{"title":"Theoretical and numerical analysis of a nonlinear double-phase variable exponent model for image contrast enhancement","authors":"Abderrahim Charkaoui, Anouar Ben-Loghfyry, Shengda Zeng","doi":"10.1007/s10444-026-10334-3","DOIUrl":"10.1007/s10444-026-10334-3","url":null,"abstract":"<div><p>This study introduces a novel nonlinear parabolic equation characterized by a variable growth structure, specifically designed for image restoration and enhancement. Our approach builds upon classical models that employ variable exponent operators, extending their capabilities by incorporating a newly developed nonlinear operator featuring a <i>double-phase</i> flux with variable growth. This novel formulation allows for greater adaptability in modeling complex image structures while maintaining key elements like textures and corners. To establish a solid theoretical foundation, we begin by investigating the solvability of the proposed model. Utilizing the framework of variable exponent Lebesgue and Sobolev spaces, we develop an appropriate functional setting that enables rigorous mathematical analysis. The initial focus of our study is to ensure the well-posedness of the model. As a key result, we employ an approximation approach to prove the existence of a positive weak solution called solution obtained as limit of approximations (SOLA). Beyond theoretical considerations, we validate our model through practical applications in image processing. We conduct extensive numerical experiments on grayscale images to assess its performance in denoising and contrast enhancement. Additionally, we conducted evaluations on a collection of magnetic resonance imaging (MRI) scans, further demonstrating its applicability in medical imaging. Our experimental findings demonstrate that the proposed model consistently outperforms current state-of-the-art approaches, achieving enhanced computational efficiency and greater robustness while delivering superior results in both qualitative visual assessment and quantitative evaluation metrics. The findings emphasize the effectiveness of our model as a promising approach for tackling advanced image restoration and enhancement problems.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"52 4","pages":""},"PeriodicalIF":2.6,"publicationDate":"2026-07-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148431996","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A stabilized trace FEM for surface Cahn–Hilliard equations: analysis and simulations","authors":"Deepika Garg, Maxim Olshanskii","doi":"10.1007/s10444-026-10331-6","DOIUrl":"10.1007/s10444-026-10331-6","url":null,"abstract":"<div><p>This paper addresses the analysis and numerical assessment of a computational method for solving the Cahn–Hilliard equation defined on a surface. The proposed approach combines the stabilized trace finite element method for spatial discretization with an implicit–explicit scheme for temporal discretization. The method belongs to a class of unfitted finite element methods that use a fixed background mesh and a level-set function for implicit surface representation. We establish the numerical stability of the discrete problem by showing a suitable energy dissipation law for it. We further derive optimal-order error estimates assuming simplicial background meshes and finite element spaces of order <span>(m ge 1)</span>. The effectiveness of the method is demonstrated through numerical experiments on several two-dimensional closed surfaces, confirming the theoretical results and illustrating the robustness and convergence properties of the scheme.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"52 4","pages":""},"PeriodicalIF":2.6,"publicationDate":"2026-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148428792","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Pointwise error estimates for Legendre spectral differentiation of functions with limited regularity in fractional spaces","authors":"Ruiyi Xie, Wenjie Liu, Boying Wu","doi":"10.1007/s10444-026-10328-1","DOIUrl":"10.1007/s10444-026-10328-1","url":null,"abstract":"<div><p>Legendre spectral differentiation is a basic tool in the numerical solution of differential equations. More precise information on spectral differentiation errors is important for deriving reliable error estimates for related numerical algorithms. However, existing studies primarily focus on asymptotic error estimates for polynomial approximations of specific singular functions and lack sharp pointwise error estimates for functions with interior or endpoint singularities in fractional spaces. In this work, we present explicit and sharp pointwise error estimates for Legendre spectral differentiation of functions with limited regularity in fractional spaces. We start by specifying a fractional-space setting suited to the pointwise error analysis in order to deal with the pointwise error estimates. We then derive explicit upper error bounds for Legendre spectral differentiation of functions with interior or endpoint singularities. Numerical experiments are provided to demonstrate the sharpness of our results.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"52 4","pages":""},"PeriodicalIF":2.6,"publicationDate":"2026-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148428790","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A meshfree method for eigenvalues of differential operators on surfaces, including Steklov problems","authors":"Daniel R. Venn, Steven J. Ruuth","doi":"10.1007/s10444-026-10335-2","DOIUrl":"10.1007/s10444-026-10335-2","url":null,"abstract":"<div><p>We present and study techniques for investigating the spectra of linear differential operators on surfaces and flat domains using symmetric meshfree methods: meshfree methods that arise from finding norm-minimizing Hermite–Birkhoff interpolants in a Hilbert space. Meshfree methods are desirable for surface problems due to the increased difficulties associated with mesh creation and refinement on curved surfaces. While meshfree methods have been used for solving a wide range of partial differential equations (PDEs) in recent years, the spectra of operators discretized using radial basis functions (RBFs) often suffer from the presence of non-physical eigenvalues (spurious modes). This makes many RBF methods unhelpful for eigenvalue problems. We provide rigorously justified processes for finding eigenvalues based on results concerning the norm of the solution in its native space; specifically, only PDEs with solutions in the native space produce numerical solutions with bounded norms as the fill distance approaches zero. For certain problems, we prove that eigenvalue and eigenfunction estimates converge at a high-order rate. The technique we present is general enough to work for a wide variety of problems, including Steklov problems, where the eigenvalue parameter is in the boundary condition. Numerical experiments for a mix of standard and Steklov eigenproblems on surfaces with and without boundary, as well as flat domains, are presented, including a Steklov–Helmholtz problem.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"52 4","pages":""},"PeriodicalIF":2.6,"publicationDate":"2026-07-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148409137","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Multivariate rational approximation via low-rank tensors and the p-AAA algorithm","authors":"Linus Balicki, Serkan Gugercin","doi":"10.1007/s10444-026-10330-7","DOIUrl":"10.1007/s10444-026-10330-7","url":null,"abstract":"<div><p>Approximations based on rational functions are widely used in various applications across computational science and engineering. For univariate functions, the adaptive Antoulas–Anderson algorithm (AAA), which uses the barycentric form of a rational approximant, has established itself as a powerful tool for efficiently computing such approximations. The p-AAA algorithm, an extension of the AAA algorithm specifically designed to address multivariate approximation problems, has been recently introduced. A common challenge in multivariate approximation methods is that multivariate problems with a large number of variables often pose significant memory and computational demands. To tackle this hurdle in the setting of p-AAA, we first introduce barycentric forms that are expressed via separable functions. This then leads to the low-rank p-AAA algorithm which leverages low-rank tensor decompositions in the setting of barycentric rational approximations. We discuss various theoretical and practical aspects of the proposed computational framework and showcase its effectiveness on four numerical examples. We focus specifically on applications in parametric reduced-order modeling for which higher-dimensional data sets can be tackled effectively with our novel procedure.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"52 4","pages":""},"PeriodicalIF":2.6,"publicationDate":"2026-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10444-026-10330-7.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148408866","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An a priori (L^{2})–norm error estimate of the hybrid high-order method for a class of strongly monotone nonlinear elliptic problems","authors":"Rommel Bustinza, Jonathan Munguia-La-Cotera","doi":"10.1007/s10444-026-10329-0","DOIUrl":"10.1007/s10444-026-10329-0","url":null,"abstract":"<div><p>In this paper, we apply the already known hybrid high-order (HHO) method to solve a certain class of strongly monotone nonlinear elliptic problems. We prove the well-posedness of the discrete formulation and obtain the expected rates of convergence in the energy norm. Concerning the convergence in the <span>(L^2)</span> norm, we notice that, at least pre-asymptotically, one could observe an optimal rate of convergence on coarse enough meshes. The strategy relies on a duality argument and a technical result that mimics a mean value type property for vector-valued functions. Up to the author’s knowledge, this kind of result has not been proven before for nonlinear elliptic problems. Several computational experiments give us numerical evidence that our <span>(L^2)</span>-norm error estimate could be improved.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"52 4","pages":""},"PeriodicalIF":2.6,"publicationDate":"2026-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148408873","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Kernel-based greedy approximation of parametric elliptic boundary value problems","authors":"Bernard Haasdonk, Tizian Wenzel, Gabriele Santin","doi":"10.1007/s10444-026-10323-6","DOIUrl":"10.1007/s10444-026-10323-6","url":null,"abstract":"<div><p>We recently introduced a scale of kernel-based greedy schemes for approximating the solutions of elliptic boundary value problems. The procedure is based on a generalized interpolation framework in reproducing kernel Hilbert spaces and was coined PDE-<span>(beta )</span>-greedy procedure, where the parameter <span>(beta ge 0 )</span> is used in a greedy selection criterion and steers the degree of function adaptivity. Algebraic convergence rates have been obtained for Sobolev-space kernels and solutions of finite smoothness. We now report a result of exponential convergence rates for the case of an infinitely smooth kernel and infinitely smooth solutions. We furthermore extend the approximation scheme to the case of parametric partial differential equations by the use of position-parameter product kernels. In the surrogate modelling context, the resulting approach can be interpreted as an <i>a priori</i> model reduction approach, as no solution snapshots need to be precomputed. Numerical results show the efficiency of the approximation procedure for problems which occur as challenges for other parametric model order reduction procedures: non-affine geometry parametrizations, moving sources, or high-dimensional domains.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"52 4","pages":""},"PeriodicalIF":2.6,"publicationDate":"2026-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10444-026-10323-6.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148380371","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A straightforward discrete energy technique for weighted and shifted backward differentiation formulas up to fifth order","authors":"Yuanyuan Kang, Dongqian Li, Yin Yang","doi":"10.1007/s10444-026-10325-4","DOIUrl":"10.1007/s10444-026-10325-4","url":null,"abstract":"<div><p>The weighted and shifted backward differentiation formula (WSBDF) with a weighted parameter is an improved BDF-type method introduced by Akrivis et al. [IMA J. Numer. Anal., 45(6):3207-3234, 2025]. By introducing the weighted parameter <span>(beta )</span>, it not only preserves the stability of the classical BDF method but also enhances the stability region and flexibility of the method. This paper presents a class of WSBDF schemes up to the fifth order for semilinear parabolic equations. Unlike the Nevanlinna-Odeh multiplier technique [Numer. Funct. Anal. Optim., 3:377-423, 1981] and explicit uniform multiplier technique [SIAM J. Numer. Anal., 62(4):1609-1637, 2024] based on Dahlquist’s G-stability theory [BIT, 18:384-401, 1978], we apply the discrete orthogonal convolution kernels technique to propose a straightforward discrete energy method and establish <span>(L^2)</span> norm stability as well as error estimates for the high-order WSBDF schemes. Finally, numerical experiments are conducted to support our theoretical results.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"52 4","pages":""},"PeriodicalIF":2.6,"publicationDate":"2026-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148380444","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Randomized gradient descent method for solving the large-scale inverse eigenvalue problem arising from the fractional order control system","authors":"Bin-Xin He, Hao Liu, Xiao-Ping Chen","doi":"10.1007/s10444-026-10324-5","DOIUrl":"10.1007/s10444-026-10324-5","url":null,"abstract":"<div><p>The large-scale inverse eigenvalue problem arising from the fractional order control system presents mathematical and computational challenges due to its expensive computational costs and nonconvex nature. Considering that a smaller feedback control force implies less energy consumption and lower noise influence in control applications of the actual system, we transform the large-scale inverse eigenvalue problem into a matrix-based nonconvex optimization problem, which transcends the limitations of the vector-based optimization problem. To solve this nonconvex optimization problem, we propose an effective probability criterion and present a matrix-based randomized gradient descent method. The proposed method operates directly on the matrix form without vectorization and only needs to update a single row of the parameter matrix per iteration in practice, which makes it more suitable for the computation of large-scale nonconvex optimization problem. Then, we prove the smoothness of the objective function and further analyze the convergence of the proposed method. Finally, numerical experiments demonstrate the validity of our approach against traditional optimization-based methods and confirm the effectiveness of our approach in solving large-scale inverse eigenvalue problem arising from the fractional order control system.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"52 4","pages":""},"PeriodicalIF":2.6,"publicationDate":"2026-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148355664","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A parameterized block preconditioner for solving a class of complex symmetric linear systems","authors":"Meng-Yao Li, Bo Wu","doi":"10.1007/s10444-026-10326-3","DOIUrl":"10.1007/s10444-026-10326-3","url":null,"abstract":"<div><p>This paper develops a new parameterized block (PB) preconditioner for solving the complex symmetric linear systems. We analyze the convergence behavior of the corresponding iteration scheme and derive the spectral properties of the preconditioned matrix. Numerical experiments are conducted to verify the effectiveness of the proposed method, demonstrating that the PB preconditioner significantly accelerates the convergence of the GMRES method when applied to complex symmetric linear systems.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"52 4","pages":""},"PeriodicalIF":2.6,"publicationDate":"2026-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148355663","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}