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The continuous Lambertian shape from shading is studied using a PDE approach in terms of Hamilton–Jacobi equations. The latter will then be characterized by a maximization problem. In this paper we show the convergence of discretization and propose to use the well-known Chambolle–Pock primal-dual algorithm to solve numerically the shape from shading problem. The saddle-point structure of the problem makes the Chambolle–Pock algorithm suitable to approximate solutions of the discretized problems. [ABSTRACT FROM AUTHOR]

This paper introduces a new, reduced-order NS-α (rNS-α) model for the purpose of efficient, stable, and accurate simulations of incompressible flow problems on coarse meshes. We motivate the new model by discussing the difficulties in efficient and stable algorithm construction for the usual NS-α model, and then derive rNS-α by using deconvolution as an approximation to the filter inverse, which reduces the fourth order NS-α formulation to a second order model. After proving the new model is well-posed, we propose a C0 finite element spatial discretization together with an IMEX BDF2 timestepping to create a linearized algorithm that decouples the conservation of mass and momentum equations from the filtering. We rigorously prove the algorithm is well-posed, and provided a very mild timestep restriction, is also stable and converges optimally to the model solution. Finally, we give results of several benchmark computations that confirm the theory and show the proposed model/scheme is effective at efficiently finding accurate coarse mesh solutions to flow problems. [ABSTRACT FROM AUTHOR]

In this paper we propose and analyze a localized orthogonal decomposition (LOD) method for solving semi-linear elliptic problems with heterogeneous and highly variable coefficient functions. This Galerkin-type method is based on a generalized finite element basis that spans a low dimensional multiscale space. The basis is assembled by performing localized linear fine-scale computations on small patches that have a diameter of order H log (H) where H is the coarse mesh size. Without any assumptions on the type of the oscillations in the coefficients, we give a rigorous proof for a linear convergence of the H1-error with respect to the coarse mesh size even for rough coefficients. To solve the corresponding system of algebraic equations, we propose an algorithm that is based on a damped Newton scheme in the multiscale space. [ABSTRACT FROM AUTHOR]

We present in this paper a proof of well-posedness and convergence for the parallel Schwarz Waveform Relaxation Algorithm adapted to an N-dimensional semilinear heat equation. Since the equation we study is an evolution one, each subproblem at each step has its own local existence time, we then determine a common existence time for every problem in any subdomain at any step. We also introduce a new technique: Exponential Decay Error Estimates, to prove the convergence of the Schwarz Methods, with multisubdomains, and then apply it to our problem. [ABSTRACT FROM AUTHOR]

In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are introduced. Then we prove the convergence of different algorithms and present simulation results for different types of BSDEs. [ABSTRACT FROM AUTHOR]

A variant of the Total Overlapping Schwarz (TOS) method has been introduced in [Ben Belgacem et al., C. R. Acad. Sci., Sér. 1 Math.336(2003) 277–282] as an iterative algorithm to approximate the absorbing boundary condition, in unbounded domains. That same method turns to be an efficient tool to make numerical zooms in regions of a particular interest. The TOS method enjoys, then, the ability to compute small structures one wants to capture and the reliability to obtain the behavior of the solution at infinity, when handling exterior problems. The main aim of the paper is to use this modified Schwarz procedure as a preconditioner to Krylov subspaces methods so to accelerate the calculations. A detailed study concludes to a super-linear convergence of GMRES and enables us to state accurate estimates on the convergence speed. Afterward, some implementation hints are discussed. Analytical and numerical examples are also provided and commented that demonstrate the reliability of the TOS-preconditioner. [ABSTRACT FROM AUTHOR]

The aim of this paper is to develop a crowd motion model designed to handle highly packed situations. The model we propose rests on two principles: we first define a spontaneous velocity which corresponds to the velocity each individual would like to have in the absence of other people. The actual velocity is then computed as the projection of the spontaneous velocity onto the set of admissible velocities (i.e.velocities which do not violate the non-overlapping constraint). We describe here the underlying mathematical framework, and we explain how recent results by J.F. Edmond and L. Thibault on the sweeping process by uniformly prox-regular sets can be adapted to handle this situation in terms of well-posedness. We propose a numerical scheme for this contact dynamics model, based on a prediction-correction algorithm. Numerical illustrations are finally presented and discussed. [ABSTRACT FROM AUTHOR]