Self-similar intermediate asymptotics for a degenerate parabolic filtration-absorption equation

The equation ∂tu = u∂xx2u − (c − 1)(∂xu)2 is known in literature as a qualitative mathematical model of some biological phenomena. Here this equation is derived as a model of the groundwater flow in a water-absorbing fissurized porous rock; therefore, we refer to this equation as a filtration-absorption equation. A family of self-similar solutions to this equation is constructed. Numerical investigation of the evolution of non-self-similar solutions to the Cauchy problems having compactly supported initial conditions is performed. Numerical experiments indicate that the self-similar solutions obtained represent intermediate asymptotics of a wider class of solutions when the influence of details of the initial conditions disappears but the solution is still far from the ultimate state: identical zero. An open problem caused by the nonuniqueness of the solution of the Cauchy problem is discussed.

A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems

We propose a general procedure for solving incomplete data estimation problems. The procedure can be used to find the maximum likelihood estimate or to solve estimating equations in difficult cases such as estimation with the censored or truncated regression model, the nonlinear structural measurement error model, and the random effects model. The procedure is based on the general principle of stochastic approximation and the Markov chain Monte-Carlo method. Applying the theory on adaptive algorithms, we derive conditions under which the proposed procedure converges. Simulation studies also indicate that the proposed procedure consistently converges to the maximum likelihood estimate for the structural measurement error logistic regression model.

A fast marching level set method for monotonically advancing fronts.

A fast marching level set method is presented for monotonically advancing fronts, which leads to an extremely fast scheme for solving the Eikonal equation. Level set methods are numerical techniques for computing the position of propagating fronts. They rely on an initial value partial differential equation for a propagating level set function and use techniques borrowed from hyperbolic conservation laws. Topological changes, corner and cusp development, and accurate determination of geometric properties such as curvature and normal direction are naturally obtained in this setting. This paper describes a particular case of such methods for interfaces whose speed depends only on local position. The technique works by coupling work on entropy conditions for interface motion, the theory of viscosity solutions for Hamilton-Jacobi equations, and fast adaptive narrow band level set methods. The technique is applicable to a variety of problems, including shape-from-shading problems, lithographic development calculations in microchip manufacturing, and arrival time problems in control theory.