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An emerging technique in image segmentation, semi-supervised learning and general classification problems concerns the use of phase-separating flows defined on finite graphs. This technique was pioneered in Bertozzi and Flenner (2012, Multiscale Modeling and Simulation10(3), 1090–1118), which used the Allen–Cahn flow on a graph, and was then extended in Merkurjev et al. (2013, SIAM J. Imaging Sci.6(4), 1903–1930) using instead the Merriman–Bence–Osher (MBO) scheme on a graph. In previous work by the authors, Budd and Van Gennip (2020, SIAM J. Math. Anal.52(5), 4101–4139), we gave a theoretical justification for this use of the MBO scheme in place of Allen–Cahn flow, showing that the MBO scheme is a special case of a ‘semi-discrete’ numerical scheme for Allen–Cahn flow. In this paper, we extend this earlier work, showing that this link via the semi-discrete scheme is robust to passing to the mass-conserving case. Inspired by Rubinstein and Sternberg (1992, IMA J. Appl. Math.48, 249–264), we define a mass-conserving Allen–Cahn equation on a graph. Then, with the help of the tools of convex optimisation, we show that our earlier machinery can be applied to derive the mass-conserving MBO scheme on a graph as a special case of a semi-discrete scheme for mass-conserving Allen–Cahn. We give a theoretical analysis of this flow and scheme, proving various desired properties like existence and uniqueness of the flow and convergence of the scheme, and also show that the semi-discrete scheme yields a choice function for solutions to the mass-conserving MBO scheme.
In this paper, we derive and analyse mean-field models for the dynamics of groups of individuals undergoing a random walk. The random motion of individuals is only influenced by the perceived densities of the different groups present as well as the available space. All individuals have the tendency to stay within their own group and avoid the others. These interactions lead to the formation of aggregates in case of a single species and to segregation in the case of multiple species. We derive two different mean-field models, which are based on these interactions and weigh local and non-local effects differently. We discuss existence and stability properties of solutions for both models and illustrate the rich dynamics with numerical simulations.
This paper presents a new immersed finite volume element method for solving second-order elliptic problems with discontinuous diffusion coefficient on a Cartesian mesh. The new method possesses the local conservation property of classic finite volume element method, and it can overcome the oscillating behaviour of the classic immersed finite volume element method. The idea of this method is to reconstruct the control volume according to the interface, which makes it easy to implement. Optimal error estimates can be derived with respect to an energy norm under piecewise
regularity. Numerical results show that the new method significantly outperforms the classic immersed finite volume element method, and has second-order convergence in
The aim of this paper is to provide and numerically test in the presence of measurement noise a procedure for target classification in wave imaging based on comparing frequency-dependent distribution descriptors with precomputed ones in a dictionary of learned distributions. Distribution descriptors for inhomogeneous objects are obtained from the scattering coefficients. First, we extract the scattering coefficients of the (inhomogeneous) target from the perturbation of the reflected waves. Then, for a collection of inhomogeneous targets, we build a frequency-dependent dictionary of distribution descriptors and use a matching algorithm in order to identify a target from the dictionary up to some translation, rotation and scaling.
We present an adaptation of the Monge–Ampère (MA) lattice basis reduction scheme to the MA equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the optimal transport (OT) problem between two absolutely continuous measures, the second of which has convex support. The proposed numerical method actually captures a specific Brenier solution which is minimal in some sense. We prove the convergence of the method as the grid step size vanishes and show with numerical experiments that it is able to reproduce subtle properties of the OT problem.
In the theory of spontaneous combustion, identifying the critical value of the Frank-Kamenetskii parameter corresponds to solving a bifurcation point problem. There are two different numerical methods used to solve this problem—the direct and indirect numerical methods. The latter finds the bifurcation point by solving a partial differential equation (PDE) problem. This is a better method to find the bifurcation point for complex geometries. This paper improves the indirect numerical method by combining the grid-domain extension method with the matrix equation computation method. We calculate the critical parameters of the Frank-Kamenetskii equation for some complex geometries using the indirect numerical method. Our results show that both the curve of the outer boundary and the height of the geometries have an effect on the values of the critical Frank-Kamenetskii parameter, however, they have little effect on the critical dimensionless temperature.
In this paper, a new type of stabilized finite element method is discussed for Oseen equations based on the local L2 projection stabilized technique for the velocity field. Velocity and pressure are approximated by two kinds of mixed finite element spaces, Pl2–P1, (l = 1,2). A main advantage of the proposed method lies in that, all the computations are performed at the same element level, without the need of nested meshes or the projection of the gradient of velocity onto a coarse level. Stability and convergence are proved for two kinds of stabilized schemes. Numerical experiments confirm the theoretical results.
This paper proposes an extrapolation cascadic multigrid (EXCMG) method to solve elliptic problems in domains with reentrant corners. On a class of λ-graded meshes, we derive some new extrapolation formulas to construct a high-order approximation to the finite element solution on the next finer mesh using the numerical solutions on two-level of grids (current and previous grids). Then, this high-order approximation is used as the initial guess to reduce computational cost of the conjugate gradient method. Recursive application of this idea results in the EXCMG method proposed in this paper. Finally, numerical results for a crack problem and an L-shaped problem are presented to verify the efficiency and effectiveness of the proposed EXCMG method.
We study the numerical identification of an unknown portion of the boundary on which either the Dirichlet or the Neumann condition is provided from the knowledge of Cauchy data on the remaining, accessible and known part of the boundary of a two-dimensional domain, for problems governed by Helmholtz-type equations. This inverse geometric problem is solved using the plane waves method (PWM) in conjunction with the Tikhonov regularization method. The value for the regularization parameter is chosen according to Hansen's L-curve criterion. The stability, convergence, accuracy and efficiency of the proposed method are investigated by considering several examples.
In this paper, a new formulation is proposed to evaluate the origin intensity factors (OIFs) in the singular boundary method (SBM) for solving 3D potential problems with Dirichlet boundary condition. The SBM is a strong-form boundary discretization collocation technique and is mathematically simple, easy-to-program, and free of mesh. The crucial step in the implementation of the SBM is to determine the OIFs which isolate the singularities of the fundamental solutions. Traditionally, the inverse interpolation technique (IIT) is adopted to calculate the OIFs on Dirichlet boundary, which is time consuming for large-scale simulation. In recent years, the new methodology has been developed to efficiently calculate the OIFs on Neumann boundary, but the Dirichlet problem remains an open issue. This study employs the subtracting and adding-back technique based on the integration of the fundamental solution over the whole boundary to develop a new formulation of the OIFs on 3D Dirichlet boundary. Several problems with varied domain shapes and boundary conditions are carried out to validate the effectiveness and feasibility of the proposed scheme in comparison with the SBM based on inverse interpolation technique, the method of fundamental solutions, and the boundary element method.
Some convergence bounds of the minimal residual (MINRES) method are studied when the method is applied for solving Hermitian indefinite linear systems. The matrices of these linear systems are supposed to have some properties so that their spectra are all clustered around ±1. New convergence bounds depending on the spectrum of the coefficient matrix are presented. Some numerical experiments are shown to demonstrate our theoretical results.
Incompressible flows with zero Reynolds number can be modeled by the Stokes equations. When numerically solving the Stokes flow in stream-vorticity formulation with high-order accuracy, it will be important to solve both the stream function and velocity components with the high-order accuracy simultaneously. In this work, we will develop a fifth-order spectral/combined compact difference (CCD) method for the Stokes equation in stream-vorticity formulation on the polar geometries, including a unit disk and an annular domain. We first use the truncated Fourier series to derive a coupled system of singular ordinary differential equations for the Fourier coefficients, then use a shifted grid to handle the coordinate singularity without pole condition. More importantly, a three-point CCD scheme is developed to solve the obtained system of differential equations. Numerical results are presented to show that the proposed spectral/CCD method can obtain all physical quantities in the Stokes flow, including the stream function and vorticity function as well as all velocity components, with fifth-order accuracy, which is much more accurate and efficient than low-order methods in the literature.
We analyze the geometrically consistent schemes proposed by E. Lu and Yang  for one-dimensional problem with finite range interaction. The existence of the reconstruction coefficients is proved, and optimal error estimate is derived under sharp stability condition. Numerical experiments are performed to confirm the theoretical results.
Consider the scattering of a time-harmonic acoustic incident wave by a bounded, penetrable, and isotropic elastic solid, which is immersed in a homogeneous compressible air or fluid. The paper concerns the numerical solution for such an acoustic-elastic interaction problem in three dimensions. An exact transparent boundary condition (TBC) is developed to reduce the problem equivalently into a boundary value problem in a bounded domain. The perfectly matched layer (PML) technique is adopted to truncate the unbounded physical domain into a bounded computational domain. The well-posedness and exponential convergence of the solution are established for the truncated PML problem by using a PML equivalent TBC. An a posteriori error estimate based adaptive finite element method is developed to solve the scattering problem. Numerical experiments are included to demonstrate the competitive behavior of the proposed method.
A numerical comparison of the Monte Carlo (MC) simulation and the finite-difference method for pricing European options under a regime-switching framework is presented in this paper. We consider pricing options on stocks having two to four volatility regimes. Numerical results show that the MC simulation outperforms the Crank–Nicolson (CN) finite-difference method in both the low-frequency case and the high-frequency case. Even though both methods have linear growth, as the number of regimes increases, the computational time of CN grows much faster than that of MC. In addition, for the two-state case, we propose a much faster simulation algorithm whose computational time is almost independent of the switching frequency. We also investigate the performances of two variance-reduction techniques: antithetic variates and control variates, to further improve the efficiency of the simulation.
We study bound states in weakly deformed and heterogeneous waveguides, and compare analytical predictions using a recently developed perturbative method with precise numerical results for three different configurations: a homogeneous asymmetric waveguide, a heterogenous asymmetric waveguide and a homogeneous broken strip. We have found excellent agreement between the analytical and numerical results in all the examples; this provides a numerical verification of the analytical approach.