XTR-Kurosawa-Desmedt Scheme

This paper proposes an XTR version of the Kurosawa-Desmedt scheme. Our scheme is secure against adaptive chosen-ciphertext attack under the XTR version of the Decisional Diffie-Hellman assumption in the standard model. Comparing efficiency between the Kurosawa-Desmedt scheme and the proposed XTR-Kurosawa-Desmedt scheme, we find that the proposed scheme is more efficient than the Kurosawa-Desmedt scheme both in communication and computation without compromising security.     

Improvement of a Sinc-collocation method for Fredholm integral equations of the second kind

A Sinc-collocation scheme for Fredholm integral equations of the second kind was proposed by Rashidinia–Zarebnia in 2005. In this paper, two improved versions of the Sinc-collocation scheme are presented. The first version is obtained by improving the scheme so that it becomes more practical, and natural from a theoretical view point. Then it is rigorously proved that the convergence rate of the modified scheme is exponential, as suggested in the literature. In the second version, the variable transformation employed in the original scheme, the “tanh transformation”, is replaced with the “double exponential transformation”. It is proved that the replacement improves the convergence rate drastically. Numerical examples which support the theoretical results are also given.     

Computation of discontinuous solutions of fluid dynamics equations with entropy nondecrease guarantee

A new formulation of the Godunov scheme with linear Riemann problems is proposed that guarantees a nondecrease in entropy. The new version of the method is described for the simplest example of one-dimensional gas dynamics in Lagrangian coordinates.     

An iterative scheme for solving nonlinear equations with monotone operators

An iterative scheme for solving ill-posed nonlinear operator equations with monotone operators is introduced and studied in this paper. A discrete version of the Dynamical Systems Method (DSM) algorithm for stable solution of ill-posed operator equations with monotone operators is proposed and its convergence is proved. A discrepancy principle is proposed and justified. A priori and a posteriori stopping rules for the iterative scheme are formulated and justified. AMS subject classification (2000)  47J05, 47J06, 47J35, 65R30     

On two step Lax-Wendroff methods in several dimensions

A version of Richtmyer's two step Lax-Wendroff scheme for solving hyperbolic systems in conservation form, is considered. This version uses only the nearest points, has second order accuracy at every time cycle and allows a time step which is larger by a factor of than Richtmyer's, whered is the number of spatial dimensions. The scheme appears to be competitive with the optimal stability schemes proposed by Strang and carried out by Gourlay and Morris.     

Convex relaxations of chance constrained optimization problems

In this paper we develop convex relaxations of chance constrained optimization problems in order to obtain lower bounds on the optimal value. Unlike existing statistical lower bounding techniques, our approach is designed to provide deterministic lower bounds. We show that a version of the proposed scheme leads to a tractable convex relaxation when the chance constraint function is affine with respect to the underlying random vector and the random vector has independent components. We also propose an iterative improvement scheme for refining the bounds.     

A stable and conservative finite difference scheme for the Cahn-Hilliard equation

Summary. We propose a stable and conservative finite difference scheme to solve numerically the Cahn-Hilliard equation which describes a phase separation phenomenon. Numerical solutions to the equation is hard to obtain because it is a nonlinear and nearly ill-posed problem. We design a new difference scheme based on a general strategy proposed recently by Furihata and Mori. The new scheme inherits characteristic properties, the conservation of mass and the decrease of the total energy, from the equation. The decrease of the total energy implies boundedness of discretized Sobolev norm of the solution. This in turn implies, by discretized Sobolev's lemma, boundedness of max norm of the solution, and hence the stability of the solution. An error estimate for the solution is obtained and the order is . Numerical examples demonstrate the effectiveness of the proposed scheme. Received July 22, 1997 / Revised version received October 19, 1999 / Published online August 2, 2000     

The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

For stochastic differential equations (SDEs) with a superlinearly growing and globally one-sided Lipschitz continuous drift coefficient, the classical explicit Euler scheme fails to converge strongly to the exact solution. Recently, an explicit strongly convergent numerical scheme, called the tamed Euler method, has been proposed in [8] for such SDEs. Motivated by their work, we here introduce a tamed version of the Milstein scheme for SDEs with commutative noise. The proposed method is also explicit and easily implementable, but achieves higher strong convergence order than the tamed Euler method does. In recovering the strong convergence order one of the new method, new difficulties arise and kind of a bootstrap argument is developed to overcome them. Finally, an illustrative example confirms the computational efficiency of the tamed Milstein method compared to the tamed Euler method.     

A conservative extension of the method of characteristics for 1-D shallow flows

The method of characteristics (MOC) has been used for a long time in open channels and pipes flows. It is based on non-conservative equations, and hence it cannot be used directly for solving discontinuous shallow flows. In this paper we develop a conservative version of the MOC scheme for 1-D shallow flows by imposing the conservation law at the interpolation step. The conservation property of the scheme ensures the production of an accurate shock modeling and enables the MOC scheme to simulate dam-break type flows. By using a proper interpolation function, the proposed method can also produce quite accurate low-oscillatory results. A number of challenging test cases show considerable improvement compared to the traditional non-conservative MOC scheme in the case of dam-break type and trans-critical flow simulations.     

A Linearly-Implicit Energy-Preserving Algorithm for the Two-Dimensional Space-Fractional Nonlinear Schrödinger Equation Based on the SAV Approach

The main objective of this paper is to present an efficient structure-preserving scheme, which is based on the idea of the scalar auxiliary variable approach, for solving the two-dimensional space-fractional nonlinear Schrödinger equation. First, we reformulate the equation as an canonical Hamiltonian system, and obtain a new equivalent system via introducing a scalar variable. Then, we construct a semi-discrete energy-preserving scheme by using the Fourier pseudo-spectral method to discretize the equivalent system in space direction. After that, applying the Crank-Nicolson method on the temporal direction gives a linearly-implicit scheme in the fully-discrete version. As expected, the proposed scheme can preserve the energy exactly and more efficient in the sense that only decoupled equations with constant coefficients need to be solved at each time step. Finally, numerical experiments are provided to demonstrate the efficiency and conservation of the scheme.     

Nonlinear PDE Model for Image Restoration Using Second-Order Hyperbolic Equations

In this article we consider a novel nonlinear PDE-based image denoising technique. The proposed restoration model uses second-order hyperbolic diffusion equations. It represents an improved nonlinear version of a linear hyperbolic PDE model developed recently by the author, providing more effective noise removal results while preserving the edges and other image features. A rigorous mathematical investigation is performed on this new differential model and its well-posedness is treated. Next, a consistent finite-difference numerical approximation scheme is proposed for this nonlinear diffusion-based approach. Our successful image denoising experiments and method comparisons are also described.     

Finite Element Solution of the Fundamental Equations of Semiconductor Devices II

In part I of the paper (see Zlamal [13]) finite element solutions of the nonstationary semiconductor equations were constructed. Two fully discrete schemes were proposed. One was nonlinear, the other partly linear. In this part of the paper we justify the nonlinear scheme. We consider the case of basic boundary conditions and of constant mobilities and prove that the scheme is unconditionally stable. Further, we show that the approximate solution, extended to the whole time interval as a piecewise linear function, converges in a strong norm to the weak solution of the semiconductor equations. These results represent an extended and corrected version of results announced without proof in Zlamal [14].     

Dynamical Systems Method of gradient type for solving nonlinear equations with monotone operators

A version of the Dynamical Systems Method (DSM) of gradient type for solving equation F(u)=f where F:H→H is a monotone Fréchet differentiable operator in a Hilbert space H is studied in this paper. A discrepancy principle is proposed and the convergence to the minimal-norm solution is justified. Based on the DSM an iterative scheme is formulated and the convergence of this scheme to the minimal-norm solution is proved.     

A Regularization Semismooth Newton Method for $P_0$-NCPs with a Non-Monotone Line Search

In this paper, we propose a regularized version of the generalized NCP-function proposed by Hu, Huang and Chen [J. Comput. Appl. Math., 230 (2009), pp. 69-82]. Based on this regularized function, we propose a semismooth Newton method for solving nonlinear complementarity problems, where a non-monotone line search scheme is used. In particular, we show that the proposed non-monotone method is globally and locally superlinearly convergent under suitable assumptions. We test the proposed method by solving the test problems from MCPLIB. Numerical experiments indicate that this algorithm has better numerical performance in the case of $p=5$ and $\theta\in[0.25,075]$ than other cases.     

The Galerkin scheme for Lavrentiev’sm-times iterated method to solve linear accretive Volterra integral equations of the first kind

In this paper, for the numerical solution of linear accretive Volterra integral equations of the first kind in Hilbert spaces we consider the Galerkin scheme for Lavrentiev’sm-times iterated method, i.e., for each parameter choice for Lavrentiev’sm-times iterated method the arisingm stabilized equations are discretized by the Galerkin scheme. An associated discrepancy principle as parameter choice strategy for this finite-dimensional version of Lavrentiev’sm-times iterated method is proposed, and corresponding convergence results are provided.     

Semi-implicit complementary volume scheme for solving level set like equations in image processing and curve evolution

Summary. We introduce linear semi-implicit complementary volume numerical scheme for solving level set like nonlinear degenerate diffusion equations arising in image processing and curve evolution problems. We study discretization of image selective smoothing equation of mean curvature flow type given by Alvarez, Lions and Morel ([3]). Solution of the level set equation of Osher and Sethian ([26], \[30]) is also included in the study. We prove and estimates for the proposed scheme and give existence of its (generalized) solution in every discrete time-scale step. Efficiency of the scheme is given by its linearity and stability. Preconditioned iterative solvers are used for computing arising linear systems. We present computational results related to image processing and plane curve evolution. Received April 25, 2000 / Revised version received June 11, 2001 / Published online November 15, 2001     

On limiting for higher order discontinuous Galerkin method for 2D Euler equations

We present an implementation of discontinuous Galerkin method for 2-D Euler equations on Cartesian meshes using tensor product Lagrange polynomials based on Gauss nodes. The scheme is stabilized by a version of the slope limiter which is adapted for tensor product basis functions together with a positivity preserving limiter. We also incorporate and test shock indicators to determine which cells need limiting. Several numerical results are presented to demonstrate that the proposed approach is capable of computing complex discontinuous flows in a stable and accurate fashion.     

Theoretical and numerical analysis on a thermo-elastic system with discontinuities

A second-order accurate numerical scheme is proposed for a thermo-elastic system which models a bar made of two distinct materials. The physical parameters involved may be discontinuous across the joint of the two materials, where there might be also singular heat and/or force sources. The solution components, the temperature and the displacement, may change rapidly across the joint. By transforming the system into a different one, time-marching schemes can be used for the new system which is well posed. The immersed interface method is employed to deal with the discontinuities of the coefficients and the singular sources. The proposed numerical method can fit both explicit and implicit formulation. For the implicit version, a stable and fast prediction-correction scheme is also developed. Convergence analysis shows that our method is second-order accurate at all grid points in spite of the discontinuities across the interface. Numerical experiments are performed to support the theoretical analysis in this paper.     

一类非线性方程解的存在和唯一性及在图像中的应用

本文我们给出一个修正的非线性扩散方程模型，与Cotte Lions和Morel的模型相比该模型有许多实质上的优点。主要的想法是把原来去噪声部分：卷积Gauss过程替代为解一个有界区域上的线性抛物方程问题，因此避开了对初始数值如何全平面延拓的问题。我们从数学上的证明该问题解的存在性和适定性，同时给出对矩形域情况的解的级数形式。最后我们给基于本模型的数值计算差分模型，并且给出几个具体图像在该模型下处理结果。     

An approximation scheme for the anisotropic and nonlocal mean curvature flow

In 2004 Chambolle proposed an algorithm for mean curvature flow based on a variational problem. Since then, the convergence, extensions and applications of his algorithm have been studied by many people. In this paper we give a proof of the convergence of an anisotropic version of Chambolle’s algorithm by use of the signed distance function. An application of our scheme to an approximation of the nonlocal curvature flow such as crystalline one is also discussed.