We propose the backward phase flow method to implement the FourierBrosIagolnitzer (FBI)-transform-based Eulerian Gaussian beam method for solving the Schrdinger equation in the semi-classical regime. The idea of Eulerian Gaussian beams has been first proposed in [12]. In this paper we aim at two crucial computational issues of the Eulerian Gaussian beam method: how to carry out long-time beam propagation and how to compute beam ingredients rapidly in phase space. By virtue of the FBI transform, we address the first issue by introducing the reinitialization strategy into the Eulerian Gaussian beam framework. Essentially we reinitialize beam propagation by applying the FBI transform to wavefields at intermediate time steps when the beams become too wide. To address the second issue, inspired by the original phase flow method, we propose the backward phase flow method which allows us to

We propose a fast local level set method for the inverse problem of gravimetry. The theoretical foundation for our approach is based on the following uniqueness result: if an open set D is star-shaped or x₃-convex with respect to its center of gravity, then its exterior potential uniquely determines the open set D. To achieve this purpose constructively, the first challenge is how to parametrize this open set D as its boundary may have a variety of possible shapes. To describe those different shapes we propose to use a level-set function to parametrize the unknown boundary of this open set. The second challenge is how to deal with the issue of partial data as gravimetric measurements are only made on a part of a given reference domain . To overcome this difficulty we propose a linear numerical continuation approach based on the single layer representation to find potentials on the boundary of some artificial domain

We propose efficient Eulerian methods for approximating the finite-time Lyapunov exponent (FTLE). The idea is to compute the related flow map using the Level Set Method and the Liouville equation. There are several advantages of the proposed approach. Unlike the usual Lagrangian-type computations, the resulting method requires the velocity field defined only at discrete locations. No interpolation of the velocity field is needed. Also, the method automatically stops a particle trajectory in the case when the ray hits the boundary of the computational domain. The computational complexity of the algorithm is <i>O</i>(<i>x</i>^(<i>d</i>+1)) with <i>d</i> the dimension of the physical space. Since there are the same number of mesh points in the <i>x</i><i>t</i> space, the computational complexity of the proposed Eulerian approach is optimal in the sense that each grid point is visited for only <i>O</i>(1) time. We also extend the algorithm to compute the FTLE

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an mimes n rank mimes n matrix from mimes n number of linear measurements. The algorithms are first interpreted as iterative hard thresholding algorithms with subspace projections. Based on this connection, we show that provided the restricted isometry constant mimes n of the sensing operator is less than mimes n, the Riemannian gradient descent algorithm and a restarted variant of the Riemannian conjugate gradient algorithm are guaranteed to converge linearly to the underlying rank mimes n matrix if they are initialized by one step hard thresholding. Empirical evaluation shows that the algorithms are able to recover a low rank matrix from nearly the minimum number of measurements necessary.

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