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Save our stones -- hysteresis phenomenon in porous media

Vlasák, Miloslav, Lamač, Jan (2021)

Programs and Algorithms of Numerical Mathematics

We present a mathematical description of wetting and drying stone pores, where the resulting mathematical model contains hysteresis operators. We describe these hysteresis operators and present a numerical solution for a simplified problem.

Sharp upper global a posteriori error estimates for nonlinear elliptic variational problems

János Karátson, Sergey Korotov (2009)

Applications of Mathematics

The paper is devoted to the problem of verification of accuracy of approximate solutions obtained in computer simulations. This problem is strongly related to a posteriori error estimates, giving computable bounds for computational errors and detecting zones in the solution domain where such errors are too large and certain mesh refinements should be performed. A mathematical model embracing nonlinear elliptic variational problems is considered in this work. Based on functional type estimates developed...

Simplices rarely contain their circumcenter in high dimensions

Jon Eivind Vatne (2017)

Applications of Mathematics

Acute triangles are defined by having all angles less than π / 2 , and are characterized as the triangles containing their circumcenter in the interior. For simplices of dimension n 3 , acuteness is defined by demanding that all dihedral angles between ( n - 1 ) -dimensional faces are smaller than π / 2 . However, there are, in a practical sense, too few acute simplices in general. This is unfortunate, since the acuteness property provides good qualitative features for finite element methods. The property of acuteness...

Simplifying numerical solution of constrained PDE systems through involutive completion

Bijan Mohammadi, Jukka Tuomela (2005)

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

When analysing general systems of PDEs, it is important first to find the involutive form of the initial system. This is because the properties of the system cannot in general be determined if the system is not involutive. We show that the notion of involutivity is also interesting from the numerical point of view. The use of the involutive form of the system allows one to consider quite general situations in a unified way. We illustrate our approach on the numerical solution of several flow equations...

Simplifying numerical solution of constrained PDE systems through involutive completion

Bijan Mohammadi, Jukka Tuomela (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

When analysing general systems of PDEs, it is important first to find the involutive form of the initial system. This is because the properties of the system cannot in general be determined if the system is not involutive. We show that the notion of involutivity is also interesting from the numerical point of view. The use of the involutive form of the system allows one to consider quite general situations in a unified way. We illustrate our approach on the numerical solution of several flow equations...

Simulation of electrophysiological waves with an unstructured finite element method

Yves Bourgault, Marc Ethier, Victor G. LeBlanc (2003)

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

Bidomain models are commonly used for studying and simulating electrophysiological waves in the cardiac tissue. Most of the time, the associated PDEs are solved using explicit finite difference methods on structured grids. We propose an implicit finite element method using unstructured grids for an anisotropic bidomain model. The impact and numerical requirements of unstructured grid methods is investigated using a test case with re-entrant waves.

Simulation of Electrophysiological Waves with an Unstructured Finite Element Method

Yves Bourgault, Marc Ethier, Victor G. LeBlanc (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Bidomain models are commonly used for studying and simulating electrophysiological waves in the cardiac tissue. Most of the time, the associated PDEs are solved using explicit finite difference methods on structured grids. We propose an implicit finite element method using unstructured grids for an anisotropic bidomain model. The impact and numerical requirements of unstructured grid methods is investigated using a test case with re-entrant waves.

Simultaneous vs. non-simultaneous blow-up in numerical approximations of a parabolic system with non-linear boundary conditions

Gabriel Acosta, Julián Fernández Bonder, Pablo Groisman, Julio Daniel Rossi (2002)

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

We study the asymptotic behavior of a semi-discrete numerical approximation for a pair of heat equations u t = Δ u , v t = Δ v in Ω × ( 0 , T ) ; fully coupled by the boundary conditions u η = u p 11 v p 12 , v η = u p 21 v p 22 on Ω × ( 0 , T ) , where Ω is a bounded smooth domain in d . We focus in the existence or not of non-simultaneous blow-up for a semi-discrete approximation ( U , V ) . We prove that if U blows up in finite time then V can fail to blow up if and only if p 11 > 1 and p 21 < 2 ( p 11 - 1 ) , which is the same condition as the one for non-simultaneous blow-up in the continuous problem. Moreover,...

Simultaneous vs. non-simultaneous blow-up in numerical approximations of a parabolic system with non-linear boundary conditions

Gabriel Acosta, Julián Fernández Bonder, Pablo Groisman, Julio Daniel Rossi (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We study the asymptotic behavior of a semi-discrete numerical approximation for a pair of heat equations ut = Δu, vt = Δv in Ω x (0,T); fully coupled by the boundary conditions u η = u p 11 v p 12 , v η = u p 21 v p 22 on ∂Ω x (0,T), where Ω is a bounded smooth domain in d . We focus in the existence or not of non-simultaneous blow-up for a semi-discrete approximation (U,V). We prove that if U blows up in finite time then V can fail to blow up if and only if p11 > 1 and p21 < 2(p11 - 1) , which is the same condition as...

Single input controllability of a simplified fluid-structure interaction model

Yuning Liu, Takéo Takahashi, Marius Tucsnak (2013)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper we study a controllability problem for a simplified one dimensional model for the motion of a rigid body in a viscous fluid. The control variable is the velocity of the fluid at one end. One of the novelties brought in with respect to the existing literature consists in the fact that we use a single scalar control. Moreover, we introduce a new methodology, which can be used for other nonlinear parabolic systems, independently of the techniques previously used for the linearized problem....

Singular perturbation for the Dirichlet boundary control of elliptic problems

Faker Ben Belgacem, Henda El Fekih, Hejer Metoui (2003)

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

A current procedure that takes into account the Dirichlet boundary condition with non-smooth data is to change it into a Robin type condition by introducing a penalization term; a major effect of this procedure is an easy implementation of the boundary condition. In this work, we deal with an optimal control problem where the control variable is the Dirichlet data. We describe the Robin penalization, and we bound the gap between the penalized and the non-penalized boundary controls for the small...

Singular perturbation for the Dirichlet boundary control of elliptic problems

Faker Ben Belgacem, Henda El Fekih, Hejer Metoui (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

A current procedure that takes into account the Dirichlet boundary condition with non-smooth data is to change it into a Robin type condition by introducing a penalization term; a major effect of this procedure is an easy implementation of the boundary condition. In this work, we deal with an optimal control problem where the control variable is the Dirichlet data. We describe the Robin penalization, and we bound the gap between the penalized and the non-penalized boundary controls for the small...

Solution of mechanical problems in fractured rock with the user-defined interface of COMSOL multiphysics

Škarydová, Ilona, Hokr, Milan (2015)

Programs and Algorithms of Numerical Mathematics

This paper presents the main concept and several key features of the user-defined interface of COMSOL Java API for the solution of mechanical problems in fractured rock. This commercial computational system based on FEM has yet to incorporate fractures in mechanical problems. Our aim is to solve a 2D mechanical problem with a fracture which is defined separately from finite-element discretization and the fracture properties are included through the constitutive laws. This will be performed based...

Solution of option pricing equations using orthogonal polynomial expansion

Falko Baustian, Kateřina Filipová, Jan Pospíšil (2021)

Applications of Mathematics

We study both analytic and numerical solutions of option pricing equations using systems of orthogonal polynomials. Using a Galerkin-based method, we solve the parabolic partial differential equation for the Black-Scholes model using Hermite polynomials and for the Heston model using Hermite and Laguerre polynomials. We compare the obtained solutions to existing semi-closed pricing formulas. Special attention is paid to the solution of the Heston model at the boundary with vanishing volatility.

Solving the Cahn-Hilliard variational inequality with a semi-smooth Newton method

Luise Blank, Martin Butz, Harald Garcke (2011)

ESAIM: Control, Optimisation and Calculus of Variations

The Cahn-Hilliard variational inequality is a non-standard parabolic variational inequality of fourth order for which straightforward numerical approaches cannot be applied. We propose a primal-dual active set method which can be interpreted as a semi-smooth Newton method as solution technique for the discretized Cahn-Hilliard variational inequality. A (semi-)implicit Euler discretization is used in time and a piecewise linear finite element discretization of splitting type is used in space leading...

Solving the Cahn-Hilliard variational inequality with a semi-smooth Newton method

Luise Blank, Martin Butz, Harald Garcke (2011)

ESAIM: Control, Optimisation and Calculus of Variations

The Cahn-Hilliard variational inequality is a non-standard parabolic variational inequality of fourth order for which straightforward numerical approaches cannot be applied. We propose a primal-dual active set method which can be interpreted as a semi-smooth Newton method as solution technique for the discretized Cahn-Hilliard variational inequality. A (semi-)implicit Euler discretization is used in time and a piecewise linear finite element discretization of splitting type is used in space...

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