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Analysis of total variation flow and its finite element approximations

Xiaobing Feng, Andreas Prohl (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We study the gradient flow for the total variation functional, which arises in image processing and geometric applications. We propose a variational inequality weak formulation for the gradient flow, and establish well-posedness of the problem by the energy method. The main idea of our approach is to exploit the relationship between the regularized gradient flow (characterized by a small positive parameter ε, see (1.7)) and the minimal surface flow [21] and the prescribed mean curvature flow [16]. Since...

Analytical approximation of the transition density in a local volatility model

Stefano Pagliarani, Andrea Pascucci (2012)

Open Mathematics

We present a simplified approach to the analytical approximation of the transition density related to a general local volatility model. The methodology is sufficiently flexible to be extended to time-dependent coefficients, multi-dimensional stochastic volatility models, degenerate parabolic PDEs related to Asian options and also to include jumps.

Anisotropic inverse problems and Carleman estimates

David Dos Santos Ferreira (2007/2008)

Séminaire Équations aux dérivées partielles

This note reports on recent results on the anisotropic Calderón problem obtained in a joint work with Carlos E. Kenig, Mikko Salo and Gunther Uhlmann [8]. The approach is based on the construction of complex geometrical optics solutions to the Schrödinger equation involving phases introduced in the work [12] of Kenig, Sjöstrand and Uhlmann in the isotropic setting. We characterize those manifolds where the construction is possible, and give applications to uniqueness for the corresponding anisotropic...

Anisotropic mesh adaption: application to computational fluid dynamics

Simona Perotto (2005)

Bollettino dell'Unione Matematica Italiana

In this communication we focus on goal-oriented anisotropic adaption techniques. Starting point has been the derivation of suitable anisotropic interpolation error estimates for piecewise linear finite elements, on triangular grids in 2 D . Then we have merged these interpolation estimates with the dual-based a posteriori error analysis proposed by R. Rannacher and R. Becker. As examples of this general anisotropic a posteriori analysis, elliptic, advection-diffusion-reaction and the Stokes problems...

Antieigenvalue analysis for continuum mechanics, economics, and number theory

Karl Gustafson (2016)

Special Matrices

My recent book Antieigenvalue Analysis, World-Scientific, 2012, presented the theory of antieigenvalues from its inception in 1966 up to 2010, and its applications within those forty-five years to Numerical Analysis, Wavelets, Statistics, Quantum Mechanics, Finance, and Optimization. Here I am able to offer three further areas of application: Continuum Mechanics, Economics, and Number Theory. In particular, the critical angle of repose in a continuum model of granular materials is shown to be exactly...

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