Approximation of Burgers' equation by pseudo-spectral methods
We consider the flow of a viscous incompressible fluid in a rigid homogeneous porous medium provided with mixed boundary conditions. Since the boundary pressure can present high variations, the permeability of the medium also depends on the pressure, so that the model is nonlinear. A posteriori estimates allow us to omit this dependence where the pressure does not vary too much. We perform the numerical analysis of a spectral element discretization of the simplified model. Finally we propose a strategy...
During the development of a parallel solver for Maxwell equations by integral formulations and Fast Multipole Method (FMM), we needed to optimize a critical part including a lot of communications and computations. Generally, many parallel programs need to communicate, but choosing explicitly the way and the instant may decrease the efficiency of the overall program. So, the overlapping of computations and communications may be a way to reduce this drawback. We will see a implementation of this techniques...
During the development of a parallel solver for Maxwell equations by integral formulations and Fast Multipole Method (FMM), we needed to optimize a critical part including a lot of communications and computations. Generally, many parallel programs need to communicate, but choosing explicitly the way and the instant may decrease the efficiency of the overall program. So, the overlapping of computations and communications may be a way to reduce this drawback. We will see a implementation of this...
The superconsistent collocation method, which is based on a collocation grid different from the one used to represent the solution, has proven to be very accurate in the resolution of various functional equations. Excellent results can be also obtained for what concerns preconditioning. Some analysis and numerous experiments, regarding the use of finite-differences preconditioners, for matrices arising from pseudospectral approximations of advection-diffusion boundary value problems, are presented...
We present, in a uniform manner, several integral equations of the first kind for the solution of the two-dimensional interior Dirichlet boundary value problem. We apply a general numerical collocation method to the various equations, and thereby we compare the various integral equations, and recommend two of them. We give a survey of the various numerical methods, and present a simple method for the numerical solution of the recommended integral equations.
There is a growing interest in high-order finite and spectral/hp element methods using continuous and discontinuous Galerkin formulations. In this paper we investigate the effect of h- and p-type refinement on the relationship between runtime performance and solution accuracy. The broad spectrum of possible domain discretisations makes establishing a performance-optimal selection non-trivial. Through comparing the runtime of different implementations...
We propose and analyze a domain decomposition method on non-matching grids for partial differential equations with non-negative characteristic form. No weak or strong continuity of the finite element functions, their normal derivatives, or linear combinations of the two is imposed across the boundaries of the subdomains. Instead, we employ suitable bilinear forms defined on the common interfaces, typical of discontinuous Galerkin approximations. We prove an error bound which is optimal with respect...
We propose and analyze a domain decomposition method on non-matching grids for partial differential equations with non-negative characteristic form. No weak or strong continuity of the finite element functions, their normal derivatives, or linear combinations of the two is imposed across the boundaries of the subdomains. Instead, we employ suitable bilinear forms defined on the common interfaces, typical of discontinuous Galerkin approximations. We prove an error bound which is optimal with respect...
In this work we first focus on the Stochastic Galerkin approximation of the solution u of an elliptic stochastic PDE. We rely on sharp estimates for the decay of the coefficients of the spectral expansion of u on orthogonal polynomials to build a sequence of polynomial subspaces that features better convergence properties compared to standard polynomial subspaces such as Total Degree or Tensor Product. We consider then the Stochastic Collocation method, and use the previous estimates to introduce...