On the reservoir technique convergence for nonlinear hyperbolic conservation laws - Part I

This paper is devoted to the analysis of flux schemes coupled with the reservoir technique for approximating hyperbolic equations and linear hyperbolic systems of conservation laws [F. Alouges, F. De Vuyst, G. Le Coq, E. Lorin, The reservoir scheme for systems of conservation laws, in: Finite Volumes for Complex Applications, III, Porquerolles, 2002, Lab. Anal. Topol. Probab. CNRS, Marseille, 2002, pp. 247-254 (electronic); F. Alouges, F. De Vuyst, G. Le Coq, E. Lorin, Un procédé de réduction de la diffusion numérique des schémas à différence de flux d'ordre un pour les systèmes hyperboliques non linéaires, C. R. Math. Acad. Sci. Paris 335 (7) (2002) 627-632; F. Alouges, F. De Vuyst, G. Le Coq, E. Lorin, The reservoir technique: A way to make Godunov-type schemes zero or very low diffusive. Application to Colella-Glaz, Eur. J. Mech. B Fluids 27 (6) (2008)]. We prove the long time convergence of the reservoir technique and its TVD property for some specific but still general configurations. Proofs are based on a precise study of the treatment by the reservoir technique of shock and rarefaction waves.     

曲线的一类非线性多分辨率算法及其收敛性

在曲线的多分辨率分析基础上,构造了一种新的非线性三分多分辨率算法.并研究这个正则三分多分辨率算法的收敛性和稳定性,进一步,证明了小波参数的收敛性精密地依靠这个基本的多分辨率细分算法的收敛性.     

Euler schemes and large deviations for stochastic Volterra equations with singular kernels

In this paper, an Euler type approximation is constructed for stochastic Volterra equation with singular kernels, which provides an algorithm for numerical calculation. Then, the large deviation estimates of small perturbation to equations of this type are obtained. We finally apply them to SDEs with the kernel of fractional Brownian motion with Hurst parameter H∈(0,1).     

Building nonredundant adaptive wavelets by update lifting

In this paper, we propose a technique for building adaptive wavelets by means of an extension of the lifting scheme. Our scheme comprises an adaptive update lifting step and a fixed prediction lifting step. The adaptivity consists hereof that the system can choose between two different update filters, and that this choice is triggered by the local gradient of the original signal. If the gradient is large (in some seminorm sense) it chooses one filter, if it is small the other. We derive necessary and sufficient conditions for the invertibility of such an adaptive system for various scenarios. Furthermore, we present some examples to illustrate our theoretical results.     

Convergence analysis of implicit iterative algorithms for asymptotically nonexpansive mappings

In this paper, we consider the weak and strong convergence of an implicit iterative process with errors for two finite families of asymptotically nonexpansive mappings in the framework of Banach spaces. Our results presented in this paper improve and extend the recent ones announced by many others.     

RCM‐TVD hybrid scheme for hyperbolic conservation laws

We describe a hybrid method for the solution of hyperbolic conservation laws. A third‐order total variation diminishing (TVD) finite difference scheme is conjugated with a random choice method (RCM) in a grid‐based adaptive way. An efficient multi‐resolution technique is used to detect the high gradient regions of the numerical solution in order to capture the shock with RCM while the smooth regions are computed with the more efficient TVD scheme. The hybrid scheme captures correctly the discontinuities of the solution and saves CPU time. Numerical experiments with one‐ and two‐dimensional problems are presented. Copyright © 2007 John Wiley & Sons, Ltd.     

美式期权定价问题的变网格差分方法

本文提出一种求解美式期权定价自由边值问题的变网格差分方法.通过建立一个自由边界所满足的方程,利用变网格技术可同时求出期权的差分解和最佳执行边界.本文分别讨论了显式和隐式变网格差分格式,并给出了差分解的收敛性和稳定性分析.数值实验表明本文算法是一个非常有效的期权定价算法.     

Banach空间中渐近非扩张映象具误差的强收敛定理

设E是一实的Banach空间,其范数是一致Gteaux可微的;D是E的一非空闭凸子集,设T:D→D是具有序列{k_n}[1,∞),lim_(n→∞) k_n=1的渐近非扩张映象.本文证明了,在一定条件下,由(1.3)和(1.5)式定义的具误差的迭代序列{x_n}强收敛于T的不动点.本文结果也推广和改进了最近一些人的最新结果.     

High-Order Leap-Frog Based Discontinuous Galerkin Method for the Time-Domain Maxwell Equations on Non-Conforming Simplicial Meshes

A high-order leap-flog based non-dissipative discontinuous Galerkin timedomain method for solving Maxwell's equations is introduced and analyzed. The proposed method combines a centered approximation for the evaluation of fluxes at the interface between neighboring elements, with a Nth-order leap-frog time scheme. Moreover, the interpolation degree is defined at the element level and the mesh is refined locally in a non-conforming way resulting in arbitrary level hanging nodes. The method is proved to be stable under some CFL-like condition on the time step. The convergence of the semi-discrete approximation to Maxwell's equations is established rigorously and bounds on the global divergence error are provided. Numerical experiments with highorder elements show the potential of the method.     

On association schemes all elements of which have valency 1 or 2

In the present note, we investigate schemes S in which each element s satisfies n_s2 and n_s^*s≠2. We show that such a scheme is schurian. More precisely, we show that it is isomorphic to G//t, where G is a finite group and t an involution of G weakly closed in C_G(t).

Groups G with an involution t weakly closed in C_G(t) have been described in Glauberman's Z^*-Theorem [G. Glauberman, Central elements in core-free groups, J. Algebra 4 (1966) 403–420] with the help of the largest normal subgroup of G having odd order.