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Among various studies for color image denoising, the methods based on the chromaticity-brightness decomposition are known to result in relatively better restored images. This article begins with a generalization of the chromaticitybrightness model in the angle domain, hybridizing the total-variation minimization and the mean-curvature flow. For a reliable preservation of the edges, we suggest a...

In this paper, we present a novel iterative numerical solution to the Poisson equation whose solution is needed in a variety of low-level vision problems. Our algorithm is an O(N) (N being the number of discretization points) iterative technique and does not make any assumptions on the shape of the input domain unlike the polyhedral domain assumption in the proof of convergence of multi-grid te...

We present a Graphics Processing Unit (GPU) parallelization of the computation of the price of exotic cross-currency interest rate derivatives via a Partial Differential Equation (PDE) approach. In particular, we focus on the GPU-based parallel pricing of long-dated foreign exchange (FX) interest rate hybrids, namely Power Reverse Dual Currency (PRDC) swaps with Bermudan cancelable features. We...

This paper considers the application of numerical techniques to modelling large 3D Extremely Low Frequency (ELF) electromagnetic problems in the time and frequency domains. The environment model consists of three material layers: air, sea and seabed. To represent a coastal region, the sea region is shallow with a variable depth and includes a sloping seabed. The electromagnetic source is a harm...

We give an algorithmic approach to the approximative solution of operator Lyapunov equations for controllability. Motivated by the successfully applied alternating direction implicit (ADI) iteration for matrix Lyapunov equations, we consider this method for the determination of Gramian operators of infinite-dimensional control systems. In the case where the input space is finitedimensional, thi...