On the solution of the nonlinear wave equation by the decomposition method.
On the stability of the ALE space-time discontinuous Galerkin method for nonlinear convection-diffusion problems in time-dependent domains
The paper is concerned with the analysis of the space-time discontinuous Galerkin method (STDGM) applied to the numerical solution of the nonstationary nonlinear convection-diffusion initial-boundary value problem in a time-dependent domain formulated with the aid of the arbitrary Lagrangian-Eulerian (ALE) method. In the formulation of the numerical scheme we use the nonsymmetric, symmetric and incomplete versions of the space discretization of diffusion terms and interior and boundary penalty....
On the stability of the coupling of 3D and 1D fluid-structure interaction models for blood flow simulations
We consider the coupling between three-dimensional (3D) and one-dimensional (1D) fluid-structure interaction (FSI) models describing blood flow inside compliant vessels. The 1D model is a hyperbolic system of partial differential equations. The 3D model consists of the Navier-Stokes equations for incompressible Newtonian fluids coupled with a model for the vessel wall dynamics. A non standard formulation for the Navier-Stokes equations is adopted to have suitable boundary conditions for the...
Optimal control of dynamical processes in two-phase systems of solid-liquid type
Optimal convergence and a posteriori error analysis of the original DG method for advection-reaction equations
We consider the original DG method for solving the advection-reaction equations with arbitrary velocity in space dimensions. For triangulations satisfying the flow condition, we first prove that the optimal convergence rate is of order in the -norm if the method uses polynomials of order . Then, a very simple derivative recovery formula is given to produce an approximation to the derivative in the flow direction which superconverges with order . Further we consider a residual-based a posteriori...
Optimal design of cylindrical shells
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
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
Origins, analysis, numerical analysis, and numerical approximation of a forward-backward parabolic problem
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
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
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 ⋆⋆⋆
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
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
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 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.
Produits rapides matrice-vecteur en bases d'ondelettes : application à la résolution numérique d'équations aux dérivés partielles
Quad-tree Based Finite Volume Method for Diffusion Equations with Application to SAR Imaged Filtering
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
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
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...
Regularization and finite element approximation of the wave equation with Dirichlet boundary data
Relating phase field and sharp interface approaches to structural topology optimization
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...