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Nearly optimal convergence result for multigrid with aggressive coarsening and polynomial smoothing

Petr Vaněk, Marian Brezina (2013)

Applications of Mathematics

We analyze a general multigrid method with aggressive coarsening and polynomial smoothing. We use a special polynomial smoother that originates in the context of the smoothed aggregation method. Assuming the degree of the smoothing polynomial is, on each level k , at least C h k + 1 / h k , we prove a convergence result independent of h k + 1 / h k . The suggested smoother is cheaper than the overlapping Schwarz method that allows to prove the same result. Moreover, unlike in the case of the overlapping Schwarz method, analysis...

New efficient numerical method for 3D point cloud surface reconstruction by using level set methods

Kósa, Balázs, Haličková-Brehovská, Jana, Mikula, Karol (2017)

Proceedings of Equadiff 14

In this article, we present a mathematical model and numerical method for surface reconstruction from 3D point cloud data, using the level-set method. The presented method solves surface reconstruction by the computation of the distance function to the shape, represented by the point cloud, using the so called Fast Sweeping Method, and the solution of advection equation with curvature term, which creates the evolution of an initial condition to the final state. A crucial point for efficiency is...

New Resolution Strategy for Multi-scale Reaction Waves using Time Operator Splitting and Space Adaptive Multiresolution: Application to Human Ischemic Stroke*

Max Duarte, Marc Massot, Stéphane Descombes, Christian Tenaud, Thierry Dumont, Violaine Louvet, Frédérique Laurent (2011)

ESAIM: Proceedings

We tackle the numerical simulation of reaction-diffusion equations modeling multi-scale reaction waves. This type of problems induces peculiar difficulties and potentially large stiffness which stem from the broad spectrum of temporal scales in the nonlinear chemical source term as well as from the presence of large spatial gradients in the reactive fronts, spatially very localized. A new resolution strategy was recently introduced ? that combines...

New trends in coupled simulations featuring domain decomposition and metacomputing

Philippe d'Anfray, Laurence Halpern, Juliette Ryan (2002)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

In this paper we test the feasibility of coupling two heterogeneous mathematical modeling integrated within two different codes residing on distant sites. A prototype is developed using Schwarz type domain decomposition as the mathematical tool for coupling. The computing technology for coupling uses a CORBA environment to implement a distributed client-server programming model. Domain decomposition methods are well suited to reducing complex physical phenomena into a sequence of parallel subproblems...

New trends in coupled simulations featuring domain decomposition and metacomputing

Philippe d'Anfray, Laurence Halpern, Juliette Ryan (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper we test the feasibility of coupling two heterogeneous mathematical modeling integrated within two different codes residing on distant sites. A prototype is developed using Schwarz type domain decomposition as the mathematical tool for coupling. The computing technology for coupling uses a CORBA environment to implement a distributed client-server programming model. Domain decomposition methods are well suited to reducing complex physical phenomena into a sequence of parallel subproblems...

Non linear schemes for the heat equation in 1D

Bruno Després (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

Inspired by the growing use of non linear discretization techniques for the linear diffusion equation in industrial codes, we construct and analyze various explicit non linear finite volume schemes for the heat equation in dimension one. These schemes are inspired by the Le Potier’s trick [C. R. Acad. Sci. Paris, Ser. I 348 (2010) 691–695]. They preserve the maximum principle and admit a finite volume formulation. We provide a original functional setting for the analysis of convergence of such methods....

Nonlinear Tensor Diffusion in Image Processing

Stašová, Olga, Mikula, Karol, Handlovičová, Angela, Peyriéras, Nadine (2017)

Proceedings of Equadiff 14

This paper presents and summarize our results concerning the nonlinear tensor diffusion which enhances image structure coherence. The core of the paper comes from [3, 2, 4, 5]. First we briefly describe the diffusion model and provide its basic properties. Further we build a semi-implicit finite volume scheme for the above mentioned model with the help of a co-volume mesh. This strategy is well-known as diamond-cell method owing to the choice of co-volume as a diamondshaped polygon, see [1]. We...

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

Milev, Mariyan, Tagliani, Aldo (2010)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 65M06, 65M12.The paper is devoted to pricing options characterized by discontinuities in the initial conditions of the respective Black-Scholes partial differential equation. Finite difference schemes are examined to highlight how discontinuities can generate numerical drawbacks such as spurious oscillations. We analyze the drawbacks of the Crank-Nicolson scheme that is most frequently used numerical method in Finance because of its second order accuracy....

Numerical analysis of coupling for a kinetic equation

Moulay Tidriri (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper we introduce a coupled systems of kinetic equations for the linearized Carleman model. We then study the existence theory and the asymptotic behaviour of the resulting coupled problem. In order to solve the coupled problem we propose to use the time marching algorithm. We then develop a convergence theory for the resulting algorithm. Numerical results confirming the theory are then presented.

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