivity coefficient, whose values are assumed to be known. The problem is to find the unknown boundaries of domains with distinct conductivities. The input information for the solution of this problem includes several pairs of Dirichlet and Neumann data on the known external boundary of the domain, i.e., several cases of specification of the potential and its normal derivative. We suggest a numerical solution method for this problem on the basis of the derivation of a nonlinear operator equation for the functions that define the unknown boundaries and an iterative solution method for this equation with the use of the Tikhonov regularization method. The results of numerical experiments are presented.     

Speckle noise removal in ultrasound images by first- and second-order total variation

Speckle noise contamination is a common issue in ultrasound imaging system. Due to the edge-preserving feature, total variation (TV) regularization-based techniques have been extensively utilized for speckle noise removal. However, TV regularization sometimes causes staircase artifacts as it favors solutions that are piecewise constant. In this paper, we propose a new model to overcome this deficiency. In this model, the regularization term is represented by a combination of total variation and high-order total variation, while the data fidelity term is depicted by a generalized Kullback-Leibler divergence. The proposed model can be efficiently solved by alternating direction method with multipliers (ADMM). Compared with some state-of-the-art methods, the proposed method achieves higher quality in terms of the peak signal to noise ratio (PSNR) and the structural similarity index (SSIM). Numerical experiments demonstrate that our method can remove speckle noise efficiently while suppress staircase effects on both synthetic images and real ultrasound images.     

Fading regularization FEM algorithms for the Cauchy problem associated with the two-dimensional biharmonic equation

In this paper, we use the fading regularization method to solve a biharmonic inverse problem, represented by the Cauchy problem. Two formulations are studied and implemented numerically using a finite element method (FEM). We present numerical reconstructions of the missing data on the inaccessible part of the boundary from the knowledge of over-prescribed noisy data for both smooth and piecewise smooth two-dimensional geometries. Numerical examples validate the convergence, stability and efficiency of the proposed numerical algorithm, as well as its capability to deblur the noisy data.     

On constrained Newton linearization and multigrid for variational inequalities

Summary. We consider the fast solution of a class of large, piecewise smooth minimization problems. For lack of smoothness, usual Newton multigrid methods cannot be applied. We propose a new approach based on a combination of convex minization with constrained Newton linearization. No regularization is involved. We show global convergence of the resulting monotone multigrid methods and give polylogarithmic upper bounds for the asymptotic convergence rates. Efficiency is illustrated by numerical experiments. Received March 22, 1999 / Revised version received February 24, 2001 / Published online October 17, 2001     

Non-classical interface problems for piecewise homogeneous anisotropic elastic bodies

Two non-classical model interface problems for piecewise homogeneous anisotropic bodies are studied. In both problems on the contact surface jumps of the normal components of displacement and stress vectors are given. In addition, in the first problem (Problem H) the tangent components of the displacement vectors are given from both sides of the contact surface, while in the second one (Problem G) the tangent components of the stress vectors are prescribed on the same surface. The existence and uniqueness theorems are proved by means of the boundary integral equation method, and representations of solutions by single layer potentials are established. In the investigation the general approach of regularization of the first kind of integral equations is worked out for the case of two-dimensional closed smooth manifolds. An equivalent global regularizer operator is constructed explicitly in the form of a singular integro-differential operator.     

Finite element approximation of the Cahn-Hilliard equation with concentration dependent mobility

We consider the Cahn-Hilliard equation with a logarithmic free energy and non-degenerate concentration dependent mobility. In particular we prove that there exists a unique solution for sufficiently smooth initial data. Further, we prove an error bound for a fully practical piecewise linear finite element approximation in one and two space dimensions. Finally some numerical experiments are presented.

     

Error Estimates for Two Filters Based on Polynomial Interpolation for Recovering a Function from Its Fourier Coefficients

In this paper we derive error estimates for two filters based on piecewise polynomial interpolations of zeroth and first degrees. For a piecewise smooth function f(x) in [0,1], we show that, if all the discontinuity points of f(x) are nodes then, using these filters, we can reconstruct point values of f(x) accurately even near discontinuity points. If f(x) is a piecewise constant or a linear function, the reconstruction formulas are exact. We also propose reconstruction formulas such that we can compute the (approximate ) point values of f(x) using the fast Fourier transform, even when using non-uniform meshes. Several numerical experiments are also provided to illustrate the results.     

A general mixed covolume framework for constructing conservative schemes for elliptic problems

We present a general framework for the finite volume or covolume schemes developed for second order elliptic problems in mixed form, i.e., written as first order systems. We connect these schemes to standard mixed finite element methods via a one-to-one transfer operator between trial and test spaces. In the nonsymmetric case (convection-diffusion equation) we show one-half order convergence rate for the flux variable which is approximated either by the lowest order Raviart-Thomas space or by its image in the space of discontinuous piecewise constants. In the symmetric case (diffusion equation) a first order convergence rate is obtained for both the state variable (e.g., concentration) and its flux. Numerical experiments are included.

     

Convergence of a numerical scheme of the type of the vortex loop method on a closed surface with an approximation to the surface shape

We consider a linear integral equation with a hypersingular integral treated in the sense of the Hadamard finite value. This equation arises when solving the Neumann boundary value problem for the Laplace equation with the use of the representation of the solution in the form of a double layer potential. We study the case in which an exterior or interior boundary value problem is solved in a domain whose boundary is a smooth closed surface and the integral equation is written out on that surface. For the numerical solution of the integral equation, the surface is approximated by spatial polygons whose vertices lie on the surface. We construct a numerical scheme for solving the integral equation on the basis of such an approximation to the surface with the use of quadrature formulas of the type of the method of discrete singularities with regularization. We prove that the numerical solutions converge to the exact solution of the hypersingular integral equation uniformly on the grid.     

Accelerated multigrid high accuracy solution of the convection-diffusion equation with high Reynolds number

A fourth-order compact finite difference scheme is employed with the multigrid algorithm to obtain highly accurate numerical solution of the convection-diffusion equation with very high Reynolds number and variable coefficients. The multigrid solution process is accelerated by a minimal residual smoothing (MRS) technique. Numerical experiments are employed to show that the proposed multigrid solver is stable and yields accurate solution for high Reynolds number problems. We also show that the MRS acceleration procedure is efficient and the acceleration cost is negligible. © 1997 John Wiley & Sons, Inc.     

A general filter regularization method to solve the three dimensional Cauchy problem for inhomogeneous Helmholtz-type equations: Theory and numerical simulation

In this paper, we solve the Cauchy problem for an inhomogeneous Helmholtz-type equation with homogeneous Dirichlet and Neumann boundary condition. The proposed problem is ill-posed. Up to now, most investigations on this topic focus on very specific cases, and with Dirichlet boundary condition. Recently, we solve this problem in 2D for an inhomogeneous modified Helmholtz equation (2012). This work is a continuous expansion of our previous results. Herein we introduce a general filter regularization (GFR) method, and then from the GFR we deduce two concrete filters, which are a foundation to implement a numerical procedure. In addition, we develop a numerical model for solving this problem in three dimensional region. The proposed filter method has been verified by numerical experiments.     

A third-order semi-discrete genuinely multidimensional central scheme for hyperbolic conservation laws and related problems

Summary. We construct a new third-order semi-discrete genuinely multidimensional central scheme for systems of conservation laws and related convection-diffusion equations. This construction is based on a multidimensional extension of the idea, introduced in [17] – the use of more precise information about the local speeds of propagation, and integration over nonuniform control volumes, which contain Riemann fans. As in the one-dimensional case, the small numerical dissipation, which is independent of , allows us to pass to a limit as . This results in a particularly simple genuinely multidimensional semi-discrete scheme. The high resolution of the proposed scheme is ensured by the new two-dimensional piecewise quadratic non-oscillatory reconstruction. First, we introduce a less dissipative modification of the reconstruction, proposed in [29]. Then, we generalize it for the computation of the two-dimensional numerical fluxes. Our scheme enjoys the main advantage of the Godunov-type central schemes –simplicity, namely it does not employ Riemann solvers and characteristic decomposition. This makes it a universal method, which can be easily implemented to a wide variety of problems. In this paper, the developed scheme is applied to the Euler equations of gas dynamics, a convection-diffusion equation with strongly degenerate diffusion, the incompressible Euler and Navier-Stokes equations. These numerical experiments demonstrate the desired accuracy and high resolution of our scheme. Received February 7, 2000 / Published online December 19, 2000