曲面扩散的变分水平集方法

基于变分水平集方法提出了一种通用的曲面扩散变分模型,其数据项为演化曲面与原曲面的水平集函数Heaviside函数差的平方,规则项为基于整体曲率的通用函数,通过图像扩散模型中的总变差与该模型中的总曲率类比设计该规则项,以实现曲面扩散的任务。为了避免水平集函数的重新初始化,在本文的能量泛函中增加了水平集函数为符号距离函数的惩罚项。所得到的演化方程为4阶偏微分方程,对其对流项采用经典迎风差分格式离散,对其中的扩散项采用中心差分格式。最后通过数值算例验证了模型用于曲面光滑、边缘保持与边缘增强的可行性。     

三维图像多相分割的变分水平集方法

变分水平集方法是图像分割等领域出现的新的建模方法,借助多个水平集函数可有效地实现图像多相分割.但在区域/相的通用表达、不同区域内图像模型的表达、通用的能量函的设计、高维图像分割中的拓展研究等方面仍是图像处理的变分方法、水平集方法、偏微分方程方法等研究的热点问题.文中以三维图像为研究对象,系统地建立了一种新的三维图像多相分割的变分水平集方法.该方法用n-1个水平集函数划分n个区域,并基于Heaviside函数设汁出区域划分的通用的特征函数;其能量泛函包括通用的区域模型、边缘检测模型和水平集函数为符号距离函数的约束项3部分;最后,针对所得到的曲面演化方程,采用半隐式差分格式进行离散,并对多种类型三维图像进行分割验证了所提出模型的通用性和有效性.     

曲面变形的水平集方法

文中作者提出一种曲面变形的新方法.首先引入一个一阶能量范函,然后通过对其极小化诱导出一个水平集形式的二阶几何偏微分方程,从而将曲面变形过程转化为一个三维体上的隐式模型的演化过程.模型演化所产生的系列变形曲面被描述成一个密集取样的三维体上水平集函数的演化.实验结果显示大尺度的形变以及拓扑结构的自动改变均能理想地实现.作者采用C2光滑的B样条作为水平集函数,从而获得了高质量的曲面.伺时,作者的方法还具有其它一些优点,比如简单的用户输入、灵活的数学模型以及稳健的数值算法.     

保特征散乱数据的曲面重构——变分水平集方法

研究了保特征散乱数据的曲面重构问题。根据主曲率的差可以刻画图像的棱角特征这一特性,提出了一种新的能量模型。通过变分法,能量得到了新的微分方程,并利用有限元方法求解。试验结果表明,该方法有良好的重构效果,并很好地保持了棱角特征。     

求解复杂交通流模型的低耗散中心迎风格式

针对非均匀道路上的多车种LWR交通流模型,提出一种低耗散中心迎风格式。以4阶中心加权基本无震荡重构和低耗散中心迎风数值通量为基础,通过构造不同形式的全局光滑因子及增大非光滑模板对应的非线性权重优化数值格式的耗散特性,并采用Runge-Kutta方法对半离散数值格式在时间方向上进行离散使其保持4阶精度。对非均匀道路上多车种LWR交通流模型的车道数变化和交通信号灯控制问题进行数值模拟,结果表明该格式具有4阶求解精度,且分辨率高。     

基于PM模型的曲面去噪变分水平集方法

PM（perona-malik）模型是一种经典的非线性图像扩散模型,该模型能根据设定的阈值对图像光滑区域进行扩散,并能自适应地保持图像边缘。本文将曲面法矢量与一般灰度图像的强度进行类比,将经典的图像扩散的PM模型转化为曲面几何噪声处理的自适应扩散变分模型,在使曲面光滑的同时,能够保持曲面边缘。曲面采用隐函数的零水平集表达,能量泛函中的数据项用初始水平集函数的Heaviside函数与演化后水平集函数的Heaviside函数差的平方表达,能量泛函中的光滑项基于几何曲率定义。此外,在能量泛函中增加了水平集函数为符号距离函数的惩罚项,避免了水平集函数需要不断重新初始化的问题。数值实验验证了所提出模型的曲面噪声去除及曲面边缘保持效果。     

整体曲率变分水平集方法的曲面去噪模型

针对曲面去噪问题,提出了一种基于整体曲率变分水平集方法的曲面去噪模型。该模型是应用于图像去噪的ROF模型在几何形状处理中的自然拓展。它基于隐式水平集变分方法,能够自动处理曲面拓扑结构的变化。对该能量模型采用变分水平集方法求其梯度最速下降方程,通过演化该方程,最终得到模型最优解。为使计算结果更加准确,采用了半点差分格式离散。实验结果表明,该模型具有良好的去噪性能,同时能有效地保持曲面中的特征信息。     

隐式T样条实现封闭曲面重建

为了简化法向偏差约束条件和优化光滑能量项,提出一种隐式T样条曲面重建算法.首先利用八叉树及其细分过程从采样点集构造三维T网格,以确定每个控制系数对应的混合函数;然后基于隐式T样条曲面建立目标函数,利用偏移曲面点集控制法向,采用广义交叉检验(GCV)方法估计最优光滑项系数,并依据最优化原理将该问题转化为线性方程组求解得到控制系数,从而实现三角网格曲面到光滑曲面的重建.在误差较大的区域插入控制系数进行T网格局部修正,使得重建曲面达到指定精度.该算法使重建曲面C1连续条件得到松弛,同时给出最优的光顺项系数估计,较好地解决了封闭曲面的重建问题.实例结果表明,文中算法逼近精度高,运算速度快,仿真结果逼真.     

解扩散方程的指数时间差分方法

指数时间差分方法是近年来提出求解刚性常微分方程的一种新的数值计算方法.指数时间差分方法是一种积分方法,而不是经典的差分方法.利用指数时间差分方法求解扩散方程,如一维拟线性对流扩散方程和Allen-Cahn扩散方程.扩散方程在空间方向离散后转化成刚性常微分方程.用显式指数时间差分方法和相应阶的显式Runge-Kutta方法求解刚性常微分方程.数值结果表明显式指数时间差分方法具有相同阶的显式Runge-Kutta方法相应的精度,稳定性显著提高,而且能很好地模拟扩散方程的演化行为.指数时间差分方法可用于刚性常微分方程的数值计算.     

分段光滑曲面重构的面片图稀疏优化方法

针对离散点云拓扑关系恢复及特征提取困难的问题,提出了一种健壮有效的分段光滑曲面重构方法。获得由基函数集定义的局部曲面面片图,建立尖锐特征节点的拓扑连接,通过求解一个稀疏优化问题,获得每个节点基函数的最优系数,并输出清洁的流形网格曲面。实例证明,该算法实用性好,对分段光滑曲面重构效果理想。     

Simulations of Shallow Water Equations with Finite Difference Lax-Wendroff Weighted Essentially Non-oscillatory Schemes

In this paper we study a Lax-Wendroff-type time discretization procedure for the finite difference weighted essentially non-oscillatory (WENO) schemes to solve one-dimensional and two-dimensional shallow water equations with source terms. In order to maintain genuinely high order accuracy and suit to problems with a rapidly varying bottom topography we use WENO reconstruction not only to the flux but also to the source terms of algebraical modified shallow water equations. Extensive simulations are performed, as a result, the WENO schemes with Lax-Wendroff-type time discretization can maintain nonoscillatory properties and more cost effective than that with Runge-Kutta time discretization.     

Pricing weather derivatives with partial differential equations of the Ornstein–Uhlenbeck process

This paper means to price weather derivatives through solving the Partial Differential Equation (PDE) of the Ornstein–Uhlenbeck process. Since the PDE is convection dominated, a finite difference scheme with adaptively adjusted one-sided difference is proposed to discretize the PDE without causing spurious oscillations. We compare the finite difference scheme with both the Monte Carlo simulations and Alaton’s approximate formulas. It is shown by extensive numerical experiments that the PDE based approach is accurate, efficient and practical for weather derivative pricing.In addition, we point out that the PDE approach developed for discretely sampled temperature is essentially equivalent to the Semi-Lagrangian time stepping based method. A corresponding Semi-Lagrangian method is also proposed to price weather derivatives of continuously sampled temperature.     

Hermite WENO schemes and their application as limiters for Runge-Kutta discontinuous Galerkin method II: Two dimensional case

A class of fifth-order weighted essentially non-oscillatory (WENO) schemes based on Hermite polynomials, termed HWENO (Hermite WENO) schemes, for solving one dimensional non-linear hyperbolic conservation law systems, was developed and applied as limiters for the Runge-Kutta discontinuous Galerkin (RKDG) methods in [J. Comput. Phys. 193 (2003) 115]. In this paper, we extend the method to solve two dimensional non-linear hyperbolic conservation law systems. The emphasis is again on the application of such HWENO finite volume methodology as limiters for RKDG methods to maintain compactness of RKDG methods. Numerical experiments for two dimensional Burgers’ equation and Euler equations of compressible gas dynamics are presented to show the effectiveness of these methods.     

WENO Schemes and Their Application as Limiters for RKDG Methods Based on Trigonometric Approximation Spaces

In this paper, we present a class of finite volume trigonometric weighted essentially non-oscillatory (TWENO) schemes and use them as limiters for Runge-Kutta discontinuous Galerkin (RKDG) methods based on trigonometric polynomial spaces to solve hyperbolic conservation laws and highly oscillatory problems. As usual, the goal is to obtain a robust and high order limiting procedure for such a RKDG method to simultaneously achieve uniformly high order accuracy in smooth regions and sharp, non-oscillatory shock transitions. The major advantage of schemes which are based on trigonometric polynomial spaces is that they can simulate the wave-like and highly oscillatory cases better than the ones based on algebraic polynomial spaces. We provide numerical results in one and two dimensions to illustrate the behavior of these procedures in such cases. Even though we do not utilize optimal parameters for the trigonometric polynomial spaces, we do observe that the numerical results obtained by the schemes based on such spaces are better than or similar to those based on algebraic polynomial spaces.     

A new 3D parallel SPH scheme for free surface flows

We propose a new robust and accurate SPH scheme, able to track correctly complex three-dimensional non-hydrostatic free surface flows and, even more important, also able to compute an accurate and little oscillatory pressure field. It uses the explicit third order TVD Runge-Kutta scheme in time, following Shu and Osher [Shu C-W, Osher S. Efficient implementation of essentially non-oscillatory shock-capturing schemes. J Comput Phys 1988;89:439-71], together with the new key idea of introducing a monotone upwind flux for the density equation, thus removing any artificial viscosity term. For the discretization of the velocity equation, the non-diffusive central flux has been used. A new flexible approach to impose the boundary conditions at solid walls is also proposed. It can handle any moving rigid body with arbitrarily irregular geometry. It does neither produce oscillations in the fluid pressure in proximity of the interfaces, nor does it have a restrictive impact on the stability condition of the explicit time stepping method, unlike the repellent boundary forces of Monaghan [Monaghan JJ. Simulating free surface flows with SPH. J Comput Phys 1994;110:399-406]. To asses the accuracy of the new SPH scheme, a 3D mesh-convergence study is performed for the strongly deforming free surface in a 3D dam-break and impact-wave test problem providing very good results.Moreover, the parallelization of the new 3D SPH scheme has been carried out using the message passing interface (MPI) standard, together with a dynamic load balancing strategy to improve the computational efficiency of the scheme. Thus, simulations involving millions of particles can be run on modern massively parallel supercomputers, obtaining a very good performance, as confirmed by a speed-up analysis. The 3D applications consist of environmental flow problems, such as dam-break flows and impact flows against a wall. The numerical solutions obtained with our new 3D SPH code have been compared with either experimental results or with other numerical reference solutions, obtaining in all cases a very satisfactory agreement.     

A level set method for structural shape and topology optimization using radial basis functions

This paper presents an alternative level set method for shape and topology optimization of continuum structures. An implicit free boundary representation model is established by embedding structural boundary into the zero level set of a higher-dimensional level set function. An explicit parameterization scheme for the level set surface is proposed by using radial basis functions with compact support. In doing so, the originally more difficult shape and topology optimization, driven by the temporal and spatial Hamilton–Jacobi partial differential equation (PDE), is transformed into a relatively easier size optimization of the expansion coefficients of the basis functions. The design optimization is converted to an iterative numerical process that combines the parameterization with a derivation of the shape sensitivity of the design functions, so as to allow using mathematical programming algorithms to solve the level set-based design problem and avoid directly solving the Hamilton–Jacobi PDE. Furthermore, a numerically more stable and efficient volume integration scheme is proposed to implement calculations of the shape derivatives, leading to the creation of new holes which are generated initially along the boundary and then propagated to the interior of the design domain. Two widely studied examples are used to demonstrate the effectiveness of the proposed optimization method.     

Adaptive WENO Methods Based on Radial Basis Function Reconstruction

We explore the use of radial basis functions (RBF) in the weighted essentially non-oscillatory (WENO) reconstruction process used to solve hyperbolic conservation laws, resulting in a numerical method of arbitrarily high order to solve problems with discontinuous solutions. Thanks to the mesh-less property of the RBFs, the method is suitable for non-uniform grids and mesh adaptation. We focus on multiquadric radial basis functions and propose a simple strategy to choose the shape parameter to control the balance between achievable accuracy and the numerical stability. We also develop an original smoothness indicator which is independent of the RBF for the WENO reconstruction step. Moreover, we introduce type I and type II RBF-WENO methods by computing specific linear weights. The RBF-WENO method is used to solve linear and nonlinear problems for both scalar and systems of conservation laws, including Burgers equation, the Buckley–Leverett equation, and the Euler equations. Numerical results confirm the performance of the proposed method. We finally consider an effective conservative adaptive algorithm that captures moving shocks and rapidly varying solutions well. Numerical results on moving grids are presented for both Burgers equation and the more complex Euler equations.     

Implicit and Nonparametric Shape Reconstruction from Unorganized Data Using a Variational Level Set Method

In this paper we consider a fundamental visualization problem: shape reconstruction from an unorganized data set. A new minimal-surface-like model and its variational and partial differential equation (PDE) formulation are introduced. In our formulation only distance to the data set is used as our input. Moreover, the distance is computed with optimal speed using a new numerical PDE algorithm. The data set can include points, curves, and surface patches. Our model has a natural scaling in the nonlinear regularization that allows flexibility close to the data set while it also minimizes oscillations between data points. To find the final shape, we continuously deform an initial surface following the gradient flow of our energy functional. An offset (an exterior contour) of the distance function to the data set is used as our initial surface. We have developed a new and efficient algorithm to find this initial surface. We use the level set method in our numerical computation in order to capture the deformation of the initial surface and to find an implicit representation (using the signed distance function) of the final shape on a fixed rectangular grid. Our variational/PDE approach using the level set method allows us to handle complicated topologies and noisy or highly nonuniform data sets quite easily. The constructed shape is smoother than any piecewise linear reconstruction. Moreover, our approach is easily scalable for different resolutions and works in any number of space dimensions.     

Numerical Study of Compressible Mixing Layers Using High-Order WENO Schemes

This paper reports high resolution simulations using fifth-order weighted essentially non-oscillatory (WENO) schemes with a third-order TVD Runge-Kutta method to examine the features of turbulent mixing layers. The implementation of high-order WENO schemes for multi-species non-reacting Navier-Stokes (NS) solver has been validated through selective test problems. A comparative study of performance behavior of different WENO schemes has been made on a 2D spatially-evolving mixing layer interacting with oblique shock. The Bandwidth-optimized WENO scheme with total variation relative limiters is found to be less dissipative than the classical WENO scheme, but prone to exhibit some dispersion errors in relatively coarse meshes. Based on its accuracy and minimum dissipation error, the choice of this scheme has been made for the DNS studies of temporally-evolving mixing layers. The results are found in excellent agreement with the previous experimental and DNS data. The effect of density ratio is further investigated, reflecting earlier findings of the mixing growth-rate reduction.     

一种新颖的快速水平集初始化方法

水平集方法是偏微分图像分析的一个重要的数值方法,其最大的问题是计算量大,速度缓慢,特别是需要频繁的初始化。针对这个问题进行深入研究,提出了基于数学形态学的水平集初始化方法。形态学方法分为平滑和重建两个步骤,利用基本的开、闭和膨胀运算来分别平滑数值不精确的距离函数和重建窄带。新的方法不仅具有很高的效率,而且可以适应各种拓扑变化,完全可以替代常规方法,运用于数字图像的实时处理中。