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Optimal design of cylindrical shells

Peter Nestler, Werner H. Schmidt (2010)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

The present paper studies an optimization problem of dynamically loaded cylindrical tubes. This is a problem of linear elasticity theory. As we search for the optimal thickness of the tube which minimizes the displacement under forces, this is a problem of shape optimization. The mathematical model is given by a differential equation (ODE and PDE, respectively); the mechanical problem is described as an optimal control problem. We consider both the stationary (time independent) and the transient...

Option valuation under the VG process by a DG method

Jiří Hozman, Tomáš Tichý (2021)

Applications of Mathematics

The paper presents a discontinuous Galerkin method for solving partial integro-differential equations arising from the European as well as American option pricing when the underlying asset follows an exponential variance gamma process. For practical purposes of numerical solving we introduce the modified option pricing problem resulting from a localization to a bounded domain and an approximation of small jumps, and we discuss the related error estimates. Then we employ a robust numerical procedure...

Origins, analysis, numerical analysis, and numerical approximation of a forward-backward parabolic problem

A. Kadir Aziz, Donald A. French, Soren Jensen, R. Bruce Kellogg (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We consider the analysis and numerical solution of a forward-backward boundary value problem. We provide some motivation, prove existence and uniqueness in a function class especially geared to the problem at hand, provide various energy estimates, prove a priori error estimates for the Galerkin method, and show the results of some numerical computations.

Parallel Schwarz Waveform Relaxation Algorithm for an N-dimensional semilinear heat equation

Minh-Binh Tran (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We present in this paper a proof of well-posedness and convergence for the parallel Schwarz Waveform Relaxation Algorithm adapted to an N-dimensional semilinear heat equation. Since the equation we study is an evolution one, each subproblem at each step has its own local existence time, we then determine a common existence time for every problem in any subdomain at any step. We also introduce a new technique: Exponential Decay Error Estimates, to prove the convergence of the Schwarz Methods, with...

Parallel strategies for solving the FETI coarse problem in the PERMON toolbox

Vašatová, Alena, Tomčala, Jiří, Sojka, Radim, Pecha, Marek, Kružík, Jakub, Horák, David, Hapla, Václav, Čermák, Martin (2017)

Programs and Algorithms of Numerical Mathematics

PERMON (Parallel, Efficient, Robust, Modular, Object-oriented, Numerical) is a newly emerging collection of software libraries, uniquely combining Quadratic Programming (QP) algorithms and Domain Decomposition Methods (DDM). Among the main applications are contact problems of mechanics. This paper gives an overview of PERMON and selected ingredients improving scalability, demonstrated by numerical experiments.

Particle-in-wavelets scheme for the 1D Vlasov-Poisson equations ⋆⋆⋆

Romain Nguyen van yen, Éric Sonnendrücker, Kai Schneider, Marie Farge (2011)

ESAIM: Proceedings

A new numerical scheme called particle-in-wavelets is proposed for the Vlasov-Poisson equations, and tested in the simplest case of one spatial dimension. The plasma distribution function is discretized using tracer particles, and the charge distribution is reconstructed using wavelet-based density estimation. The latter consists in projecting the Delta distributions corresponding to the particles onto a finite dimensional linear space spanned by...

Perona-Malik equation: properties of explicit finite volume scheme

Angela Handlovičová (2007)

Kybernetika

The Perona–Malik nonlinear parabolic problem, which is widely used in image processing, is investigated in this paper from the numerical point of view. An explicit finite volume numerical scheme for this problem is presented and consistency property is proved.

Phase field model for mode III crack growth in two dimensional elasticity

Takeshi Takaishi, Masato Kimura (2009)

Kybernetika

A phase field model for anti-plane shear crack growth in two dimensional isotropic elastic material is proposed. We introduce a phase field to represent the shape of the crack with a regularization parameter ϵ > 0 and we approximate the Francfort–Marigo type energy using the idea of Ambrosio and Tortorelli. The phase field model is derived as a gradient flow of this regularized energy. We show several numerical examples of the crack growth computed with an adaptive mesh finite element method.

Quad-tree Based Finite Volume Method for Diffusion Equations with Application to SAR Imaged Filtering

Zuzana KRIVÁ, Juraj PAPČO, Jakub VANKO (2015)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

In this paper we present a method to remove the noise by applying the Perona Malik algorithm working on an irregular computational grid. This grid is obtained with a quad-tree technique and is adapted to the image intensities—pixels with similar intensities can form large elements. We apply this algorithm to remove the speckle noise present in SAR images, i.e., images obtained by radars with a synthetic aperture enabling to increase their resolution in an electronic way. The presence of the speckle...

Reduced basis solver for stochastic Galerkin formulation of Darcy flow with uncertain material parameters

Béreš, Michal (2023)

Programs and Algorithms of Numerical Mathematics

In this contribution, we present a solution to the stochastic Galerkin (SG) matrix equations coming from the Darcy flow problem with uncertain material coefficients in the separable form. The SG system of equations is kept in the compressed tensor form and its solution is a very challenging task. Here, we present the reduced basis (RB) method as a solver which looks for a low-rank representation of the solution. The construction of the RB consists of iterative expanding of the basis using Monte...

Reduced order controllers for Burgers' equation with a nonlinear observer

Jeanne Atwell, Jeffrey Borggaard, Belinda King (2001)

International Journal of Applied Mathematics and Computer Science

A method for reducing controllers for systems described by partial differential equations (PDEs) is applied to Burgers' equation with periodic boundary conditions. This approach differs from the typical approach of reducing the model and then designing the controller, and has developed over the past several years into its current form. In earlier work it was shown that functional gains for the feedback control law served well as a dataset for reduced order basis generation via the proper orthogonal...

Relating phase field and sharp interface approaches to structural topology optimization

Luise Blank, Harald Garcke, M. Hassan Farshbaf-Shaker, Vanessa Styles (2014)

ESAIM: Control, Optimisation and Calculus of Variations

A phase field approach for structural topology optimization which allows for topology changes and multiple materials is analyzed. First order optimality conditions are rigorously derived and it is shown via formally matched asymptotic expansions that these conditions converge to classical first order conditions obtained in the context of shape calculus. We also discuss how to deal with triple junctions where e.g. two materials and the void meet. Finally, we present several numerical results for...

Richardson extrapolation and defect correction of mixed finite element methods for integro-differential equations in porous media

Shanghui Jia, Deli Li, Tang Liu, Shu Hua Zhang (2008)

Applications of Mathematics

Asymptotic error expansions in the sense of L -norm for the Raviart-Thomas mixed finite element approximation by the lowest-order rectangular element associated with a class of parabolic integro-differential equations on a rectangular domain are derived, such that the Richardson extrapolation of two different schemes and an interpolation defect correction can be applied to increase the accuracy of the approximations for both the vector field and the scalar field by the aid of an interpolation postprocessing...

Robust a posteriori error estimates for finite element discretizations of the heat equation with discontinuous coefficients

Stefano Berrone (2006)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

In this work we derive a posteriori error estimates based on equations residuals for the heat equation with discontinuous diffusivity coefficients. The estimates are based on a fully discrete scheme based on conforming finite elements in each time slab and on the A-stable θ -scheme with 1 / 2 θ 1 . Following remarks of [Picasso, Comput. Methods Appl. Mech. Engrg. 167 (1998) 223–237; Verfürth, Calcolo 40 (2003) 195–212] it is easy to identify a time-discretization error-estimator and a space-discretization...

Robust a posteriori error estimates for finite element discretizations of the heat equation with discontinuous coefficients

Stefano Berrone (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

In this work we derive a posteriori error estimates based on equations residuals for the heat equation with discontinuous diffusivity coefficients. The estimates are based on a fully discrete scheme based on conforming finite elements in each time slab and on the A-stable θ-scheme with 1/2 ≤ θ ≤ 1. Following remarks of [Picasso, Comput. Methods Appl. Mech. Engrg. 167 (1998) 223–237; Verfürth, Calcolo40 (2003) 195–212] it is easy to identify a time-discretization error-estimator and a space-discretization...

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