Search results for "010103 numerical & computational mathematics"
showing 10 items of 260 documents
More restrictive Gray codes for some classes of pattern avoiding permutations
2009
In a recent article [W.M.B. Dukes, M.F. Flanagan, T. Mansour, V. Vajnovszki, Combinatorial Gray codes for classes of pattern avoiding permutations, Theoret. Comput. Sci. 396 (2008) 35-49], Dukes, Flanagan, Mansour and Vajnovszki present Gray codes for several families of pattern avoiding permutations. In their Gray codes two consecutive objects differ in at most four or five positions, which is not optimal. In this paper, we present a unified construction in order to refine their results (or to find other Gray codes). In particular, we obtain more restrictive Gray codes for the two Wilf classes of Catalan permutations of length n; two consecutive objects differ in at most two or three posit…
Application of Operator Splitting Methods in Finance
2016
Financial derivatives pricing aims to find the fair value of a financial contract on an underlying asset. Here we consider option pricing in the partial differential equations framework. The contemporary models lead to one-dimensional or multidimensional parabolic problems of the convection-diffusion type and generalizations thereof. An overview of various operator splitting methods is presented for the efficient numerical solution of these problems.
On the convergence of a finite volume method for the Navier–Stokes–Fourier system
2020
Abstract The goal of the paper is to study the convergence of finite volume approximations of the Navier–Stokes–Fourier system describing the motion of compressible, viscous and heat-conducting fluids. The numerical flux uses upwinding with an additional numerical diffusion of order $\mathcal O(h^{ \varepsilon +1})$, $0<\varepsilon <1$. The approximate solutions are piecewise constant functions with respect to the underlying polygonal mesh. We show that the numerical solutions converge strongly to the classical solution as long as the latter exists. On the other hand, any uniformly bounded sequence of numerical solutions converges unconditionally to the classical solution of t…
Parameter identification for heterogeneous materials by optimal control approach with flux cost functionals
2021
The paper deals with the identification of material parameters characterizing components in heterogeneous geocomposites provided that the interfaces separating different materials are known. We use the optimal control approach with flux type cost functionals. Since solutions to the respective state problems are not regular, in general, the original cost functionals are expressed in terms of integrals over the computational domain using the Green formula. We prove the existence of solutions to the optimal control problem and establish convergence results for appropriately defined discretizations. The rest of the paper is devoted to computational aspects, in particular how to handle high sens…
Using skeleton and Hough transform variant to correct skew in historical documents
2020
International audience; As a main part of several document analysis systems, Skew estimation represents one of the major research challenges, particularly in case of historical documents exploration. In this paper, we propose an original skew angle detection and correction technique. Morphological Skeleton is introduced to considerably diminish the amount of data by eliminating the redundant pixels and preserving only the central curves of the image components. Next, the proposed method uses Progressive Probabilistic Hough Transform (PPHT) to find image lines. At the end, a specific procedure is applied in order to measure the global skew angle of the document image from these identified li…
On a Retarded Nonlocal Ordinary Differential System with Discrete Diffusion Modeling Life Tables
2021
In this paper, we consider a system of ordinary differential equations with non-local discrete diffusion and finite delay and with either a finite or an infinite number of equations. We prove several properties of solutions such as comparison, stability and symmetry. We create a numerical simulation showing that this model can be appropriate to model dynamical life tables in actuarial or demographic sciences. In this way, some indicators of goodness and smoothness are improved when comparing with classical techniques.
Approximation of exit times for one-dimensional linear diffusion processes
2020
International audience; In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and the Ornstein-Uhlenbeck context, that is for particular time-homogeneous diffusion processes. Here the aim is therefore to generalize this efficient numerical approach in order to obtain an approximation of both the exit time and position for a general linear diffusion. The main challenge of such a generalization is to handle with time-inhomogeneous diffusions. The efficiency of the method is described with particular care through theoretical results and numerical example…
Hybrid WENO schemes for polydisperse sedimentation models
2015
International audience; Polydisperse sedimentation models can be described by a strongly coupled system of conservation laws for the concentration of each species of solids. Typical solutions for the sedimentation model considered for batch settling in a column include stationary kinematic shocks separating layers of sediment of different composition. This phenomenon, known as segregation of species, is a specially demanding task for numerical simulation due to the need of accurate numerical simulations. Very high-order accurate solutions can be constructed by incorporating characteristic information, available due to the hyperbolicity analysis made in Donat and Mulet [A secular equation fo…
A nonlinear algorithm for monotone piecewise bicubic interpolation
2016
We present an algorithm for monotone interpolation on a rectangular mesh.We use the sufficient conditions for monotonicity of Carlton and Fritsch.We use nonlinear techniques to approximate the partial derivatives at the grid points.We develop piecewise bicubic Hermite interpolants with these approximations.We present some numerical examples where we compare different results. In this paper we present an algorithm for monotone interpolation of monotone data on a rectangular mesh by piecewise bicubic functions. Carlton and Fritsch (1985) develop conditions on the Hermite derivatives that are sufficient for such a function to be monotone. Here we extend our results of Arandiga (2013) to obtain…
Indefinite integrals for some orthogonal polynomials obtained using integrating factors
2020
A method has been presented recently for deriving integrals of special functions using two kinds of integrating factor for the homogeneous second-order linear differential equations which many spec...