The Conjugate Orthogonal Conjugate Residual (COCR) method [T. Sogabe and S.-L. Zhang, JCAM, 199 (2007), pp. 297-303.] has recently been proposed for solving complex symmetric linear systems. In the present paper, we develop a variant of the COCR method that allows the efficient solution of complex symmetric shifted linear systems. Some numerical examples arising from large-scale electronic structure calculations are presented to illustrate the performance of the variant.

We review recent theoretical progress in the physical understanding of far-from-equilibrium phenomena seen experimentally in epitaxial growth and erosion on crystal surfaces. The formation and dynamics of various interface structures (pyramids, ripples, etc.), and also kinetic phase transitions observed between these structures, can all be understood within a simple continuum model based on the mass conservation law and respecting the symmetries of the growing crystal surface. In particular, theoretical predictions and experimental results are compared for (001), (110) and (111) crystal surfaces.

A modified Verlet method which involves a kind of mid-point rule is constructed and applied to the one-dimensional motion of elastic balls of finite size, falling under constant gravity in space and then under the chemical potential in the interface region of phase separation within a two-liquid film. When applied to the simulation of two balls falling under constant gravity in space, the new method is found to be computationally superior to the usual Verlet method and to Runge–Kutta methods, as it allows a larger time step for comparable accuracy. The main purpose of this paper is to develop an efficient numerical method to simulate balls in the interface region of phase separation within the two-liquid film, where the ball motion is coupled with two-phase flow. The two-phase flow in the film is described via shallow water equations, using an invariant finite difference scheme that accurately resolves the interface region. A larger time step in computing the ball motion, more comparable with the time step in computing the two-phase flow, is a significant advantage. The computational efficiency of the new method in the coupled problem is demonstrated for the case of four elastic balls in the two-liquid film.

This paper concerns the Monte Carlo method in pricing American-style options under the general class of exponential Lévy models. Traditionally, one must store all the intermediate asset prices so that they can be used for the backward pricing in the least squares algorithm. Therefore the storage requirement grows like , where m is the number of time steps and n is the number of simulated paths. In this paper, we propose a simulation method where the storage requirement is only . The total computational cost is less than twice that of the traditional method. For machines with limited memory, one can now enlarge m and n to improve the accuracy in pricing the options. In numerical experiments, we illustrate the efficiency and accuracy of our method by pricing American options where the log-prices of the underlying assets follow typical Lévy processes such as Brownian motion, lognormal jump-diffusion process, and variance gamma process.

We study the biofilm-flow interaction resulting in biofilm growth and deformation in a water channel in a 3-D setting using the phase field model developed recently. In this biofilm model, the biofilm made up of the EPS, bacteria and solvent is tracked using a biofilm volume fraction which vanishes outside the biofilm region. The interface between the biofilm and the solvent is marked by the zero level surface of the volume fraction measured from the biofilm to the solvent. The growth of the biofilm and the solvent-biofilm interaction with the top nutrient feeding condition is simulated in the viscous regime (growth regime) of the biofilm-solvent mixture flow. In quiescent flows, the model predicts growth patterns consistent with experimental findings for single or multiple adjacent biofilm colonies, in which the known mushroom shape growth pattern is obtained. Shear induced deformation in biofilms is simulated in a shear cell, providing a viable numerical evidence for using simulation tool to study biofilm growth and interaction dynamics in aqueous environment.

The theory of reproducing kernel Hilbert spaces is applied to a minimization problem with prescribed nodes. We re-prove and generalize some results previously obtained by Gunawan et al. [2,3], and also discuss the Hölder continuity of the solution to the problem.

This paper addresses the problem of how to restore degraded images where the pixels have been partly lost during transmission or damaged by impulsive noise. A wide range of image restoration tasks is covered in the mathematical model considered in this paper - e.g. image deblurring, image inpainting and super-resolution imaging. Based on the assumption that natural images are likely to have a sparse representation in a wavelet tight frame domain, we propose a regularization-based approach to recover degraded images, by enforcing the analysis-based sparsity prior of images in a tight frame domain. The resulting minimization problem can be solved efficiently by the split Bregman method. Numerical experiments on various image restoration tasks - simultaneously image deblurring and inpainting, super-resolution imaging and image deblurring under impulsive noise - demonstrated the effectiveness of our proposed algorithm. It proved robust to mis-detection errors of missing or damaged pixels, and compared favorably to existing algorithms.

A two-server service network has been studied from the principal-agent perspective. In the model, services are rendered by two independent facilities coordinated by an agency, which seeks to devise a strategy to suitably allocate customers to the facilities and to simultaneously determine compensation levels. Two possible allocation schemes were compared — viz. the common queue and separate queue schemes. The separate queue allocation scheme was shown to give more competition incentives to the independent facilities and to also induce higher service capacity. In this paper, we investigate the general case of a multiple-server queueing model, and again find that the separate queue allocation scheme creates more competition incentives for servers and induces higher service capacities. In particular, if there are no severe diseconomies associated with increasing service capacity, it gives a lower expected sojourn time in equilibrium when the compensation level is sufficiently high.

We propose and analyze spectral direction splitting schemes for the incompressible Navier-Stokes equations. The schemes combine a Legendre-spectral method for the spatial discretization and a pressure-stabilization/direction splitting scheme for the temporal discretization, leading to a sequence of one-dimensional elliptic equations at each time step while preserving the same order of accuracy as the usual pressure-stabilization schemes. We prove that these schemes are unconditionally stable, and present numerical results which demonstrate the stability, accuracy, and efficiency of the proposed methods.

We present a technique to find threshold values that allows the user to separate signal from noise in fluorescence grey-level images. It can be classified as a purely comparative method based upon the amount of “Mutual Information” between two or more florescence images, and we apply it to stacks of such images produced using the newly-developed MELK technology. Our results are compared to results obtained by another research group using a quite different (completely independent and more technology-based) approach; and also to results obtained using Otsu's Thresholding Method, yet another completely distinct approach invented to separate foreground and background in a grey-level image, based on minimising “intra-class variance” [9,10]. The remarkably good agreement found suggests that our proposed comparative information based method not only accounts for the biological mechanisms governing cellular protein networks very well, but also (and probably much more importantly) shows that cells actually organise the spatial structure of their protein networks in a highly non-random fashion as might be expected – and thereby try to optimise their “mutual information content”, and thus most probably their efficiency.

Modeling genetic regulatory networks is an important problem in genomic research. Boolean Networks (BNs) and their extensions Probabilistic Boolean Networks (PBNs) have been proposed for modeling genetic regulatory interactions. In a PBN, its steady-state distribution gives very important information about the long-run behavior of the whole network. However, one is also interested in system synthesis which requires the construction of networks. The inverse problem is ill-posed and challenging, as there may be many networks or no network having the given properties, and the size of the problem is huge. The construction of PBNs from a given transition-probability matrix and a given set of BNs is an inverse problem of huge size. We propose a maximum entropy approach for the above problem. Newton's method in conjunction with the Conjugate Gradient (CG) method is then applied to solving the inverse problem. We investigate the convergence rate of the proposed method. Numerical examples are also given to demonstrate the effectiveness of our proposed method.

In this paper, we prove existence and uniqueness results for the ground states of the coupled Gross-Pitaevskii equations for describing two-component Bose-Einstein condensates with an internal atomic Josephson junction, and obtain the limiting behavior of the ground states with large parameters. Efficient and accurate numerical methods based on continuous normalized gradient flow and gradient flow with discrete normalization are presented, for computing the ground states numerically. A modified backward Euler finite difference scheme is proposed to discretize the gradient flows. Numerical results are reported, to demonstrate the efficiency and accuracy of the numerical methods and show the rich phenomena of the ground sates in the problem.

In this paper we use two numerical methods to solve constrained optimal control problems governed by elliptic equations with rapidly oscillating coefficients: one is finite element method and the other is multiscale finite element method. We derive the convergence analysis for those two methods. Analytical results show that finite element method can not work when the parameter ε is small enough, while multiscale finite element method is useful for any parameter ε.

In this paper, new finite difference methods based on the augmented immersed interface method (IIM) are proposed for simulating an inextensible moving interface in an incompressible two-dimensional flow. The mathematical models arise from studying the deformation of red blood cells in mathematical biology. The governing equations are incompressible Stokes or Navier-Stokes equations with an unknown surface tension, which should be determined in such a way that the surface divergence of the velocity is zero along the interface. Thus, the area enclosed by the interface and the total length of the interface should be conserved during the evolution process. Because of the nonlinear and coupling nature of the problem, direct discretization by applying the immersed boundary or immersed interface method yields complex nonlinear systems to be solved. In our new methods, we treat the unknown surface tension as an augmented variable so that the augmented IIM can be applied. Since finding the unknown surface tension is essentially an inverse problem that is sensitive to perturbations, our regularization strategy is to introduce a controlled tangential force along the interface, which leads to a least squares problem. For Stokes equations, the forward solver at one time level involves solving three Poisson equations with an interface. For Navier-Stokes equations, we propose a modified projection method that can enforce the pressure jump condition corresponding directly to the unknown surface tension. Several numerical experiments show good agreement with other results in the literature and reveal some interesting phenomena.

The stability of the Nyström method for the Sherman-Lauricella equation on contours with corner points cj, j = 0, 1, …, m relies on the invertibility of certain operators belonging to an algebra of Toeplitz operators. The operators do not depend on the shape of the contour, but on the opening angle θj of the corresponding corner cj and on parameters of the approximation method mentioned. They have a complicated structure and there is no analytic tool to verify their invertibility. To study this problem, the original Nyström method is applied to the Sherman-Lauricella equation on a special model contour that has only one corner point with varying opening angle In the interval (0.1π, 1.9π), it is found that there are 8 values of θj where the invertibility of the operator may fail, so the corresponding original Nyström method on any contour with corner points of such magnitude cannot be stable and requires modification.

We study the TV-L1 image approximation model from primal and dual perspective, based on a proposed equivalent convex formulations. More specifically, we apply a convex TV-L1 based approach to globally solve the discrete constrained optimization problem of image approximation, where the unknown image function u(x) ∈ {f1,…,fn}, ∀x ∈ Ω. We show that the TV-L1 formulation does provide an exact convex relaxation model to the non-convex optimization problem considered. This result greatly extends recent studies of Chan et al., from the simplest binary constrained case to the general gray-value constrained case, through the proposed rounding scheme. In addition, we construct a fast multiplier-based algorithm based on the proposed primal-dual model, which properly avoids variability of the concerning TV-L1 energy function. Numerical experiments validate the theoretical results and show that the proposed algorithm is reliable and effective.

We consider a nonsymmetric Toeplitz system which arises in the discretization of a partial integro-differential equation in option pricing problems. The preconditioned conjugate gradient method with a tri-diagonal preconditioner is used to solve this system. Theoretical analysis shows that under certain conditions the tri-diagonal preconditioner leads to a superlinear convergence rate. Numerical results exemplify our theoretical analysis.

In this paper, a new type of gradient recovery method based on vertex-edge-face interpolation is introduced and analyzed. This method gives a new way to recover gradient approximations and has the same simplicity, efficiency, and superconvergence properties as those of superconvergence patch recovery method and polynomial preserving recovery method. Here, we introduce the recovery technique and analyze its superconvergence properties. We also show a simple application in the a posteriori error estimates. Some numerical examples illustrate the effectiveness of this recovery method.

The paper studies the production inventory problem of minimizing the expected discounted present value of production cost control in manufacturing systems with degenerate stochastic demand. We have developed the optimal inventory production control problem by deriving the dynamics of the inventory-demand ratio that evolves according to a stochastic neoclassical differential equation through Ito's Lemma. We have also established the Riccati based solution of the reduced (one- dimensional) HJB equation corresponding to production inventory control problem through the technique of dynamic programming principle. Finally, the optimal control is shown to exist from the optimality conditions in the HJB equation.