Asymptotic Behavior of a Geman and McClure Discrete Model
Journal Article
·
· Applied Mathematics and Optimization
- Istituto per le Applicazioni del Calcolo M. Picone, del C.N.R., Viale del Policlinico 137, 00161 Rome (Italy)
In this paper we consider a class of discrete variational models derived from a theory of Geman and McClure and study their asymptotic behavior when their stepsize tends to zero. It is shown that a result of {gamma} -convergence toward a certain functional holds true if a characteristic parameter of these models obeys a well-defined dependence law upon the stepsize. Under this condition the {gamma} -limit is a modified form of the Mumford-Shah functional.
- OSTI ID:
- 21064277
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 1 Vol. 41; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
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