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.

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

Two fundamental difficulties are encountered in the numerical evaluation of time- dependent layer potentials. One is the quadratic cost of history dependence, which has been successfully addressed by splitting the potentials into two parts—a local part that contains the most recent contributions and a history part that contains the con- tributions from all earlier times. The history part is smooth, easily discretized using high-order quadratures, and straightforward to compute using a variety of fast algo- rithms. The local part, however, involves complicated singularities in the underlying Green’s function. Existing methods, based on exchanging the order of integration in space and time, are able to achieve high-order accuracy, but are limited to the case of stationary boundaries. Here, we present a new quadrature method that leaves the order of integration unchanged, making use of a change of variables that converts the singular integrals with respect to time into smooth ones. We have also derived asymptotic formulas for the local part that lead to fast and accurate hybrid schemes, extending earlier work for scalar heat potentials and applicable to moving boundaries. The performance of the overall scheme is demonstrated via numerical examples.

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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.

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 ).

Recent technical advances lead to the coupling of PET and MRI scanners, enabling one to acquire functional and anatomical data simultaneously. In this paper, we propose a tight frame based PET-MRI joint reconstruction model via the joint sparsity of tight frame coefficients. In addition, a nonconvex balanced approach is adopted to take the different regularities of PET and MRI images into account. To solve the nonconvex and nonsmooth model, a proximal alternating minimization algorithm is proposed, and the global convergence is present based on the Kurdyka--Łojasiewicz property. Finally, the numerical experiments show that our proposed models achieve better performance over the existing PET-MRI joint reconstruction models.

The Euler equation of compressible flows is solved by the finite volume method, where high order accuracy is achieved by the reconstruction of each component of upwind fluxes of a flux splitting using the biased averaging procedure. Compared to the solution reconstruction in Godunov-type methods, its implementation is simple and easy, and the computational complexity is relatively low. This approach is parameter-free and requires neither a Riemann solver nor field-by-field decomposition. The numerical results from both dynamic and steady state calculations demonstrate the accuracy and robustness of this approach. Some techniques for the acceleration of the convergence to the steady state are discussed, including multigrid and multistage Runge–Kutta time methods.

Photonic graphene, a photonic crystal with honeycomb structures, has been intensively studied in both theoretical and applied fields. Similar to graphene which admits Dirac Fermions and topological edge states, photonic graphene supports novel and subtle propagating modes (edge modes) of electromagnetic waves. These modes have wide applications in many optical systems. In this paper, we propose a novel gradient recovery method based on Bloch theory for the computation of topological edge modes in the honeycomb structure. Compared to standard finite element methods, this method provides higher order accuracy with the help of gradient recovery technique. This high order accuracy is highly desired for constructing the propagating electromagnetic modes in applications. We analyze the accuracy and prove the superconvergence of this method. Numerical examples are presented to show the efficiency by computing the edge mode for the P-symmetry and C-symmetry breaking cases in honeycomb structures.

In this paper, we develop and analyze an adaptive multiscale approach for heterogeneous problems in perforated domains. We consider commonly used model problems including the Laplace equation, the elasticity equation, and the Stokes system in perforated regions. In many applications, these problems have a multiscale nature arising because of the perforations, their geometries, the sizes of the perforations, and configurations. Typical modeling approaches extract average properties in each coarse region, that encapsulate many perforations, and formulate a coarse-grid problem. In some applications, the coarse-grid problem can have a different form from the fine-scale problem, e.g. the coarse-grid system corresponding to a Stokes system in perforated domains leads to Darcy equations on a coarse grid. In this paper, we present a general offline/online procedure, which can adequately and adaptively

We consider finite difference schemes based on the impulse density variable. We show that the original velocity—impulse density formulation of Oseledets is marginally ill-posed for the inviscid flow, and this has the consequence that some ordinarily stable numerical methods in other formulations become unstable in the velocity—impulse density formulation. We present numerical evidence of this instability. We then discuss the construction of stable finite difference schemes by requiring that at the numerical level the nonlinear terms be convertible to similar terms in the primitive variable formulation. Finally we give a simplified velocity—impulse density formulation which is free of these complications and yet retains the nice features of the original velocity—impulse density formulation with regard to the treatment of boundary. We present numerical results on this simplified formulation for the driven cavity flow on both the staggered and non-staggered grids.

In the paper [4], the authors proposed a derivative-free descent algorithm for the nonlinear complementarity problems (NCPs) by the generalized Fischer-Burmeister merit function: p (a, b)= 1

We develop a PetrovGalerkin stabilization method for multiscale convectiondiffusion transport systems. Existing stabilization techniques add a limited number of degrees of freedom in the form of bubble functions or a modified diffusion, which may not be sufficient to stabilize multiscale systems. We seek a local reduced-order model for this kind of multiscale transport problems and thus, develop a systematic approach for finding reduced-order approximations of the solution. We start from a PetrovGalerkin framework using optimal weighting functions. We introduce an auxiliary variable to a mixed formulation of the problem. The auxiliary variable stands for the optimal weighting function. The problem reduces to finding a test space (a dimensionally reduced space for this auxiliary variable), which guarantees that the error in the primal variable (representing the solution) is close to the projection error of the full

In this paper, we present a staggered discontinuous Galerkin method for the approximation of the incompressible NavierStokes equations. Our new method combines the advantages of discontinuous Galerkin methods and staggered meshes, and results in many good properties, namely local and global conservations, optimal convergence and superconvergence through the use of a local postprocessing technique. Another key feature is that our method provides a skew-symmetric discretization of the convection term, with the aim of giving a better conservation property compared with existing discretizations. We will present extensive numerical results, including Kovasznay flow, Taylor vortex flow, lid-driven cavity flow, parallel plate flow and channel expansion flow, to show the performance of the method.

Almost all three dimensional manifolds admit canonical metrics with constant sectional curvature. In this paper we proposed a new algorithm pipeline to compute such canonical metrics for hyperbolic 3-manifolds with high genus boundary surfaces. The computation is based on the discrete curvature flow for 3-manifolds, where the metric is deformed in an angle-preserving fashion until the curvature becomes uniform inside the volume and vanishes on the boundary. We also proposed algorithms to visualize the canonical metric by realizing the volume in the hyperbolic space ³, both in single period and in multiple periods. The proposed methods could not only facilitate the theoretical study of 3-manifold topology and geometry using computers, but also have great potentials in volumetric parameterizations, 3D shape comparison, volumetric biomedical image analysis and etc.

We propose a graph cut based global minimization method for image segmentation by representing the segmentation label function with a series of nested binary super-level set functions. This representation enables us to use K-1 binary functions to partition any images into K phases. Both continuous and discretized formulations will be treated. For the discrete model, we propose a new graph cut algorithm which is faster than the existing graph cut methods to obtain the exact global solution. In the continuous case, we further improve the segmentation accuracy using a number of techniques that are unique to the continuous segmentation models. With the convex relaxation and the dual method, the related continuous dual model is convex and we can mathematically show that the global minimization can be achieved. The corresponding continuous max-flow algorithms are easy and stable. Experimental results

Recent compressive sensing results show that it is possible to accurately reconstruct certain compressible signals from relatively few linear measurements via solving nonsmooth convex optimization problems. In this paper, we propose the use of the alternating direction method - a classic approach for optimization problems with separable variables (D. Gabay and B. Mercier, A dual algorithm for the solution of nonlinear variational problems via finite-element approximations, Computer and Mathematics with Applications, vol. 2, pp. 17-40, 1976; R. Glowinski and A. Marrocco, Sur lapproximation par elements finis dordre un, et la resolution par penalisation-dualite dune classe de problemes de Dirichlet nonlineaires, Rev. Francaise dAut. Inf. Rech. Oper., vol. R-2, pp. 41-76, 1975) - for signal reconstruction from partial Fourier (i.e., incomplete frequency) measurements. Signals are reconstructed as minimizers of

The construction of local reduced-order models via multiscale basis functions has been an area of active research. In this paper, we propose online multiscale basis functions which are constructed using the offline space and the current residual. Online multiscale basis functions are constructed adaptively in some selected regions based on our error indicators. We derive an error estimator which shows that one needs to have an offline space with certain properties to guarantee that additional online multiscale basis function will decrease the error. This error decrease is independent of physical parameters, such as the contrast and multiple scales in the problem. The offline spaces are constructed using Generalized Multiscale Finite Element Methods (GMsFEM). We show that if one chooses a sufficient number of offline basis functions, one can guarantee that additional online multiscale basis functions will reduce

Recently there have two different effective methods proposed by Kanzow et al. in (Kanzow, 2001 [8]) and (Kanzow and Petra, 2004 [9]), respectively, which commonly use the FischerBurmeister (FB) function to recast the mixed complementarity problem (MCP) as a constrained minimization problem and a nonlinear system of equations, respectively. They all remark that their algorithms may be improved if the FB function is replaced by other NCP functions. Accordingly, in this paper, we employ the generalized FischerBurmeister (GFB) where the 2-norm in the FB function is relaxed to a general p-norm (p&gt; 1) for the two methods and investigate how much the improvement is by changing the parameter p as well as which method is influenced more when we do so, by the performance profiles of iterations and function evaluations for the two methods with different p on MCPLIB collection.

We consider the solution of the rational matrix equations, or generalized algebraic Riccati equations with rational terms, arising in stochastic optimal control in continuous- and discrete-time. Fixed-point iteration and (modified) Newton's methods will be considered. In particular, the convergence results of a new modified Newton's method, for both continuous- and discrete-time rational Riccati equations, will be presented.

We develop a multiscale tailored finite point method (MsTFPM) for second order elliptic equations with rough or highly oscillatory coefficients. The finite point method has been tailored to some particular properties of the problem, so that it can capture the multiscale solutions using coarse meshes without resolving the fine scale structure of the solution. Several numerical examples in one-and two-dimensions are provided to show the accuracy and convergence of the proposed method. In addition, some analysis results based on the maximum principle for the one-dimensional problem are proved.

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

We propose to incorporate a weighted difference of anisotropic and isotropic total variation (TV) norms into a relaxed formulation of the two phase Mumford-Shah (MS) model for image segmentation. We show results exceeding those obtained by the MS model when using the standard TV norm to regularize partition boundaries. In particular, examples illustrating the qualitative differences between the proposed model and the standard MS one are shown. A fast numerical method is introduced to minimize the proposed model utilizing the difference-of-convex algorithm (DCA) and the primal dual hybrid gradient (PDHG) method.