Abstract: Complex diffusion is a common and broadly used denoising procedure in image processing. The method is based on an explicit finite difference scheme applied to a diffusion equation with a proper complex diffusion parameter in order to preserve edges and the main features of the image, while eliminating noise. In this paper we present a rigorous proof for the stability condition of comp...

Cheng Wang, Jian-Guo Liu, Hans Johnston 1 Department of Mathematics, University of Tennessee, Knoxville, TN 37996, USA; e-mail: [email protected] 2 Institute for Physical Science and Technology and Department of Mathematics, University of Maryland, College Park, MD 20742, USA; e-mail: [email protected] 3 Department of Mathematics, University of Michigan, Ann Arbor, MI 48109, USA; e-mail: hansjo...

A class of singularly perturbed two point boundary value problems (BVPs) for third order ordinary differential equations is considered. The BVP is reduced to a weakly coupled system of one first order Ordinary Differential Equation (ODE) with a suitable initial condition and one second order singularly perturbed ODE subject to boundary conditions. In order to solve this system, a computational ...

A summary of the Lebedev finite-difference timedomain method, which is designed for modelling anisotropic problems in a simple and accurate manner, is provided. The basics of the method are presented, as well as augmentations to allow for coupling the Lebedev grid to standard Yee grid for more efficient use of memory; and implementation of conducting surfaces, and corners of 90◦ or 270◦.

A new mimetic finite difference scheme for solving the acoustic wave equation is presented. It combines a novel second order tensor mimetic discretizations in space and a leapfrog approximation in time to produce an explicit multidimensional scheme. Convergence analysis of the new scheme on a staggered grid shows that it can take larger time steps than standard finite difference schemes based o...

A method is described to construct modal fields for an arbitrary oneor two-dimensional refractive index structure. An arbitrary starting field is propagated along a complex axis using the slowly varying envelope approximation (SVEA). By choosing suitable values for the step-size, one mode is maximally increased in amplitude on propagating, until convergence has been obtained. For the calculatio...

This paper presents a 3D model for pricing defaultable bonds with embedded call options. The pricing model incorporates three essential ingredients in the pricing of defaultable bonds: stochastic interest rate, stochastic default risk, and call provision. Both the stochastic interest rate and the stochastic default risk are modeled as a square-root diffusion process. The default risk process is...

We establish the global existence of L∞ solutions for a model of polytropic gas flow with diffusive entropy. The result is obtained by showing the convergence of a class of finite difference schemes, which includes the Lax– Friedrichs and Godunov schemes. Such convergence is achieved by proving the estimates required for the application of the compensated compactness theory.

A class of finite difference schemes for solving a fractional anti-diffusive equation, recently proposed by Andrew C. Fowler to describe the dynamics of dunes, is considered. Their linear stability is analyzed using the standard Von Neumann analysis: stability criteria are found and checked numerically. Moreover, we investigate the consistency and convergence of these schemes.

Several numerical schemes utilizing central difference approximations have been developed to solve the Goursat problem. However, in a recent years compact discretization methods which leads to high-order finite difference schemes have been used since it is capable of achieving better accuracy as well as preserving certain features of the equation e.g. linearity. The basic idea of the new scheme...