operator splitting
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Huizhu Pan ◽  
Jintao Song ◽  
Wanquan Liu ◽  
Ling Li ◽  
Guanglu Zhou ◽  

AbstractPreserving contour topology during image segmentation is useful in many practical scenarios. By keeping the contours isomorphic, it is possible to prevent over-segmentation and under-segmentation, as well as to adhere to given topologies. The Self-repelling Snakes model (SR) is a variational model that preserves contour topology by combining a non-local repulsion term with the geodesic active contour model. The SR is traditionally solved using the additive operator splitting (AOS) scheme. In our paper, we propose an alternative solution to the SR using the Split Bregman method. Our algorithm breaks the problem down into simpler sub-problems to use lower-order evolution equations and a simple projection scheme rather than re-initialization. The sub-problems can be solved via fast Fourier transform or an approximate soft thresholding formula which maintains stability, shortening the convergence time, and reduces the memory requirement. The Split Bregman and AOS algorithms are compared theoretically and experimentally.

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Sangkwon Kim ◽  
Chaeyoung Lee ◽  
Wonjin Lee ◽  
Soobin Kwak ◽  
Darae Jeong ◽  

In this study, we present an accurate and efficient nonuniform finite difference method for the three-dimensional (3D) time-fractional Black–Scholes (BS) equation. The operator splitting scheme is used to efficiently solve the 3D time-fractional BS equation. We use a nonuniform grid for pricing 3D options. We compute the three-asset cash-or-nothing European call option and investigate the effects of the fractional-order α in the time-fractional BS model. Numerical experiments demonstrate the efficiency and fastness of the proposed scheme.

Minh N. Bùi ◽  
Patrick L. Combettes

We propose a novel approach to monotone operator splitting based on the notion of a saddle operator. Under investigation is a highly structured multivariate monotone inclusion problem involving a mix of set-valued, cocoercive, and Lipschitzian monotone operators, as well as various monotonicity-preserving operations among them. This model encompasses most formulations found in the literature. A limitation of existing primal-dual algorithms is that they operate in a product space that is too small to achieve full splitting of our problem in the sense that each operator is used individually. To circumvent this difficulty, we recast the problem as that of finding a zero of a saddle operator that acts on a bigger space. This leads to an algorithm of unprecedented flexibility, which achieves full splitting, exploits the specific attributes of each operator, is asynchronous, and requires to activate only blocks of operators at each iteration, as opposed to activating all of them. The latter feature is of critical importance in large-scale problems. The weak convergence of the main algorithm is established, as well as the strong convergence of a variant. Various applications are discussed, and instantiations of the proposed framework in the context of variational inequalities and minimization problems are presented.

2021 ◽  
Matthias Karl ◽  
Liisa Pirjola ◽  
Tiia Grönholm ◽  
Mona Kurppa ◽  
Srinivasan Anand ◽  

Abstract. Numerical models are needed for evaluating aerosol processes in the atmosphere in state-of-the-art chemical transport models, urban-scale dispersion models and climatic models. This article describes a publicly available aerosol dynamics model MAFOR (Multicomponent Aerosol FORmation model; version 2.0); we address the main structure of the model, including the types of operation and the treatments of the aerosol processes. The main advantage of MAFOR v2.0 is the consistent treatment of both the mass- and number-based concentrations of particulate matter. An evaluation of the model is also presented, against a high-resolution observational dataset in a street canyon located in the centre of Helsinki (Finland) during an afternoon traffic rush hour on 13 December 2010. The experimental data included measurements at different locations in the street canyon of ultrafine particles, black carbon, and fine particulate mass PM1. This evaluation has also included an intercomparison with the corresponding predictions of two other prominent aerosol dynamics models, AEROFOR and SALSA. All three models fairly well simulated the decrease of the measured total particle number concentrations with increasing distance from the vehicular emission source. The MAFOR model reproduced the evolution of the observed particle number size distributions more accurately than the other two models. The MAFOR model also predicted the variation of the concentration of PM1 better than the SALSA model. We also analysed the relative importance of various aerosol processes based on the predictions of the three models. As expected, atmospheric dilution dominated over other processes; dry deposition was the second most significant process. Numerical sensitivity tests with the MAFOR model revealed that the uncertainties associated with the properties of the condensing organic vapours affected only the size range of particles smaller than 10 nm in diameter. These uncertainties do not therefore affect significantly the predictions of the whole of the number size distribution and the total number concentration. The MAFOR model version 2 is well documented and versatile to use, providing a range of alternative parametrizations for various aerosol processes. The model includes an efficient numerical integration of particle number and mass concentrations, an operator-splitting of processes, and the use of a fixed sectional method. The model could be used as a module in various atmospheric and climatic models.

2021 ◽  
Vol 410 ◽  
pp. 126446
Parna Mandal ◽  
István Faragó

2021 ◽  
Vol 2021 ◽  
pp. 1-23
Yibao Li ◽  
Sungha Yoon ◽  
Jian Wang ◽  
Jintae Park ◽  
Sangkwon Kim ◽  

We present a simple numerical solution algorithm for a gradient flow for the Modica–Mortola functional and numerically investigate its dynamics. The proposed numerical algorithm involves both the operator splitting and the explicit Euler methods. A time step formula is derived from the stability analysis, and the goodness of fit of transition width is tested. We perform various numerical experiments to investigate the property of the gradient flow equation, to verify the characteristics of our method in the image segmentation application, and to analyze the effect of parameters. In particular, we propose an initialization process based on target objects. Furthermore, we conduct comparison tests in order to check the performance of our proposed method.

2021 ◽  
Vol 21 (No.1) ◽  
pp. 95-116
Abdul Kadir Jumaat ◽  
Siti Aminah Abdullah

Image segmentation can be defined as partitioning an image that contains multiple segments of meaningful parts for further processing. Global segmentation is concerned with segmenting the whole object of an observed image. Meanwhile, the selective segmentation model is focused on segmenting a specific object required to be extracted. The Convex Distance Selective Segmentation (CDSS) model, which uses the Euclidean distance function as the fitting term, was proposed in 2015. However, the Euclidean distance function takes time to compute. This paper proposed the reformulation of the CDSS minimization problem by changing the fitting term with three popular distance functions, namely Chessboard, City Block, and Quasi-Euclidean. The proposed models were CDSSNEW1, CDSSNEW2, and CDSSNEW3, which applied the Chessboard, City Block, and Quasi-Euclidean distance functions, respectively. In this study, the Euler-Lagrange (EL) equations of the proposed models were derived and solved using the Additive Operator Splitting method. Then, MATLAB coding was developed to implement the proposed models. The accuracy of the segmented image was evaluated using the Jaccard and Dice Similarity Coefficients. The execution time was recorded to measure the efficiency of the models. Numerical results showed that the proposed CDSSNEW1 model based on the Chessboard distance function could segment specific objects successfully for all grayscale images with the fastest execution time as compared to other models.

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