Journal of Computational and Applied Mathematics最新文献_第2页

A stable and high-accuracy numerical method for determining the time-dependent coefficient in the bioheat equation

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-01-20 DOI: 10.1016/j.cam.2025.116528

Yan Qiao, Lin Sang, Hua Wu

{"title":"A stable and high-accuracy numerical method for determining the time-dependent coefficient in the bioheat equation","authors":"Yan Qiao, Lin Sang, Hua Wu","doi":"10.1016/j.cam.2025.116528","DOIUrl":"10.1016/j.cam.2025.116528","url":null,"abstract":"<div><div>In this paper, we propose a space–time spectral method for time-dependent coefficient identification of the inverse problem with the Ionkin-type nonlocal boundary and integral over-determination conditions. The Legendre–Galerkin method is applied in the spatial direction and the Legendre-tau method is applied in the time direction. And the method is also implemented by the explicit–implicit iterative method. The nonlinear term is collocated at the Chebyshev–Gauss–Lobatto points and computed explicitly by the fast Legendre transform. Tikhonov regularization is applied to employ the blood perfusion coefficient computation with the noisy perturbations. The adopted stabilization scheme presents a good performance in terms of accuracy, effectiveness and robustness on the inverse problem, especially for noisy perturbations. Numerical results are given to show the accuracy and stability of the approach and agree well with theory analysis. Optimal order convergence is also obtained through the estimates in the <span><math><msup><mrow><mi>L</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span>-norm.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"464 ","pages":"Article 116528"},"PeriodicalIF":2.1,"publicationDate":"2025-01-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143169624","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Blind deconvolution via a tensor adaptive non-convex total variation prior

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-01-20 DOI: 10.1016/j.cam.2025.116511

Haobo Xu , Fang Li

{"title":"Blind deconvolution via a tensor adaptive non-convex total variation prior","authors":"Haobo Xu , Fang Li","doi":"10.1016/j.cam.2025.116511","DOIUrl":"10.1016/j.cam.2025.116511","url":null,"abstract":"<div><div>Blind image deconvolution is a challenging task that aims to recover sharp images from blurry ones without knowing the blur kernel. Deblurring color images is even more difficult due to three color channels. Existing deblurring methods typically tackle each channel separately, treating them as individual grayscale images and designing priors specifically for grayscale images. However, these methods need to consider the relationships between color channels, leading to the need for a more precise estimation of blur kernels. In this paper, we have observed that the total variations of the three color channels of an image exhibit low-rank characteristics, which can be effectively captured using the tensor decomposition framework. To incorporate this observation, we propose a novel prior for color image deblurring. Specifically, we define a new tensor product using an image-adaptive transform matrix and apply a non-convex function to the tensor singular values to create a novel tensor norm. Then, we present the new tensor adaptive non-convex total variation prior for image deblurring. Numerically, we develop an efficient deblurring algorithm based on the half-quadratic splitting scheme. We provide detailed solutions for each sub-problem. Experimental results demonstrate that our method accurately estimates blur kernels and produces fewer artifacts on several benchmark datasets.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"463 ","pages":"Article 116511"},"PeriodicalIF":2.1,"publicationDate":"2025-01-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143155986","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Non-convolutional general fractional operators and some of their properties

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-01-18 DOI: 10.1016/j.cam.2025.116527

Hamza Al-Shdaifat , Rosana Rodríguez-López

引用次数: 0

Rayleigh Quotient Iteration, cubic convergence, and second covariant derivative

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-01-17 DOI: 10.1016/j.cam.2025.116522

Du Nguyen

引用次数: 0

Monolithic multigrid for the marker-and-cell discretization of the Stokes–Darcy equations

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-01-17 DOI: 10.1016/j.cam.2025.116518

Chen Greif, Yunhui He

引用次数: 0

A direct updating method for undamped vibroacoustic FE models

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-01-16 DOI: 10.1016/j.cam.2025.116524

Jiajie Luo , Wenting Duan , Min Zeng , Yongxin Yuan

引用次数: 0

Alpha-maxmin mean-variance reinsurance-investment strategy under negative risk dependence between two markets

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-01-16 DOI: 10.1016/j.cam.2025.116501

Hongping Wu , Liming Zhang , Qian Zhao

{"title":"Alpha-maxmin mean-variance reinsurance-investment strategy under negative risk dependence between two markets","authors":"Hongping Wu , Liming Zhang , Qian Zhao","doi":"10.1016/j.cam.2025.116501","DOIUrl":"10.1016/j.cam.2025.116501","url":null,"abstract":"<div><div>This paper investigates the optimal reinsurance-investment problem in the context of negative dependence between the insurance and financial markets, stemming from the general risk dependence between the jump–diffusion process of risky asset prices and aggregate claims process. Under the <span><math><mi>α</mi></math></span>-maxmin mean–variance (MV) criterion, the insurer is allowed to purchase per-loss reinsurance and invest in a financial market, with the generalized mean–variance premium principle employed to calculate the reinsurance premium. By solving the corresponding Extended Hamilton–Jacobi–Bellman (EHJB) equation, we derive the <span><math><mi>α</mi></math></span>-robust equilibrium reinsurance-investment strategy and then discuss the form of the optimal reinsurance strategy. Our findings indicate that, under the assumption of negative dependence, investing can serve as a more effective risk-hedging tool for claims risk, prompting the insurer to favor investing in risky asset while retaining a greater proportion of claims compared to scenarios without such dependence. Furthermore, assuming the presence of negative dependence, the variance premium principle indicates that a combined form of proportional and excess-of-loss reinsurance is optimal, rather than solely proportional reinsurance with the majority of papers recognizing. Finally, a sensitivity analysis is performed with numerical examples, and the impact of various parameters on the results is analyzed.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"463 ","pages":"Article 116501"},"PeriodicalIF":2.1,"publicationDate":"2025-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143155976","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Inter-frame feature fusion enhanced spatio-temporal consistent video inpainting with sample-based techniques and adaptive local search

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-01-16 DOI: 10.1016/j.cam.2025.116523

Ruyi Han , Shenghai Liao , Shujun Fu , Yuanfeng Zhou , Yuliang Li , Hongbin Han

{"title":"Inter-frame feature fusion enhanced spatio-temporal consistent video inpainting with sample-based techniques and adaptive local search","authors":"Ruyi Han , Shenghai Liao , Shujun Fu , Yuanfeng Zhou , Yuliang Li , Hongbin Han","doi":"10.1016/j.cam.2025.116523","DOIUrl":"10.1016/j.cam.2025.116523","url":null,"abstract":"<div><div>Video inpainting is an ill-posed inverse problem in image processing focused on eliminating unwanted objects and restoring damaged or corrupted regions within a video sequence. During video transmission, challenges such as network bandwidth limitations and transmission errors can lead to the loss of crucial information in specific frames. To address this issue, we propose a novel and effective sample-based video inpainting method in this paper. Firstly, an extension frame search strategy is introduced, utilizing image fusion techniques to integrate information from extension frames for more effective restoration of damaged areas and ensuring temporal consistency in the repair process. Secondly, a new priority scheme is proposed to accurately measure the inpainting order of image blocks and to effectively inpaint the structure and texture of video frames. An adaptive local search window is then designed to find the optimal matching block for a target block, ensuring spatial continuity in restoration and reducing the time cost of the proposed algorithm. Additionally, to enhance matching accuracy, a Weighted Sum of Squared Differences (WSSD) matching method based on a facet model is presented in this work. Finally, the proposed method is tested on videos with various backgrounds and damaged blocks of different sizes and locations. Experimental results indicate that our method outperforms six state-of-the-art video inpainting methods both qualitatively and quantitatively.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"464 ","pages":"Article 116523"},"PeriodicalIF":2.1,"publicationDate":"2025-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143170289","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Two-player LQ Stackelberg difference game with open-loop strategy under stochastic discrete-time dynamics in finite horizon

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-01-15 DOI: 10.1016/j.cam.2025.116510

Yaning Lin , Shuaichen Geng , Weihai Zhang

引用次数: 0

A novel gradient-based discrete time-delayed optimization algorithm for optimal control problems with Caputo–Fabrizio fractional derivative

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-01-15 DOI: 10.1016/j.cam.2025.116526

Indranil Ghosh, Huey Tyng Cheong, Kok Lay Teo

引用次数: 0