We are interested in front propagation problems in the presence of obstacles. We extend a previous work (Bokanowski, Cheng and Shu 09}), to propose a simple and direct discontinuous Galerkin (DG) method adapted to such front propagation problems. We follow the formulation of Bokanowski et al. (Bokanowski_Forcadel_Zidani_2010), leading to a level set formulation driven by $\min(u_t + H(x,\nabla u), u-g(x))=0$, where $g(x)$ is an obstacle function. The DG scheme is motivated by the variational formulation when the Hamiltonian $H$ is a linear function of $\nabla u$, corresponding to linear convection problems in presence of obstacles. The scheme is then generalized to nonlinear equations, written in an explicit form. Stability analysis are performed for the linear case with Euler forward, a Heun scheme and a Runge-Kutta third order time discretization using the technique proposed in Zhang and Shu 2010. Several numerical examples are provided to demonstrate the robustness of the method. Finally, a narrow band approach is considered in order to reduce the computational cost.

Eigenvectors and eigenvalues of discrete Laplacians are often used for manifold learning and nonlinear dimensionality reduction. Graph Laplacian is one widely used discrete laplacian on point cloud. It was previously proved by Belkin and Niyogi [4] that the eigenvectors and eigenvalues of the graph Laplacian converge to the eigenfunctions and eigenvalues of the Laplace-Beltrami operator of the manifold in the limit of innitely many data points sampled independently from the uniform distribution over the manifold. Recently, we introduced Point Integral method (PIM) [15] to solve elliptic equations and corresponding eigenvalue problem on point clouds. In this paper, we prove that the eigenvectors and eigenvalues obtained by PIM converge in the limit of innitely many random samples. Moreover, one estimate of the rate of the convergence is given.

We introduce a new adaptive method for analyzing nonlinear and nonstationary data. This method is inspired by the empirical mode decomposition (EMD) method and the recently developed compressed sensing theory. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary consisting of intrinsic mode functions of the form {a(t) cos(θ(t))}, where a ≥ 0 is assumed to be smoother than cos(θ(t)) and θ is a piecewise smooth increasing function. We formulate this problem as a nonlinear L1 optimization problem. Further, we propose an iterative algorithm to solve this nonlinear optimization problem recursively. We also introduce an adaptive filter method to decompose data with noise. Numerical examples are given to demonstrate the robustness of our method and comparison is made with the EMD method. One advantage of performing such a decomposition is to preserve some intrinsic physical property of the signal, such as trend and instantaneous frequency. Our method shares many important properties of the original EMD method. Because our method is based on a solid mathematical formulation, its performance does not depend on numerical parameters such as the number of shifting or stop criterion, which seem to have a major effect on the original EMD method. Our method is also less sensitive to noise perturbation and the end effect compared with the original EMD method.

We develop numerical methods for solving partial differential equations (PDE) defined on an evolving interface represented by the grid based particle method (GBPM) recently proposed in [S. Leung, H.K. Zhao, A grid based particle method for moving interface problems, J. Comput. Phys. 228 (2009) 77067728]. In particular, we develop implicit time discretization methods for the advectiondiffusion equation where the time step is restricted solely by the advection part of the equation. We also generalize the GBPM to solve high order geometrical flows including surface diffusion and Willmore-type flows. The resulting algorithm can be easily implemented since the method is based on meshless particles quasi-uniformly sampled on the interface. Furthermore, without any computational mesh or triangulation defined on the interface, we do not require remeshing or reparametrization in the case of highly distorted motion

In this paper we study the stochastic Galerkin approximation for the linear transport equation with random inputs and diffusive scal- ing. We first establish uniform (in the Knudsen number) stability results in the random space for the transport equation with uncertain scattering coefficients, and then prove the uniform spectral conver- gence (and consequently the sharp stochastic Asymptotic-Preserving property) of the stochastic Galerkin method. A micro-macro decom- position based fully discrete scheme is adopted for the problem and proved to have a uniform stability. Numerical experiments are conducted to demonstrate the stability and asymptotic properties of the method.