Flow in a symmetric channel with an expanded section

We consider the flow in a symmetric two-dimensional channel with an expanded section. By examining the effect of varying the ratio of the inlet and outlet channel widths, we are able to place the earlier results of Mizushima et al. (Phys. Fluids 8 (1996) 2933) within an entire spectrum of nonlinear phenomena. Laboratory experiments support predicted behaviour in two regions of parameter space and highlight the importance of imperfections in the experimental apparatus.     

Importance Sampling for Backward SDEs

In this article, we explain how the importance sampling technique can be generalized from simulating expectations to computing the initial value of backward stochastic differential equations (SDEs) with Lipschitz continuous driver. By means of a measure transformation we introduce a variance reduced version of the forward approximation scheme by Bender and Denk [4 Bender , C. , and Denk , R. 2007 . A forward scheme for backward SDEs . Stochastic Processes and their Applications 117 ( 12 ): 1793 – 1812 . [Google Scholar]] for simulating backward SDEs. A fully implementable algorithm using the least-squares Monte Carlo approach is developed and its convergence is proved. The success of the generalized importance sampling is illustrated by numerical examples in the context of Asian option pricing under different interest rates for borrowing and lending.     

Numerical implementations of dynamical probe method for non-stationary heat equation

The dynamical probe method for non-stationary heat equation is developed recently, which aims to detect an unknown inclusion of conductive material from the boundary measurement data. The Runge approximation is used to define some indicator function for this method, which is a mathematical testing machine to detect the inclusion. A numerical realization of the Runge approximation is the key to this method. By using a regularizing method, a realization scheme is given for the Runge approximation, and numerical examples are given to show the validity of the dynamical probe method.     

On the uniqueness and reconstruction for an inverse problem of the fractional diffusion process

Consider an inverse problem for the time-fractional diffusion equation in one dimensional spatial space. The aim is to determine the initial status and heat flux on the boundary simultaneously from heat measurement data given on the other boundary. Using the Laplace transform and the unique extension technique, the uniqueness for this inverse problem is proven. Then we construct a regularizing scheme for the reconstruction of boundary flux for known initial status. The convergence rate of the regularizing solution is established under some a priori information about the exact solution. Moreover, the initial distribution can also be recovered approximately from our regularizing scheme. Finally we present some numerical examples, which show the validity of the proposed reconstruction scheme.     

Reconstruction of biologic tissue conductivity from noisy magnetic field by integral equation method

Magnetic resonance electrical impedance tomography (MREIT) is a new technique to recover the conductivity of biologic tissue from the induced magnetic flux density. This paper proposes an inversion scheme for recovering the conductivity from one component of the magnetic field based on the nonlinear integral equation method. To apply magnetic fields corresponding to two incoherent injected currents, an alternative iteration scheme is proposed to update the conductivity. For each magnetic field, the regularizing technique on the finite dimensional space is applied to solve an ill-posed linear system. Compared with the well-developed harmonic B_z method, the advantage of this inversion scheme is its stability, since no differential operation is required on the noisy magnetic field. Numerical implementations are given to show the convergence of the iteration and its validity for noisy input data.     

Analysis of a bipolar energy-transport model for a metal-oxide-semiconductor diode

A simplified bipolar energy-transport model for a metal-oxide-semiconductor diode (MOS) with nonconstant lattice temperature is considered. The electron and hole current densities vanish in the diode but the particle temperature may be large. The existence of weak solutions to the system of quasilinear elliptic equations with nonlinear boundary conditions is proved using a Stampacchia trunction technique and maximum principle arguments. Further, an asymptotic analysis for the one-dimensional MOS diode is presented, which shows that only the boundary temperature influences the capacitance-voltage characteristics of the device. The analytical results are underlined by numerical experiments.     

A NEW APPROACH AND ERROR ANALYSIS FOR RECONSTRUCTING THE SCATTERED WAVE BY THE POINT SOURCE METHOD

Consider an inverse scattering problem by an obstacle D belong to R^2 with impedance boundary. We investigate the reconstruction of the scattered field u^s from its far field pattern u^∞ using the point source method. First, by applying the boundary integral equation method, we provide a new approach to the point-source method of Potthast by classical potential theory. This extends the range of the point source method from plane waves to scattering of arbitrary waves. Second, by analyzing the behavior of the Hankel function, we obtain an improved strategy for the choice of the regularizing parameter from which an improved convergence rate （compared to the result of [15]） is achieved for the reconstruc- tion of the scattered wave. Third, numerical implementations are given to test the validity and stability of the inversion method for the impedance obstacle.     

The merging of two co-rotating vortices: a numerical study

The merging of two-dimensional co-rotating vortices is analysed through direct numerical simulations at large Reynolds numbers. It is shown how the Reynolds number affects each of the three phases that characterise this phenomenon. In the first phase, we examine the merging onset and focus on its definition. During the second rapid phase, the contributions of various flow regions upon the dynamics of a vortex are quantitatively studied. These regions are respectively the companion vortex, the filaments and an intermediate zone between vortices and filaments. The third phase is interpreted in terms of an advection diffusion process. Finally the final profile and circulation of the merged vortex is determined: the two thirds of the total circulation of the two initial vortices is contained in the newly formed vortex.