We study the stability properties of explicit marching schemes for second-kind Volterra integral equations that arise when solving boundary value problems for the heat equation by means of potential theory. It is well known that explicit finite-difference or finite-element schemes for the heat equation are stable only if the time step 􏰃t is of the order O(􏰃x2), where 􏰃x is the finest spatial grid spacing. In contrast, for the Dirichlet and Neumann problems on the unit ball in all dimensions d ≥ 1, we show that the simplest Volterra marching scheme, i.e., the forward Euler scheme, is unconditionally stable. Our proof is based on an explicit spectral radius bound of the marching matrix, leading to an estimate that an L2-norm of the solution to the integral equation is bounded by cd T d /2 times the norm of the right-hand side. For the Robin problem on the half-space in any dimension, with constant Robin (heat transfer) coefficient κ, we exhibit a constant C such that the forward Euler scheme is stable if 􏰃t < C /κ 2 , independent of any spatial discretization. This relies on new lower bounds on the spectrum of real symmetric Toeplitz matrices defined by convex sequences. Finally, we show that the forward Euler scheme is unconditionally stable for the Dirichlet problem on any smooth convex domain in any dimension, in the L∞-norm.

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An orthogonal discrete auditory transform (ODAT) from sound signal to spectrum is constructed by combining the auditory spreading matrix of Schroeder et. al. and the time one map of a discrete nonlocal Schrodinger equation. Thanks to the dispersive smoothing property of the Schrodinger evolution, ODAT spectrum is a smoother than that of the discrete Fourier transform (DFT) consistent with human audition. ODAT and DFT are compared in signal denoising tests with spectral thresholding method. The signals are noisy speech segments. ODAT outperforms DFT in signal to noise ratio (SNR) when the noise level is relatively high.

We introduce a finite volume scheme for multi-dimensional drift-diffusion equations. Such equations arise from the theory of semiconductors and are composed of two continuity equations coupled with a Poisson equation. In the case that the continuity equations are non degenerate, we prove the convergence of the scheme and then the existence of solutions to the problem. The key point of the proof relies on the construction of an approximate gradient of the electric potential which allows us to deal with coupled terms in the continuity equations. Finally, a numerical example is given to show the efficiency of the scheme.

We study how to characterize the families of paths between any two nodes s, t in a sensor network with holes. Two paths that can be deformed to one another through local changes are called homotopy equivalent. Two paths that pass around holes in different ways have different homotopy types. With a distributed algorithm we compute an embedding of the network in hyperbolic space by using Ricci flow such that paths of different homotopy types are mapped naturally to paths connecting s with different images of t. Greedy routing to a particular image is guaranteed with success to find a path with a given homotopy type. This leads to simple greedy routing algorithms that are resilient to both local link dynamics and large scale jamming attacks and improve load balancing over previous greedy routing algorithms.

A new fourth-order accurate finite difference scheme for the computation of unsteady viscous incompressible flows is introduced. The scheme is based on the vorticity-stream function formulation. It is essentially compact and has the nice features of a compact scheme with regard to the treatment of boundary conditions. It is also very efficient, at every time step or Runge–Kutta stage, only two Poisson-like equations have to be solved. The Poisson-like equations are amenable to standard fast Poisson solvers usually designed for second order schemes. Detailed comparison with the second-order scheme shows the clear superiority of this new fourth-order scheme in resolving both the boundary layers and the gross features of the flow. This efficient fourth-order scheme also made it possible to compute the driven cavity flow at Reynolds number 106on a 10242grid at a reasonable cost. Fourth-order convergence is proved under mild regularity requirements. This is the first such result to our knowledge

Simple, efficient, and accurate finite difference methods are introduced for 3D unsteady viscous incompressible flows in the vorticity–vector potential formulation on nonstaggered grids. Two different types of methods are discussed. They differ in the implementation of the normal component of the vorticity boundary condition and consequently the enforcement of the divergence free condition for vorticity. Both second-order and fourth-order accurate schemes are developed. A detailed accuracy test is performed, revealing the structure of the error and the effect of how the convective terms are discretized near the boundary. The influence of the divergence free condition for vorticity to the overall accuracy is studied. Results on the cubic driven cavity flow at Reynolds number 500 and 3200 are shown and compared with that of the MAC scheme.

We propose a multiscale model reduction method for partial differential equations. The main purpose of this method is to derive an effective equation for multiscale problems without scale separation. An essential ingredient of our method is to decompose the harmonic coordinates into a smooth part and a highly oscillatory part so that the smooth part is invertible and the highly oscillatory part is small. Such a decomposition plays a key role in our construction of the effective equation. We show that the solution to the effective equation is in H2, and can be approximated by a regular coarse mesh. When the multiscale problem has scale separation and a periodic structure, our method recovers the traditional homogenized equation. Furthermore, we provide error analysis for our method and show that the solution to the effective equation is close to the original multiscale solution in the H1 norm. Numerical results are presented to demonstrate the accuracy and robustness of the proposed method for several multiscale problems without scale separation, including a problem with a high contrast coefficient.

We present a novel area-preservation mapping/flattening method using the optimal mass transport technique, based on the Monge-Brenier theory. Our optimal transport map approach is rigorous and solid in theory, efficient and parallel in computation, yet general for various applications. By comparison with the conventional Monge-Kantorovich approach, our method reduces the number of variables from O(n²) to O(n), and converts the optimal mass transport problem to a convex optimization problem, which can now be efficiently carried out by Newton's method. Furthermore, our framework includes the area weighting strategy that enables users to completely control and adjust the size of areas everywhere in an accurate and quantitative way. Our method significantly reduces the complexity of the problem, and improves the efficiency, flexibility and scalability during visualization. Our framework, by combining

This paper discusses three basic issues related to the design of finite difference schemes for unsteadyviscous incompressible flows using vorticity formulations: the boundary condition for vorticity, an efficient time-stepping procedure, and the relation between these schemes and the ones based on velocity-pressure formulation. We show that many of the newly developed global vorticity boundary conditions can actually be written as some local formulas derived earlier. We also show that if we couple a standard centered difference scheme with third- or fourth-order explicit Runge-Kutta methods, the resulting schemes have nocell Reynolds number constraints. For high Reynolds number flows, these schemes are stable under the CFL condition given by the convective terms. Finally, we show that the classical MAC scheme is the same as Thom's formula coupled with second-order centered differences in the interior, in the sense that one can define discrete vorticity in a natural way for the MAC scheme and get the same values as the ones computed from Thom's formula. We use this to derive an efficient fourth-order Runge-Kutta time discretization for the MAC scheme from the one for Thom's formula. We present numerical results for driven cavity flow at high Reynolds number (10 ).