MathSciDoc: An Archive for Mathematician ∫

In this paper, we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition, we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual diffusion refers to the nonzero effective (homogenized) diffusion in the limit of zero molecular diffusion as a result of chaotic mixing of the streamlines. In this limit, traditional numerical methods typically fail since the solutions of the advection-diffusion equations develop sharp gradients. Instead of solving the Fokker--Planck equation in the Eulerian formulation, we compute the motion of particles in the Lagrangian formulation, which is modeled by stochastic differential equations (SDEs). We propose an effective numerical integrator based on a splitting method to solve the corresponding SDEs in which the deterministic subproblem is symplectic preserving while the random subproblem

We study the enhanced diffusivity in the so called elephant random walk model with stops (ERWS) by including symmetric random walk steps at small probability \epsilon . At any \epsilon , the large time behavior transitions from sub-diffusive at \epsilon to diffusive in a wedge shaped parameter regime where the diffusivity is strictly above that in the un-perturbed ERWS model in the \epsilon limit. The perturbed ERWS model is shown to be solvable with the first two moments and their asymptotics calculated exactly in both one and two space dimensions. The model provides a discrete analytical setting of the residual diffusion phenomenon known for the passive scalar transport in chaotic flows (eg generated by time periodic cellular flows and statistically sub-diffusive) as molecular diffusivity tends to zero.

Face tracking is an important computer vision technology that has been widely adopted in many areas, from cell phone applications to industry robots. In this paper, we introduce a novel way to parallelize a face contour detecting application based on the color-entropy preprocessed ChanVese model utilizing a total variation G-norm. This particular application is a complicated and unsupervised computational method requiring a large amount of calculations. Several core parts therein are difficult to parallelize due to heavily correlated data processing among iterations and pixels.

Blind source separation (BSS) methods are useful tools to recover or enhance individual speech sources from their mixtures in a multi-talker environment. A class of efficient BSS methods are based on the mutual exclusion hypothesis of the source signal Fourier spectra on the timefrequency (TF) domain, and subsequent data clustering and classification. Though such methodology is simple, the discontinuous decisions in the TF domain for classification often cause defects in the recovered signals in the time domain. The defects are perceived as unpleasant ringing sounds, the so called musical noise. Post-processing is desired for further quality enhancement. In this paper, an efficient musical noise reduction method is presented based on a convex model of time-domain sparse filters. The sparse filters are intended to cancel out the interference due to major sparse peaks in the mixing coefficients or physically the early arrival and high energy portion of the room impulse responses. This strategy is efficiently carried out by l1 regularization and the split Bregman method. Evaluations by both synthetic and room recorded speech and music data show that our method outperforms existing musical noise reduction methods in terms of objective and subjective measures. Our method can be used as a post-processing tool for more general and recent versions of TF domain BSS methods as well.

The human eye can perceive a vast array of colors. Whether light or dark, the colors that our eyes can see are supposedly unlimited. However, this is not the case. In reality, every image has two aspects or descriptors to it, a reflectance and an illumination. While the reflectance essentially shows an images true color, the illumination is what causes the colors to seem different to the human eye. This effect, originally discovered by Helmholtz, is known as Color Constancy. Color Constancy ensures that the color the Human Visual System (HVS) receives is the true color of the image, regardless of illumination. As a result of this effect, in 1971, Land and McCann created the Retinex theory. Using the pixels in the image, Land tried to estimate the value of the reflectances and thus reveal the true color of the image. This theory was basically a color constancy algorithm that tried to explain why colors look different when exposed to lighting. By calculating the pixels, Land was able to depict the sameness in a gradient of colors in an image. However, the algorithm is both inefficient and complicated. Following their footsteps, many other people have tried to formulate new algorithms around the Lands original Retinex algorithm. In this paper, different methods such as least squares and discrete cosine transform are explained as well as how to enhance images using both Lands idea and histogram equalization.

We study a system of semilinear hyperbolic equations passively advected by smooth white noise in time random velocity fields. Such a system arises in modelling non-premixed isothermal turbulent flames under single-step kinetics of fuel and oxidizer. We derive closed equations for one-point and multi-point probability distribution functions (PDFs) and closed-form analytical formulae for the one-point PDF function, as well as the two-point PDF function under homogeneity and isotropy. Exact solution formulae allow us to analyse the ensemble-averaged fuel/oxidizer concentrations and the motion of their level curves. We recover the empirical formulae of combustion in the thin reaction zone limit and show that these approximate formulae can either underestimate or overestimate average concentrations when the reaction zone is not tending to zero. We show that the averaged reaction rate slows down locally in

We simulate the random front solutions of a nonlinear solute transport equation with spatial random coefficients modeling inhomogeneous sorption sites in porous media. The nonlinear sorption function is chosen to be Langmuir type, and the random coefficients are two independent stationary processes with fast decay of correlations. The model equation is in conservation form, and the random fronts are similar to random viscous shocks. We find that the average front speed is given by an ensemble averaged explicit RankineHugoniot relation, and the front position fluctuates about its mean. Our numerical calculations show that the standard deviation is of the order O( \sqrt t ) for large time, and the front fluctuation scaled by \sqrt t converges to a Gaussian random variable wih mean zero. We come up with a formal theory of front fluctuation, yielding an explicit expression of the root <i>t</i> normalized front standard

A computational method, based on ₁-minimization, is proposed for the problem of link flow correction, when the available traffic flow data on many links in a road network are inconsistent with respect to the flow conservation law. Without extra information, the problem is generally ill-posed when a large portion of the link sensors are unhealthy. It is possible, however, to correct the corrupted link flows accurately with the proposed method under a recoverability condition if there are only a few bad sensors which are located at certain links. We analytically identify the links that are robust to miscounts and relate them to the geometric structure of the traffic network by introducing the recoverability concept and an algorithm for computing it. The recoverability condition for corrupted links is simply the associated recoverability being greater than 1. In a more realistic setting, besides the unhealthy link sensors, small

We present a novel modification to the well-known infomax algorithm of blind source separation. Under natural gradient descent, the infomax algorithm converges to a stationary point of a limiting ordinary differential equation. However, due to the presence of saddle points or local minima of the corresponding likelihood function, the algorithm may be trapped around these bad stationary points for a long time, especially if the initial data are near them. To speed up convergence, we propose to add a sequence of random perturbations to the infomax algorithm to shake the iterating sequence so that it is captured by a path descending to a more stable stationary point. We analyze the convergence of the randomly perturbed algorithm, and illustrate its fast convergence through numerical examples on blind demixing of stochastic signals. The examples have analytical structures so that saddle points or local minima of

Differential optical absorption spectroscopy (DOAS) is a powerful tool for detecting and quantifying trace gases in atmospheric chemistry\cite {Platt_Stutz08}. DOAS spectra consist of a linear combination of complex multi-peak multi-scale structures. Most DOAS analysis routines in use today are based on least squares techniques, for example, the approach developed in the 1970s uses polynomial fits to remove a slowly varying background, and known reference spectra to retrieve the identity and concentrations of reference gases. An open problem is to identify unknown gases in the fitting residuals for complex atmospheric mixtures.