arXiv subjects

Ercília Sousa

Publications and source records attributed to Ercília Sousa.

6 recordsLinked to original sources

arXiv2026

Numerical methods for fully nonlinear degenerate diffusions

We propose finite difference methods for degenerate fully nonlinear elliptic equations and prove the convergence of the schemes. Our focus is on the pure equation and a related free boundary problem of transmission type. The cornerstone of our argument is a regularisation procedure. It decouples the degeneracy term from the elliptic operator driving the diffusion process. In the free boundary setting, a two-parameters regularisation entails new, genuine difficulties. To bypass them, we resort to the intrinsic properties of the regularised problem and a fixed-point type of argument. We present numerical experiments supporting our theoretical results. Our methods are flexible, and our approach can be extended to a broader class of non-variational problems.

math.NA↗

arXiv2025

A numerical scheme for a fully nonlinear free boundary problem

We propose a numerical method to approximate viscosity solutions of fully nonlinear free transmission problems. The method discretises a two-layer regularisation of a PDE, involving a functional and a vanishing parameter. The former is handled via a fixed-point argument. We then prove that the numerical method converges to a one-parameter regularisation of the free boundary problem. Regularity estimates enable us to take the vanishing limit of such a parameter and recover a viscosity solution of the free transmission problem. Our main contribution is the design of a computational strategy, based on fixed-point arguments and approximated problems, to solve fully nonlinear free boundary models. We finish the paper with two numerical examples to validate our method.

math.NA↗

arXiv2024

Fractional differential problems with numerical anti-reflective boundary conditions: a computational/precision analysis and numerical results

Twenty years ago the anti-reflective numerical boundary conditions (BCs) were introduced in a context of signal processing and imaging, for increasing the quality of the reconstruction of a blurred signal/image contaminated by noise and for reducing the overall complexity to that of few fast sine transforms i.e. to $O(N\log N)$ real arithmetic operations, where $N$ is the number of pixels. Here for quality of reconstruction we mean a better accuracy and the elimination of boundary artifacts, called ringing effects. Now we propose numerical anti-reflective BCs in the context of nonlocal problems of fractional differential type: the goals are the same i.e. a smaller approximation error and the reduction of boundary artifacts. In the latter setting, we compare various types of numerical BCs, including the anti-symmetric ones considered in the case of fractional differential problems for modeling reasons. More in detail, given important similarities between anti-symmetric and anti-reflective BCs, we compare them from the perspective of computational efficiency, by considering nontruncated and truncated versions and also other standard numerical BCs such as reflective/Neumann. Several numerical tests, tables, and visualizations are provided and critically discussed. The conclusion is that the truncated numerical anti-reflective BCs perform better, both in terms of accuracy and low computational cost.

math.NA↗

arXiv2015

Optical flow with fractional order regularization: variational model and solution method

An optical flow variational model is proposed for a sequence of images defined on a domain in $\mathbb{R}^2$. We introduce a regularization term given by the $L^1$ norm of a fractional differential operator. To solve the minimization problem we apply the split Bregman method. Extensive experimental results, with performance evaluation, are presented to demonstrate the effectiveness of the new model and method and to show that our algorithm performs favorably in comparison to another existing method. We also discuss the influence of the order $α$ of the fractional operator in the estimation of the optical flow, for $0 \leq α\leq 2$. We observe that the values of $α$ for which the method performs better depends on the geometry and texture complexity of the image. Some extensions of our algorithm are also discussed.

math.NA↗

arXiv2011

A weighted finite difference method for the fractional diffusion equation based on the Riemann-Liouville derivative

A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite difference method is derived. The stability of this scheme is established by von Neumann analysis. Some numerical results are shown, which demonstrate the efficiency and convergence of the method. Additionally, some physical properties of this fractional diffusion system are simulated, which further confirm the effectiveness of our method.

math.NA↗

arXiv2011

Numerical solution for a non-Fickian diffusion in a periodic potential

Numerical solutions of a non-Fickian diffusion equation belonging to a hyperbolic type are presented in one space dimension. The Brownian particle modelled by this diffusion equation is subjected to a symmetric periodic potential whose spatial shape can be varied by a single parameter. We consider a numerical method which consists of applying Laplace transform in time; we then obtain an elliptic diffusion equation which is discretized using a finite difference method. We analyze some aspects of the convergence of the method. Numerical results for particle density, flux and mean-square-displacement (covering both inertial and diffusive regimes) are presented.

physics.comp-ph↗