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We introduce a new class of models for emergent dynamics. It is based on a new communication protocol which incorporates two main features: short-range kernels which restrict the communication to l...

In this paper, we propose the application of third-order semi-discrete central-upwind conservative schemes to option pricing partial differential equations (PDEs). Our method is a high-order extension of the recent efficient second-order “Black-Box” schemes that successfully priced several option pricing problems. We consider the Kurganov–Levy scheme and its extensions, namely the Kurganov–Noelle–Petrova and the Kolb schemes. These “Black-Box” solvers ensure non-oscillatory property and achieve desired accuracy using a third-order central weighted essentially non-oscillatory (CWENO) reconstruction. We compare the schemes using a European test case and observe that the Kolb scheme performs better. We apply the Kolb scheme to one-dimensional butterfly, barrier, American and non-linear options under the Black–Scholes model. Further, we extend the Kurganov–Levy scheme to solve two-dimensional convection-dominated Asian PDE. We also price American options under the constant elasticity of variance (CEV) model, which treats volatility as a stochastic instead of a constant as in Black–Scholes model. Numerical experiments achieve third-order, non-oscillatory and high-resolution solutions.

We overview recent developments in the study of alignment hydrodynamics, driven by a general class of symmetric communication kernels. A main question of interest is to characterize the emergent behavior of such systems, which we quantify in terms of the spectral gap of a weighted Laplacian associated with the alignment operator. Our spectral analysis of energy fluctuation covers both long-range and short-range kernels and does not require thermal equilibrium (no closure for the pressure). In particular, in the prototypical case of metric-based short-range kernels, the spectral gap admits a lower-bound expressed in terms of the discrete Fourier coefficients of the radial kernel, which enables us to quantify an emerging flocking behavior for non-vacuous solutions. These large-time behavior results apply as long as the solutions remain smooth. It is known that global smooth solutions exist in one and two spatial dimensions, subject to sub-critical initial data. We settle the question for arbitrary dimension, obtaining non-trivial initial threshold conditions which guarantee existence of multiD global smooth solutions.

We continue our study of hydrodynamic models of self-organized evolution of agents with singular interaction kernel ϕ ( x ) = | x | − ( 1 + α ) . Following our works Shvydkoy and Tadmor (2017) [1] , [2] which focused on the range 1 ≤ α 2 , and Do et al. (2017) which covered the range 0 α 1 , in this paper we revisit the latter case and give a short(-er) proof of global in time existence of smooth solutions, together with a full description of their long time dynamics. Specifically, we prove that starting from any initial condition in ( ρ 0 , u 0 ) ∈ H 2 + α × H 3 , the solution approaches exponentially fast to a flocking state solution consisting of a wave ρ = ρ ∞ ( x − t u ) traveling with a constant velocity determined by the conserved average velocity u . The convergence is accompanied by exponential decay of all higher order derivatives of u .

Regularity estimates in time and space for solutions to the porous medium equation are shown in the scale of Sobolev spaces. In addition, higher spatial regularity for powers of the solutions is obtained. Scaling arguments indicate that these estimates are optimal. In the linear limit, the proven regularity estimates are consistent with the optimal regularity of the linear case., 36 pages

In this work, the space of admissible entropy functions for the compressible multicomponent Euler equations is explored, following up on Harten (J. Comput. Phys. 49 (1983) 151–164). This effort allows us to prove a minimum entropy principle on entropy solutions, whether smooth or discrete, in the same way it was originally demonstrated for the compressible Euler equations by Tadmor (Appl. Numer. Math. 49 (1986) 211–219).

We continue our study of one-dimensional class of Euler equations, introduced in [ 11 ], driven by a forcing with a commutator structure of the form \begin{document} $[{\mathcal L}_φ, u](ρ)$ \end{document} , where \begin{document} $u$ \end{document} is the velocity field and \begin{document} ${\mathcal L}_φ$ \end{document} belongs to a rather general class of convolution operators depending on interaction kernels \begin{document} $φ$ \end{document} . In this paper we quantify the large-time behavior of such systems in terms of fast flocking, for two prototypical sub-classes of kernels: bounded positive \begin{document} $φ$ \end{document} 's, and singular \begin{document} $φ(r) = r^{-(1+α)}$ \end{document} of order \begin{document} $α∈ [1, 2)$ \end{document} associated with the action of the fractional Laplacian \begin{document} ${\mathcal L}_φ=-(-\partial_{xx})^{α/2}$ \end{document} . Specifically, we prove fast velocity alignment as the velocity \begin{document} $u(·, t)$ \end{document} approaches a constant state, \begin{document} $u \to \bar{u}$ \end{document} , with exponentially decaying slope and curvature bounds \begin{document} $|{u_x}( \cdot ,t){|_\infty } + |{u_{xx}}( \cdot ,t){|_\infty }\lesssim{e^{ - \delta t}}$ \end{document} . The alignment is accompanied by exponentially fast flocking of the density towards a fixed traveling state \begin{document} $ρ(·, t) -{ρ_{∞}}(x -\bar{u} t) \to 0$ \end{document} .

We study the regularity and large-time behavior of a crowd of species driven by chemo-tactic interactions. What distinguishes the different species is the way they interact with the rest of the crowd: the collective motion is driven by different chemical reactions which end up in a coupled system of parabolic Patlak-Keller-Segel equations. We show that the densities of the different species diffuse to zero provided the chemical interactions between the different species satisfy certain sub-critical condition; the latter is intimately related to a log-Hardy-Littlewood-Sobolev inequality for systems due to Shafrir & Wolansky. Thus for example, when two species interact, one of which has mass less than $4��$, then the 2-system stays smooth for all time independent of the total mass of the system, in sharp contrast with the well-known breakdown of one specie with initial mass$> 8��$.

Entropy stability plays an important role in the dynamics of nonlinear systems of hyperbolic conservation laws and related convection-diffusion equations. Here we are concerned with the corresponding question of numerical entropy stability --- we review a general framework for designing entropy stable approximations of such systems. The framework, developed in [28,29] and in an ongoing series of works [30,6,7], is based on comparing numerical viscosities to certain entropy-conservative schemes. It yields precise characterizations of entropy stability which is enforced in rarefactions while keeping sharp resolution of shocks. &nbsp We demonstrate this approach with a host of second-- and higher--order accurate schemes, ranging from scalar examples to the systems of shallow-water, Euler and Navier-Stokes equations. We present a family of energy conservative schemes for the shallow-water equations with a well-balanced description of their steady-states. Numerical experiments provide a remarkable evidence for the different roles of viscosity and heat conduction in forming sharp monotone profiles in Euler equations, and we conclude with the computation of entropic measure-valued solutions based on the class of so-called TeCNO schemes --- arbitrarily high-order accurate, non-oscillatory and entropy stable schemes for systems of conservation laws.

We study the large-time behavior of continuum alignment dynamics based on Cucker-Smale (CS)-type interactions which involve short-range kernels, that is, communication kernels with support much smaller than the diameter of the crowd. We show that if the amplitude of the interactions is larger than a finite threshold, then unconditional hydrodynamic flocking follows. Since we do not impose any regularity nor do we require the kernels to be bounded, the result covers both regular and singular interaction kernels. Moreover, we treat initial densities in the general class of compactly supported measures which are required to have positive mass on average (over balls at small enough scale), but otherwise vacuum is allowed at smaller scales. Consequently, our arguments of hydrodynamic flocking apply, mutatis mutandis, to the agent-based CS model with finitely many Dirac masses. In particular, discrete flocking threshold is shown to depend on the number of dense clusters of communication but otherwise does not grow with the number of agents.

The high-order accuracy of Fourier method makes it the method of choice in many large scale simulations. We discuss here the stability of Fourier method for nonlinear evolution problems, focusing on the two prototypical cases of the inviscid Burgers' equation and the multi-dimensional incompressible Euler equations. The Fourier method for such problems with quadratic nonlinearities comes in two main flavors. One is the spectral Fourier method. The other is the $$2/3$$ 2 / 3 pseudo-spectral Fourier method, where one removes the highest $$1/3$$ 1 / 3 portion of the spectrum; this is often the method of choice to maintain the balance of quadratic energy and avoid aliasing errors. Two main themes are discussed in this paper. First, we prove that as long as the underlying exact solution has a minimal $$C^{1+\alpha }$$ C 1 + ? spatial regularity, then both the spectral and the $$2/3$$ 2 / 3 pseudo-spectral Fourier methods are stable. Consequently, we prove their spectral convergence for smooth solutions of the inviscid Burgers equation and the incompressible Euler equations. On the other hand, we prove that after a critical time at which the underlying solution lacks sufficient smoothness, then both the spectral and the $$2/3$$ 2 / 3 pseudo-spectral Fourier methods exhibit nonlinear instabilities which are realized through spurious oscillations. In particular, after shock formation in inviscid Burgers' equation, the total variation of bounded (pseudo-) spectral Fourier solutions must increase with the number of increasing modes and we stipulate the analogous situation occurs with the 3D incompressible Euler equations: the limiting Fourier solution is shown to enforce $$L^2$$ L 2 -energy conservation, and the contrast with energy dissipating Onsager solutions is reflected through spurious oscillations.

We develop a second-order well-balanced central-upwind scheme for the compressible Euler equations with gravitational source term. Here, we advocate a new paradigm based on a purely conservative reformulation of the equations using global fluxes. The proposed scheme is capable of exactly preserving steady-state solutions expressed in terms of a nonlocal equilibrium variable. A crucial step in the construction of the second-order scheme is a well-balanced piecewise linear reconstruction of equilibrium variables combined with a well-balanced central-upwind evolution in time, which is adapted to reduce the amount of numerical viscosity when the flow is at (near) steady-state regime. We show the performance of our newly developed central-upwind scheme and demonstrate importance of perfect balance between the fluxes and gravitational forces in a series of one- and two-dimensional examples.

We study the systems of Euler equations which arise from agent-based dynamics driven by velocity \emph{alignment}. It is known that smooth solutions of such systems must flock, namely -- the large time behavior of the velocity field approaches a limiting "flocking" velocity. To address the question of global regularity, we derive sharp critical thresholds in the phase space of initial configuration which characterize the global regularity and hence flocking behavior of such \emph{two-dimensional} systems. Specifically, we prove for that a large class of \emph{sub-critical} initial conditions such that the initial divergence is "not too negative" and the initial spectral gap is "not too large", global regularity persists for all time.

In this paper, we establish analyticity of the Navier–Stokes equations with small data in critical Besov spaces \({\dot{B}^{\frac{3}{p}-1}_{p,q}}\) . The main method is Gevrey estimates, the choice of which is motivated by the work of Foias and Temam (Contemp Math 208:151–180, 1997). We show that mild solutions are Gevrey regular, that is, the energy bound \({\|e^{\sqrt{t}\Lambda}v(t)\|_{E_p}>\infty}\) holds in \({E_p:=\tilde{L}^{\infty}(0,T;\dot{B}^{\frac{3}{p}-1}_{p,q})\cap \tilde{L}^{1}(0,T;\dot{B}^{\frac{3}{p}+1}_{p,q})}\) , globally in time for p < ∞. We extend these results for the intricate limiting case p = ∞ in a suitably designed E∞ space. As a consequence of analyticity, we obtain decay estimates of weak solutions in Besov spaces. Finally, we provide a regularity criterion in Besov spaces.

We prove stability estimates for the ENO reconstruction and ENO interpolation procedures. In particular, we show that the jump of the reconstructed ENO pointvalues at each cell interface has the same sign as the jump of the underlying cell averages across that interface. We also prove that the jump of the reconstructed values can be upper-bounded in terms of the jump of the underlying cell averages. Similar sign properties hold for the ENO interpolation procedure. These estimates, which are shown to hold for ENO reconstruction and interpolation of arbitrary order of accuracy and on non-uniform meshes, indicate a remarkable rigidity of the piecewise-polynomial ENO procedure.

We design efficient numerical schemes for approximating the MHD equations in multi-dimensions. Numerical approximations must be able to deal with the complex wave structure of the MHD equations and the divergence constraint. We propose schemes based on the genuinely multi-dimensional (GMD) framework of [S. Mishra and E. Tadmor, Commun. Comput. Phys. 9 (2010) 688–710; S. Mishra and E. Tadmor, SIAM J. Numer. Anal. 49 (2011) 1023–1045]. The schemes are formulated in terms of vertex-centered potentials . A suitable choice of the potential results in GMD schemes that preserve a discrete version of divergence. First- and second-order divergence preserving GMD schemes are tested on a series of benchmark numerical experiments. They demonstrate the computational efficiency and robustness of the GMD schemes.

We design arbitrarily high-order accurate entropy stable schemes for systems of conservation laws. The schemes, termed TeCNO schemes, are based on two main ingredients: (i) high-order accurate entropy conservative fluxes and (ii) suitable numerical diffusion operators involving ENO reconstructed cell-interface values of scaled entropy variables. Numerical experiments in one and two space dimensions are presented to illustrate the robust numerical performance of the TeCNO schemes.

Spectral approximations to nonlinear hyperbolic conservation laws require dissipative regularization for stability. The dissipative mechanism must, on the other hand, be small enough in order to retain the spectral accuracy in regions where the solution is smooth. We introduce a new form of viscous regularization which is activated only in the local neighborhood of shock discontinuities. The basic idea is to employ a spectral edge detection algorithm as a dynamical indicator of where in physical space to apply numerical viscosity. The resulting spatially local viscosity is successfully combined with spectral viscosity, where a much higher than usual cut-off frequency can be used. Numerical results show that the new adaptive spectral viscosity scheme significantly improves the accuracy of the standard spectral viscosity scheme. In particular, results are improved near the shocks and at low resolutions. Examples include numerical simulations of Burgers' equation, shallow water with bottom topography, and the isothermal Euler equations. We also test the schemes on a nonconvex scalar problem, finding that the new scheme approximates the entropy solution more reliably than the standard spectral viscosity scheme.

In this paper we present two versions of the central local discontinuous Galerkin (LDG) method on overlapping cells for solving diffusion equations, and provide their stability analysis and error estimates for the linear heat equation. A comparison between the traditional LDG method on a single mesh and the two versions of the central LDG method on overlapping cells is also made. Numerical experiments are provided to validate the quantitative conclusions from the analysis and to support conclusions for general polynomial degrees.

We consider the shallow water equations with non-flat bottom topography. The smooth solutions of these equations are energy conservative, whereas weak solutions are energy stable. The equations possess interesting steady states of lake at rest as well as moving equilibrium states. We design energy conservative finite volume schemes which preserve (i) the lake at rest steady state in both one and two space dimensions, and (ii) one-dimensional moving equilibrium states. Suitable energy stable numerical diffusion operators, based on energy and equilibrium variables, are designed to preserve these two types of steady states. Several numerical experiments illustrating the robustness of the energy preserving and energy stable well-balanced schemes are presented.

We consider constraint preserving multidimensional evolution equations. A prototypical example is provided by the magnetic induction equation of plasma physics. The constraint of interest is the divergence of the magnetic field. We design finite volume schemes which approximate these equations in a stable manner and preserve a discrete version of the constraint. The schemes are based on reformulating standard edge centered finite volume fluxes in terms of vertex centered potentials. The potential-based approach provides a general framework for faithful discretizations of constraint transport and we apply it to both divergence preserving as well as curl preserving equations. We present benchmark numerical tests which confirm that our potential-based schemes achieve high resolution, while being constraint preserving.

We introduce a class of numerical schemes that preserve a discrete version of vorticity in conservation laws which involve grad advection. These schemes are based on reformulating finite volume schemes in terms of vertex centered numerical potentials. The resulting potential-based schemes have a genuinely multidimensional structure. A suitable choice of potentials leads to discrete vorticity preserving schemes that are simple to code, computationally inexpensive, and proven to be stable. We extend our discussion to other classes of genuinely multidimensional schemes. Numerical examples for linear grad advection equations, linear and nonlinear wave equation systems, and the Euler equations of gas dynamics are presented.

A novel approach for multiscale image processing based on integro-differential equations (IDEs) was proposed in [E. Tadmor and P. Athavale, Inverse Probl. Imaging, 3 (2009), pp. 693-710]. These IDEs, which stem naturally from multiscale $(BV,L^2)$ hierarchical decompositions, yield inverse scale representations of images in the sense that the $BV$-dual norms of their residuals are inversely proportional to the scaling parameters. Motivated by the fact that $(BV,L^1)$ decomposition is more suitable for extracting local scale-space features than $(BV,L^2)$, we introduce here the IDEs which arise from multiscale $(BV,L^1)$ hierarchical decompositions. We study several variants of this $(BV,L^1)$-based IDE model, depending on modifications to the curvature term.

We improve the recent result of Chae and Tadmor (2008) [10] proving a one-sided threshold condition which leads to a finite-time breakdown of the Euler–Poisson equations in arbitrary dimension n .

Motivated by the hierarchical multiscale image representation of Tadmor et. al., (25), we propose a novel integro-differential equation (IDE) for a multiscale image representation. To this end, one integrates in inverse scale space a succession of refined, recursive 'slices' of the image, which are balanced by a typical curvature term at the finer scale. Although the original moti- vation came from a variational approach, the resulting IDE can be extended using standard techniques from PDE-based image processing. We use filtering, edge preserving and tangential smoothing to yield a family of modified IDE models with applications to image denoising and image deblurring problems. The IDE models depend on a user scaling function which is shown to dictate the BV ∗ properties of the residual error. Numerical experiments demonstrate application of the IDE approach to denoising and deblurring.

We propose three novel methods for recovering edges in piecewise smooth functions from their possibly incomplete and noisy spectral information. The proposed methods utilize three different approaches: #1. The randomly-based sparse Inverse Fast Fourier Transform (sIFT); #2. The Total Variation-based (TV) compressed sensing; and #3. The modified zero crossing. The different approaches share a common feature: edges are identified through separation of scales. To this end, we advocate here the use of concentration kernels (Tadmor, Acta Numer. 16:305–378, 2007), to convert the global spectral data into an approximate jump function which is localized in the immediate neighborhoods of the edges. Building on these concentration kernels, we show that the sIFT method, the TV-based compressed sensing and the zero crossing yield effective edge detectors, where finitely many jump discontinuities are accurately recovered. One- and two-dimensional numerical results are presented.

We prove stability and derive error estimates for the recently introduced central discontinuous Galerkin method, in the context of linear hyperbolic equations with possibly discontinuous solutions. A comparison between the central discontinuous Galerkin method and the regular discontinuous Galerkin method in this context is also made. Numerical experiments are provided to validate the quantitative conclusions from the analysis.

We study the stabilizing effect of rotational forcing in the nonlinear setting of two-dimensional shallow-water and more general models of compressible Euler equations. In [Phys. D, 188 (2004), pp. 262–276] Liu and Tadmor have shown that the pressureless version of these equations admit a global smooth solution for a large set of subcritical initial configurations. In the present work we prove that when rotational force dominates the pressure, it prolongs the lifespan of smooth solutions for $t \stackrel{{}_

We prove that the one-dimensional Euler�Poisson system driven by the Poisson forcing together with the usual $\gamma$-law pressure, $\gamma \geq 1$, admits global solutions for a large class of initial data. Thus, the Poisson forcing regularizes the generic finite-time breakdown in the 2x2 p-system. Global regularity is shown to depend on whether or not the initial configuration of the Riemann invariants and density crosses an intrinsic critical threshold.

We prove the finite time blow-up for $C^1$ solutions of the attractive Euler-Poisson equations in $\Bbb R^{2}$, $n\geq1$, with and without background state, for a large set of ’generic’ initial data. We characterize this supercritical set by tracing the spectral dynamics of the deformation and vorticity tensors.

We consider the problem of detecting edges—jump discontinuities in piecewise smooth functions from their $N$-degree spectral content, which is assumed to be corrupted by noise. There are three scales involved: the “smoothness" scale of order $1/N$, the noise scale of order $\sqrt{\eta}$, and the $\mathcal{O}(1)$ scale of the jump discontinuities. We use concentration factors which are adjusted to the standard deviation of the noise $\sqrt{\eta} \gg 1/N$ in order to detect the underlying $\mathcal{O}(1)$-edges, which are separated from the noise scale $\sqrt{\eta} \ll 1$.

We are concerned here with processing discontinuous functions from their spectral information. We focus on two main aspects of processing such piecewise smooth data: detecting the edges of a piecewise smooth f, namely, the location and amplitudes of its discontinuities; and recovering with high accuracy the underlying function in between those edges. If f is a smooth function, say analytic, then classical Fourier projections recover f with exponential accuracy. However, if f contains one or more discontinuities, its global Fourier projections produce spurious Gibbs oscillations which spread throughout the smooth regions, enforcing local loss of resolution and global loss of accuracy. Our aim in the computation of the Gibbs phenomenon is to detect edges and to reconstruct piecewise smooth functions, while regaining the high accuracy encoded in the spectral data.To detect edges, we utilize a general family of edge detectors based on concentration kernels. Each kernel forms an approximate derivative of the delta function, which detects edges by separation of scales. We show how such kernels can be adapted to detect edges with one- and two-dimensional discrete data, with noisy data, and with incomplete spectral information. The main feature is concentration kernels which enable us to convert global spectral moments into local information in physical space. To reconstruct f with high accuracy we discuss novel families of mollifiers and filters. The main feature here is making these mollifiers and filters adapted to the local region of smoothness while increasing their accuracy together with the dimension of the data. These mollifiers and filters form approximate delta functions which are properly parametrized to recover f with (root-) exponential accuracy.

We prove in this paper new velocity-averaging results for second-order multidimensional equations of the general form L(∇x ,v )f (x ,v ) = g(x ,v )where L(∇x ,v ):= a(v) ·∇ x −∇ � ·b(v)∇x. These results quantify the Sobolev regularity of the averages, � v f (x, v)φ(v)dv, in terms of the nondegeneracy of the set

The central scheme of Nessyahu and Tadmor [J. Comput. Phys., 87 (1990), pp. 408-463] solves hyperbolic conservation laws on a staggered mesh and avoids solving Riemann problems across cell boundaries. To overcome the difficulty of excessive numerical dissipation for small time steps, the recent work of Kurganov and Tadmor [J. Comput. Phys., 160 (2000), pp. 241-282] employs a variable control volume, which in turn yields a semidiscrete nonstaggered central scheme. Another approach, which we advocate here, is to view the staggered meshes as a collection of overlapping cells and to realize the computed solution by its overlapping cell averages. This leads to a simple technique to avoid the excessive numerical dissipation for small time steps [Y. Liu, J. Comput. Phys., 209 (2005), pp. 82-104]. At the heart of the proposed approach is the evolution of two pieces of information per cell, instead of one cell average which characterizes all central and upwind Godunov-type finite volume schemes. Overlapping cells lend themselves to the development of a central-type discontinuous Galerkin (DG) method, following the series of works by Cockburn and Shu [J. Comput. Phys., 141 (1998), pp. 199-224] and the references therein. In this paper we develop a central DG technique for hyperbolic conservation laws, where we take advantage of the redundant representation of the solution on overlapping cells. The use of redundant overlapping cells opens new possibilities beyond those of Godunov-type schemes. In particular, the central DG is coupled with a novel reconstruction procedure which removes spurious oscillations in the presence of shocks. This reconstruction is motivated by the moments limiter of Biswas, Devine, and Flaherty [Appl. Numer. Math., 14 (1994), pp. 255-283] but is otherwise different in its hierarchical approach. The new hierarchical reconstruction involves a MUSCL or a second order ENO reconstruction in each stage of a multilayer reconstruction process without characteristic decomposition. It is compact, easy to implement over arbitrary meshes, and retains the overall preprocessed order of accuracy while effectively removing spurious oscillations around shocks.

We prove the existence of a weak solution to a two-dimensional resonant 3x3 system of conservation laws with BV initial data. Due to possible resonance (coinciding eigenvalues), spatial BV estimates are in general not available. Instead, we use an entropy dissipation bound combined with the time translation invariance property of the system to prove existence based on a two-dimensional compensated compactness argument adapted from the paper of Tadmor, Rascle and Bagnerini, "Compensated compactness for 2D conservation laws", [JHDEs 2(3):697--712, 2005]. Existence is proved under the assumption that the flux functions in the two directions are linearly independent.

We study the critical thresholds for the compressible pressureless Euler equations with pairwise attractive or repulsive interaction forces and non-local alignment forces in velocity in one dimension. We provide a complete description for the critical threshold to the system without interaction forces leading to a sharp dichotomy condition between global-in-time existence or finite-time blowup of strong solutions. When the interaction forces are considered, we also give a classification of the critical thresholds according to the different type of interaction forces. We also remark on global-in-time existence when the repulsion is modeled by the isothermal pressure law.

We are concerned with the detection of edges--the location and amplitudes of jump discontinuities of piecewise smooth data realized in terms of its discrete grid values. We discuss the interplay between two approaches. One approach, realized in the physical space, is based on local differences and is typically limited to low-order of accuracy. An alternative approach developed in our previous work [Gelb and Tadmor, Appl. Comp. Harmonic Anal., 7, 101---135 (1999)] and realized in the dual Fourier space, is based on concentration factors; with a proper choice of concentration factors one can achieve higher-orders--in fact in [Gelb and Tadmor, SIAM J. Numer. Anal., 38, 1389---1408 (2001)] we constructed exponentially accurate edge detectors. Since the stencil of these highly-accurate detectors is global, an outside threshold parameter is required to avoid oscillations in the immediate neighborhood of discontinuities. In this paper we introduce an adaptive edge detection procedure based on a cross-breading between the local and global detectors. This is achieved by using the minmod limiter to suppress spurious oscillations near discontinuities while retaining high-order accuracy away from the jumps. The resulting method provides a family of robust, parameter-free edge-detectors for piecewise smooth data. We conclude with a series of one- and two-dimensional simulations.

We present a new family of high-resolution, nonoscillatory semidiscrete central schemes for the approximate solution of the ideal magnetohydrodynamics (MHD) equations. This is the second part of our work, where we are passing from the fully discrete staggered schemes in [J. Balbas, E. Tadmor, and C.-C. Wu, J. Comput. Phys., 201 (2004), pp. 261-285] to the semidiscrete formulation advocated in [A. Kurganov and E. Tadmor, J. Comput. Phys., 160 (2000), pp. 241-282]. This semidiscrete formulation retains the simplicity of fully discrete central schemes while enhancing efficiency and adding versatility. The semidiscrete algorithm offers a wider range of options to implement its two key steps: nonoscillatory reconstruction of point values followed by the evolution of the corresponding point valued fluxes. We present the solution of several prototype MHD problems. Solutions of one-dimensional Brio--Wu shock-tube problems and the two-dimensional Kelvin--Helmholtz instability, Orszag--Tang vortex system, and the disruption of a high density cloud by a strong shock are carried out using third- and fourth-order central schemes based on the central WENO reconstructions. These results complement those presented in our earlier work and confirm the remarkable versatility and simplicity of central schemes as black-box, Jacobian-free MHD solvers. Furthermore, our numerical experiments demonstrate that this family of semidiscrete central schemes preserves the $\nabla \cdot {\bf B} = 0$-constraint within machine round-off error; happily, no constrained-transport enforcement is needed.

We introduce a new class of exponentially accurate filters for processing piecewise smooth spectral data. Our study is based on careful error decompositions, focusing on a rather precise balance between physical space localization and the usual moments condition. Exponential convergence is recovered by optimizing the order of the filter as an adaptive function of both the projection order and the distance to the nearest discontinuity. Combined with the automated edge detection methods, e.g. Gelb & Tadmor (2002, Math. Model. Numer. Anal., 36, 155–175), adaptive filters provide a robust, computationally efficient, black box procedure for the exponentially accurate reconstruction of a piecewise smooth function from its spectral information.

The computations reported in this paper demonstrate the remarkable versatility of central schemes as black-box, Jacobian-free solvers for ideal magnetohydrodynamics (MHD) equations. Here we utilize a family of high-resolution, non-oscillatory central schemes for the approximate solution of the one- and two-dimensional MHD equations. We present simulations based on staggered grids of several MHD prototype problems. Solution of one-dimensional shock-tube problems is carried out using second- and third-order central schemes [Numer. Math. 79 (1998) 397; J. Comput. Phys. 87 (2) (1990) 408], and we use the second-order central scheme [SIAM J. Sci Comput. 19 (6) (1998) 1892] which is adapted for the solution of the two-dimensional Kelvin-Helmholtz and Orszag-Tang problems. A qualitative comparison reveals an excellent agreement with previous results based on upwind schemes. Central schemes, however, require little knowledge about the eigenstructure of the problem in fact, we even avoid an explicit evaluation of the corresponding Jacobians, while at the same time they eliminate the need for dimensional splitting.

We prove that bounded solutions of the vanishing hyper-viscosity equation, ut + f(u)x +( 1) s "@ 2s x u = 0 converge to the entropy solution of the corresponding convex conservation law ut+f(u)x =0 ,f 00 > 0. The hyper-viscosity case, s> 1, lacks the monotonicity which underlines the Krushkov BV theory in the viscous case s = 1. Instead we show how to adapt the Tartar-Murat compensated compactness theory together with a weaker entropy dissipation bound to conclude the convergence of the vanishing hyper-viscosity.

We propose a new multiscale image decomposition which offers a hierarchical, adaptive representation for the different features in general images. The starting point is a vari- ational decomposition of an image, f = u0 + v0, where (u0 ,v 0) is the minimizer of a J-functional, J(f, λ0; X, Y ) = inf u+v=fuX + λ0� vp . Such minimizers are standard tools for image ma- nipulations (e.g., denoising, deblurring, compression); see, for example, (M. Mumford and J. Shah, Proceedings of the IEEE Computer Vision Pattern Recognition Conference, San Francisco, CA, 1985) and (L. Rudin, S. Osher, and E. Fatemi, Phys. D, 60 (1992), pp. 259-268). Here, u0 should capture "essential features" of f which are to be separated from the spurious components absorbed by v0, and λ0 is a fixed threshold which dictates separation of scales. To proceed, we iterate the refinement step (uj+1 ,v j+1) = arginf J(vj ,λ 02j ), leading to the hierarchical decomposition, f = k=0 uj + vk. We focus our attention on the particular case of (X, Y )=( BV, L 2 ) decomposition. The resulting hierarchical decomposition, f ∼ j uj , is essentially nonlinear. The questions of convergence, energy decomposition, localization, and adaptivity are discussed. The decomposition is constructed by nu- merical solution of successive Euler-Lagrange equations. Numerical results illustrate applications of the new decomposition to synthetic and real images. Both greyscale and color images are considered.

We study the entropy stability of difference approximations to nonlinear hyperbolic conservation laws, and related time-dependent problems governed by additional dissipative and dispersive forcing terms. We employ a comparison principle as the main tool for entropy stability analysis, comparing the entropy production of a given scheme against properly chosen entropy-conservative schemes.To this end, we introduce general families of entropy-conservative schemes, interesting in their own right. The present treatment of such schemes extends our earlier recipe for construction of entropy-conservative schemes, introduced in Tadmor (1987b). The new families of entropy-conservative schemes offer two main advantages, namely, (i) their numerical fluxes admit an explicit, closed-form expression, and (ii) by a proper choice of their path of integration in phase space, we can distinguish between different families of waves within the same computational cell; in particular, entropy stability can be enforced on rarefactions while keeping the sharp resolution of shock discontinuities.A comparison with the numerical viscosities associated with entropy-conservative schemes provides a useful framework for the construction and analysis of entropy-stable schemes. We employ this framework for a detailed study of entropy stability for a host of first- and second-order accurate schemes. The comparison approach yields a precise characterization of the entropy stability of semi-discrete schemes for both scalar problems and systems of equations.We extend these results to fully discrete schemes. Here, spatial entropy dissipation is balanced by the entropy production due to time discretization with a suffciently small time-step, satisfying a suitable CFL condition. Finally, we revisit the question of entropy stability for fully discrete schemes using a different approach based on homotopy arguments. We prove entropy stability under optimal CFL conditions.

We provide a complete description of the critical threshold phenomenon for the two-dimensional localized Euler-Poisson equations, introduced by the authors in [Comm. Math. Phys., 228 (2002), pp. 435-466]. Here, the questions of global regularity vs. finite-time breakdown for the two-dimensional (2D) restricted Euler-Poisson solutions are classified in terms of precise explicit formulae, describing a remarkable variety of critical threshold surfaces of initial configurations. In particular, it is shown that the 2D critical thresholds depend on the relative sizes of three quantities: the initial density, the initial divergence, and the initial spectral gap, that is, the difference between the two eigenvalues of the 2 × 2 initial velocity gradient.

We report here on our numerical study of the two-dimensional Riemann problem for the com- pressible Euler equations. Compared with the relatively simple 1-D congurations, the 2-D case consists of a plethora of geometric wave patterns which pose a computational challenge for high- resolution methods. The main feature in the present computations of these 2-D waves is the use of the Riemann-solvers-free central schemes presented in (11). This family of central schemes avoids the intricate and time-consuming computation of the eigensystem of the problem, and hence oers a considerably simpler alternative to upwind methods. The numerical results illustrate that despite their simplicity, the central schemes are able to recover with comparable high-resolution, the various features observed in the earlier, more expensive computations. AMS subject classication: Primary 65M10; Secondary 65M05

This paper addresses the recovery of piecewise smooth functions from their discrete data. Reconstruction methods using both pseudo-spectral coecients and physical space interpolants have been discussed extensively in the literature, and it is clear that an ap rioriknowledge of the jump discontinuity location is essential for any reconstruction technique to yield spectrally accurate results with high resolution near the discontinuities. Hence detection of the jump discontinuities is critical for all methods. Here we formulate a new localized reconstruction method adapted from the method developed in Gottlieb and Tadmor (1985) and recently revisited in Tadmor and Tanner (in press). Our procedure incorporates the detection of edges into the reconstruction technique. The method is robust and highly accurate, yielding spectral accuracy up to a small neighborhood of the jump discontinuities. Results are shown in one and two dimensions.

We study the semi-classical limit of the nonlinear Schrodinger-Poisson (NLSP) equa- tion for initial data of the WKB type. The semi-classical limit in this case is realized in terms of a density-velocity pair governed by the Euler-Poisson equations. Recently we have shown in (ELT, Indiana Univ. Math. J., 50 (2001), 109-157), that the isotropic Euler-Poisson equations admit a critical threshold phenomena, where initial data in the sub-critical regime give rise to globally smooth solutions. Consequently, we justify the semi-classical limit for sub-critical NLSP initial data and confirm the validity of the WKB method.

We discuss the reconstruction of piecewise smooth data from its (pseudo-) spectral information. Spectral projections enjoy superior resolution provided the data is globally smooth, while the presence of jump discontinuities is responsible for spurious ${\cal O}(1)$ Gibbs oscillations in the neighborhood of edges and an overall deterioration to the unacceptable first-order convergence rate. The purpose is to regain the superior accuracy in the piecewise smooth case, and this is achieved by mollification. Here we utilize a modified version of the two-parameter family of spectral mollifiers introduced by Gottlieb & Tadmor [GoTa85]. The ubiquitous one-parameter, finite-order mollifiers are based on dilation. In contrast, our mollifiers achieve their high resolution by an intricate process of high-order cancelation. To this end, we first implement a localization step using edge detection procedure, [GeTa00a, GeTa00b]. The accurate recovery of piecewise smooth data is then carried out in the direction of smoothness away from the edges, and adaptivity is responsible for the high resolution. The resulting adaptive mollifier greatly accelerates the convergence rate, recovering piecewise analytic data within exponential accuracy while removing spurious oscillations that remained in [GoTa85]. Thus, these adaptive mollifiers offer a robust, general-purpose ``black box'' procedure for accurate post processing of piecewise smooth data.

We study the $L^1$ -stability and error estimates of general approximate solutions for the Cauchy problem associated with multidimensional Hamilton-Jacobi (H-J) equations. For strictly convex Hamiltonians, we obtain a priori error estimates in terms of the truncation errors and the initial perturbation errors. We then demonstrate this general theory for two types of approximations: approximate solutions constructed by the vanishing viscosity method, and by Godunov-type finite difference methods. If we let $\epsilon$ denote the `small scale' of such approximations (– the viscosity amplitude $\epsilon$ , the spatial grad-size $\Delta x$ , etc.), then our $L^1$ -error estimates are of ${\cal O}(\epsilon)$ , and are sharper than the classical $L^\infty$ -results of order one half, ${\cal O}(\sqrt{\epsilon})$ . The main building blocks of our theory are the notions of the semi-concave stability condition and $L^1$ -measure of the truncation error. The whole theory could be viewed as a multidimensional extension of the $Lip^\prime$ -stability theory for one-dimensional nonlinear conservation laws developed by Tadmor et. al. [34,24,25]. In addition, we construct new Godunov-type schemes for H-J equations which consist of an exact evolution operator and a global projection operator. Here, we restrict our attention to linear projection operators (first-order schemes). We note, however, that our convergence theory applies equally well to nonlinear projections used in the context of modern high-resolution conservation laws. We prove semi-concave stability and obtain $L^1$ -bounds on their associated truncation errors; $L^1$ -convergence of order one then follows. Second-order (central) Godunov-type schemes are also constructed. Numerical experiments are performed; errors and orders are calculated to confirm our $L^1$ -theory.