Related papers: Alternating Direction Implicit (ADI) schemes for a…
The main aim of this study is to introduce a 2-layered Artificial Neural Network (ANN) for solving the Black-Scholes partial differential equation (PDE) of either fractional or ordinary orders. Firstly, a discretization method is employed…
In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new…
We derive and analyze the alternating direction explicit (ADE) method for time evolution equations with the time-dependent Dirichlet boundary condition and with the zero Neumann boundary condition. The original ADE method is an additive…
Angular differential imaging (ADI) (Marois et al. 2006) is an observational technique in high contrast imaging where the telescope is used in pupil tracking mode so that the image of the sky rotates with respect to the optical surfaces.…
Two semi-implicit Euler schemes for differential inclusions are proposed and analyzed in depth. An error analysis shows that both semi-implicit schemes inherit favorable stability properties from the differential inclusion. Their…
We propose an alternating direction method of multipliers (ADMM) to solve an optimization problem stemming from inverse lithography. The objective functional of the optimization problem includes three terms: the misfit between the imaging…
As the resolution of digital images increase significantly, the processing of images becomes more challenging in terms of accuracy and efficiency. In this paper, we consider image segmentation by solving a partial differentiation equation…
In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…
The alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn towards the ADMM in…
We present a novel iterative scheme for restoring uneven illumination in grayscale images. Our approach solves, at each global iteration, a nonlinear elliptic equation for an auxiliary field $u$ and then updates the illumination via an…
In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…
This study investigates numerical methods to solve nonlinear transport problems characterized by various sorption isotherms with a focus on the Freundlich type of isotherms. We describe and compare second order accurate numerical schemes,…
This paper concerns the numerical solution of the two-dimensional time-dependent partial integro-differential equation (PIDE) that holds for the values of European-style options under the two-asset Kou jump-diffusion model. A main feature…
For valuing European options, a straightforward model is the well-known Black-Scholes formula. Contrary to market reality, this model assumed that interest rate and volatility are constant. To modify the Black-Scholes model, Heston and…
Image denoising and image segmentation play essential roles in image processing. Partial differential equations (PDE)-based methods have proven to show reliable results when incorporated in both denoising and segmentation of images. In our…
We provide a comprehensive survey of splitting and composition methods for the numerical integration of ordinary differential equations (ODEs). Splitting methods constitute an appropriate choice when the vector field associated with the ODE…
A discretization scheme for variable coefficient elliptic PDEs in the plane is presented. The scheme is based on high-order Gaussian quadratures and is designed for problems with smooth solutions, such as scattering problems involving soft…
We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates…
The Peaceman-Rachford alternating direction implicit (ADI) scheme for linear time-dependent Maxwell equations is analyzed on a heterogeneous cuboid. Due to discontinuities of the material parameters, the solution of the Maxwell equations is…
Efficient and accurate numerical simulation of seismic wave propagation is important in various Geophysical applications such as seismic full waveform inversion (FWI) problem. However, due to the large size of the physical domain and…