We consider the unique solvability of an inverse-source problem with integral transmitting condition for a time-fractional mixed type equation in rectangular domain where the unknown source term depends only on the space variable. The solution is based on a series expansion using a bi-orthogonal basis in space, corresponding to a non-self-adjoint boundary value problem. Under certain regularity conditions on the given data, we prove the uniqueness and existence of the solution for the given problem. The influence of the transmitting condition on the solvability of the problem is also demonstrated. Two different transmitting conditions are considered — viz. a full integral form and a special case. In order to simplify the bulky expressions appearing in the proof of our main result, we establish a new property of the recently introduced Mittag-Leffler type function in two variables.

Convergence analysis is presented for recently proposed multistep schemes, when applied to a special type of forward-backward stochastic differential equations (FB-SDEs) that arises in finance and stochastic control. The corresponding k-step scheme admits a k-order convergence rate in time, when the exact solution of the forward stochastic differential equation (SDE) is given. Our analysis assumes that the terminal conditions and the FBSDE coefficients are sufficiently regular.

We propose and analyze spectral direction splitting schemes for the incompressible Navier-Stokes equations. The schemes combine a Legendre-spectral method for the spatial discretization and a pressure-stabilization/direction splitting scheme for the temporal discretization, leading to a sequence of one-dimensional elliptic equations at each time step while preserving the same order of accuracy as the usual pressure-stabilization schemes. We prove that these schemes are unconditionally stable, and present numerical results which demonstrate the stability, accuracy, and efficiency of the proposed methods.

We study the biofilm-flow interaction resulting in biofilm growth and deformation in a water channel in a 3-D setting using the phase field model developed recently. In this biofilm model, the biofilm made up of the EPS, bacteria and solvent is tracked using a biofilm volume fraction which vanishes outside the biofilm region. The interface between the biofilm and the solvent is marked by the zero level surface of the volume fraction measured from the biofilm to the solvent. The growth of the biofilm and the solvent-biofilm interaction with the top nutrient feeding condition is simulated in the viscous regime (growth regime) of the biofilm-solvent mixture flow. In quiescent flows, the model predicts growth patterns consistent with experimental findings for single or multiple adjacent biofilm colonies, in which the known mushroom shape growth pattern is obtained. Shear induced deformation in biofilms is simulated in a shear cell, providing a viable numerical evidence for using simulation tool to study biofilm growth and interaction dynamics in aqueous environment.

The pricing model for American lookback options can be characterised as a two-dimensional free boundary problem. The main challenge in this problem is the free boundary, which is also the main concern for financial investors. We use a standard technique to reduce the pricing model to a one-dimensional linear complementarity problem on a bounded domain and obtain a corresponding variational inequality. The inequality is discretised by finite differences and finite elements in the temporal and spatial directions, respectively. By enforcing inequality constraints related to the options using Lagrange multipliers, the discretised variational inequality is reformulated as a set of semi-smooth equations, which are solved by a primal-dual active set method. One of the major advantages of our algorithm is that we can obtain the option values and the free boundary simultaneously, and numerical simulations show that our approach is as efficient as some other methods.

Free boundary problems with nonlinear diffusion occur in various applications, such as solidification over a mould with dissimilar nonlinear thermal properties and saturated or unsaturated absorption in the soil beneath a pond. In this article, we consider a novel inverse problem where a free boundary is determined from the mass/energy specification in a well-posed one-dimensional nonlinear diffusion problem, and a stability estimate is established. The problem is recast as a nonlinear least-squares minimisation problem, which is solved numerically using the lsqnonlin routine from the MATLAB toolbox. Accurate and stable numerical solutions are achieved. For noisy data, instability is manifest in the derivative of the moving free surface, but not in the free surface itself nor in the concentration or temperature.

A two-server service network has been studied from the principal-agent perspective. In the model, services are rendered by two independent facilities coordinated by an agency, which seeks to devise a strategy to suitably allocate customers to the facilities and to simultaneously determine compensation levels. Two possible allocation schemes were compared — viz. the common queue and separate queue schemes. The separate queue allocation scheme was shown to give more competition incentives to the independent facilities and to also induce higher service capacity. In this paper, we investigate the general case of a multiple-server queueing model, and again find that the separate queue allocation scheme creates more competition incentives for servers and induces higher service capacities. In particular, if there are no severe diseconomies associated with increasing service capacity, it gives a lower expected sojourn time in equilibrium when the compensation level is sufficiently high.

This paper discusses a new fourth-order compact off-step discretization for the solution of a system of two-dimensional nonlinear elliptic partial differential equations subject to Dirichlet boundary conditions. New methods to obtain the fourth-order accurate numerical solution of the first order normal derivatives of the solution are also derived. In all cases, we use only nine grid points to compute the solution. The proposed methods are directly applicable to singular problems and problems in polar coordinates, which is a main attraction. The convergence analysis of the derived method is discussed in detail. Several physical problems are solved to demonstrate the usefulness of the proposed methods.

For symmetric eigenvalue problems, we constructed a three-term recurrence polynomial filter by means of Chebyshev polynomials. The new filtering technique does not need to solve linear systems and only needs matrix-vector products. It is a memory conserving filtering technique for its three-term recurrence relation. As an application, we use this filtering strategy to the Davidson method and propose the filtered-Davidson method. Through choosing suitable shifts, this method can gain cubic convergence rate locally. Theory and numerical experiments show the efficiency of the new filtering technique.

An efficient numerical method is proposed for the valuation of American options via the Black-Scholes variational inequality. A far field boundary condition is employed to truncate the unbounded domain problem to produce the bounded domain problem with the associated variational inequality, to which our finite element method is applied. We prove that the matrix involved in the finite element method is symmetric and positive definite, and solve the discretized variational inequality by the projection and contraction method. Numerical experiments are conducted that demonstrate the superior performance of our method, in comparison with earlier methods.

The Conjugate Orthogonal Conjugate Residual (COCR) method [T. Sogabe and S.-L. Zhang, JCAM, 199 (2007), pp. 297-303.] has recently been proposed for solving complex symmetric linear systems. In the present paper, we develop a variant of the COCR method that allows the efficient solution of complex symmetric shifted linear systems. Some numerical examples arising from large-scale electronic structure calculations are presented to illustrate the performance of the variant.

The space fractional coupled nonlinear Schrödinger (CNLS) equations are discretized by an implicit conservative difference scheme with the fractional centered difference formula, which is unconditionally stable. The coefficient matrix of the discretized linear system is equal to the sum of a complex scaled identity matrix which can be written as the imaginary unit times the identity matrix and a symmetric Toeplitz-plusdiagonal matrix. In this paper, we present new preconditioners based on Hermitian and skew-Hermitian splitting (HSS) for such Toeplitz-like matrix. Theoretically, we show that all the eigenvalues of the resulting preconditioned matrices lie in the interior of the disk of radius 1 centered at the point (1,0). Thus Krylov subspace methods with the proposed preconditioners converge very fast. Numerical examples are given to illustrate the effectiveness of the proposed preconditioners.

A new generalised Hadjidimos preconditioner and preconditioned generalised AOR method for the solution of the linear complementarity problem are presented. The convergence and convergence rate of the new method are analysed, and numerical experiments demonstrate that it is efficient.

We construct modulus-based synchronous multisplitting iteration methods to solve a large implicit complementarity problem on parallel multiprocessor systems, and prove their convergence. Numerical results confirm our theoretical analysis and show that these new methods are efficient.

A generalised Hermite spectral method for Fisher's equation in genetics with different asymptotic solution behaviour at infinities is proposed, involving a fully discrete scheme using a second order finite difference approximation in the time. The convergence and stability of the scheme are analysed, and some numerical results demonstrate its efficiency and substantiate our theoretical analysis.

Mean curvature-based image registration model firstly proposed by Chumchob-Chen-Brito (2011) offered a better regularizer technique for both smooth and nonsmooth deformation fields. However, it is extremely challenging to solve efficiently this model and the existing methods are slow or become efficient only with strong assumptions on the smoothing parameter β. In this paper, we take a different solution approach. Firstly, we discretize the joint energy functional, following an idea of relaxed fixed point is implemented and combine with Gauss-Newton scheme with Armijo's Linear Search for solving the discretized mean curvature model and further to combine with a multilevel method to achieve fast convergence. Numerical experiments not only confirm that our proposed method is efficient and stable, but also it can give more satisfying registration results according to image quality.

We propose and analyse a class of fully discrete schemes for the Cahn-Hilliard equation with Neumann boundary conditions. The schemes combine large-time step splitting methods in time and spectral element methods in space. We are particularly interested in analysing a class of methods that split the original Cahn-Hilliard equation into lower order equations. These lower order equations are simpler and less computationally expensive to treat. For the first-order splitting scheme, the stability and convergence properties are investigated based on an energy method. It is proven that both semi-discrete and fully discrete solutions satisfy the energy dissipation and mass conservation properties hidden in the associated continuous problem. A rigorous error estimate, together with numerical confirmation, is provided. Although not yet rigorously proven, higher-order schemes are also constructed and tested by a series of numerical examples. Finally, the proposed schemes are applied to the phase field simulation in a complex domain, and some interesting simulation results are obtained.

An edge-weighting problem of a graph G is an assignment of an integer weight to each edge e. Based on an edge-weighting problem, several types of vertex-coloring problems are put forward. A simple observation illuminates that the edge-weighting problem has a close relationship with special factors of the graphs. In this paper, we generalise several earlier results on the existence of factors with pre-specified degrees and hence investigate the edge-weighting problem — and in particular, we prove that every 4-colorable graph admits a vertex-coloring 4-edge-weighting.

A new hybrid variational model for recovering blurred images in the presence of multiplicative noise is proposed. Inspired by previous work on multiplicative noise removal, an I-divergence technique is used to build a strictly convex model under a condition that ensures the uniqueness of the solution and the stability of the algorithm. A split-Bregman algorithm is adopted to solve the constrained minimisation problem in the new hybrid model efficiently. Numerical tests for simultaneous deblurring and denoising of the images subject to multiplicative noise are then reported. Comparison with other methods clearly demonstrates the good performance of our new approach.

Preconditioned modified Hermitian and skew-Hermitian splitting method (PMHSS) is an unconditionally convergent iteration method for solving large sparse complex symmetric systems of linear equations, and uses one parameter α. Adding another parameter β, the generalized PMHSS method (GPMHSS) is essentially a twoparameter iteration method. In order to accelerate the GPMHSS method, using an unexpected way, we propose an accelerated GPMHSS method (AGPMHSS) for large complex symmetric linear systems. Numerical experiments show the numerical behavior of our new method.