Partial differential equations (PDEs) with random input data, such as random loadings and coefficients, are reformulated as parametric, deterministic PDEs on parameter spaces of high, possibly infinite dimension. Tensorized operator equations for spatial and temporal k-point correlation functions of their random solutions are derived. Parametric, deterministic PDEs for the laws of the random solutions are derived. Representations of the random solutions' laws on infinite-dimensional parameter spaces in terms of ‘generalized polynomial chaos’ (GPC) series are established. Recent results on the regularity of solutions of these parametric PDEs are presented. Convergence rates of best N-term approximations, for adaptive stochastic Galerkin and collocation discretizations of the parametric, deterministic PDEs, are established. Sparse tensor products of hierarchical (multi-level) discretizations in physical space (and time), and GPC expansions in parameter space, are shown to converge at rates which are independent of the dimension of the parameter space. A convergence analysis of multi-level Monte Carlo (MLMC) discretizations of PDEs with random coefficients is presented. Sufficient conditions on the random inputs for superiority of sparse tensor discretizations over MLMC discretizations are established for linear elliptic, parabolic and hyperbolic PDEs with random coefficients.
Numerical modelling of transoceanic tsunami propagation, together with the detailed modelling of inundation of small-scale coastal regions, poses a number of algorithmic challenges. The depth-averaged shallow water equations can be used to reduce this to a time-dependent problem in two space dimensions, but even so it is crucial to use adaptive mesh refinement in order to efficiently handle the vast differences in spatial scales. This must be done in a ‘wellbalanced’ manner that accurately captures very small perturbations to the steady state of the ocean at rest. Inundation can be modelled by allowing cells to dynamically change from dry to wet, but this must also be done carefully near refinement boundaries. We discuss these issues in the context of Riemann-solver-based finite volume methods for tsunami modelling. Several examples are presented using the GeoClaw software, and sample codes are available to accompany the paper. The techniques discussed also apply to a variety of other geophysical flows.
We consider variationally consistent discretization schemes for mechanical contact problems. Most of the results can also be applied to other variational inequalities, such as those for phase transition problems in porous media, for plasticity or for option pricing applications from finance. The starting point is to weakly incorporate the constraint into the setting and to reformulate the inequality in the displacement in terms of a saddle-point problem. Here, the Lagrange multiplier represents the surface forces, and the constraints are restricted to the boundary of the simulation domain. Having a uniform inf-sup bound, one can then establish optimal low-order a priori convergence rates for the discretization error in the primal and dual variables. In addition to the abstract framework of linear saddle-point theory, complementarity terms have to be taken into account. The resulting inequality system is solved by rewriting it equivalently by means of the non-linear complementarity function as a system of equations. Although it is not differentiable in the classical sense, semi-smooth Newton methods, yielding super-linear convergence rates, can be applied and easily implemented in terms of a primal–dual active set strategy. Quite often the solution of contact problems has a low regularity, and the efficiency of the approach can be improved by using adaptive refinement techniques. Different standard types, such as residual- and equilibrated-based a posteriori error estimators, can be designed based on the interpretation of the dual variable as Neumann boundary condition. For the fully dynamic setting it is of interest to apply energy-preserving time-integration schemes. However, the differential algebraic character of the system can result in high oscillations if standard methods are applied. A possible remedy is to modify the fully discretized system by a local redistribution of the mass. Numerical results in two and three dimensions illustrate the wide range of possible applications and show the performance of the space discretization scheme, non-linear solver, adaptive refinement process and time integration.
We consider time-dependent (linear and nonlinear) Schrödinger equations in a semiclassical scaling. These equations form a canonical class of (nonlinear) dispersive models whose solutions exhibit high-frequency oscillations. The design of efficient numerical methods which produce an accurate approximation of the solutions, or at least of the associated physical observables, is a formidable mathematical challenge. In this article we shall review the basic analytical methods for dealing with such equations, including WKB asymptotics, Wigner measure techniques and Gaussian beams. Moreover, we shall give an overview of the current state of the art of numerical methods (most of which are based on the described analytical techniques) for the Schrödinger equation in the semiclassical regime.
In the last few decades the concepts of structure-preserving discretization, geometric integration and compatible discretizations have emerged as subfields in the numerical approximation of ordinary and partial differential equations. The article discusses certain selected topics within these areas; discretization techniques both in space and time are considered. Lie group integrators are discussed with particular focus on the application to partial differential equations, followed by a discussion of how time integrators can be designed to preserve first integrals in the differential equation using discrete gradients and discrete variational derivatives.Lie group integrators depend crucially on fast and structure-preserving algorithms for computing matrix exponentials. Preservation of domain symmetries is of particular interest in the application of Lie group integrators to PDEs. The equivariance of linear operators and Fourier transforms on non-commutative groups is used to construct fast structure-preserving algorithms for computing exponentials. The theory of Weyl groups is employed in the construction of high-order spectral element discretizations, based on multivariate Chebyshev polynomials on triangles, simplexes and simplicial complexes.The theory of mixed finite elements is developed in terms of special inverse systems of complexes of differential forms, where the inclusion of cells corresponds to pullback of forms. The theory covers, for instance, composite piecewise polynomial finite elements of variable order over polyhedral grids. Under natural algebraic and metric conditions, interpolators and smoothers are constructed, which commute with the exterior derivative and whose product is uniformly stable in Lebesgue spaces. As a consequence we obtain not only eigenpair approximation for the Hodge–Laplacian in mixed form, but also variants of Sobolev injections and translation estimates adapted to variational discretizations.
In this article, the basic constructs of algebraic kinematics (links, joints, and mechanism spaces) are introduced. This provides a common schema for many kinds of problems that are of interest in kinematic studies. Once the problems are cast in this algebraic framework, they can be attacked by tools from algebraic geometry. In particular, we review the techniques of numerical algebraic geometry, which are primarily based on homotopy methods. We include a review of the main developments of recent years and outline some of the frontiers where further research is occurring. While numerical algebraic geometry applies broadly to any system of polynomial equations, algebraic kinematics provides a body of interesting examples for testing algorithms and for inspiring new avenues of work.
We consider time-dependent (linear and nonlinear) Schr??dinger equations in a semiclassical scaling. These equations form a canonical class of (nonlinear) dispersive models whose solutions exhibit high-frequency oscillations. The design of efficient numerical methods which produce an accurate approximation of the solutions, or at least of the associated physical observables, is a formidable mathematical challenge. In this article we shall review the basic analytical methods for dealing with such equations, including WKB asymptotics, Wigner measure techniques and Gaussian beams. Moreover, we shall give an overview of the current state of the art of numerical methods (most of which are based on the described analytical techniques) for the Schr??dinger equation in the semiclassical regime. [PUBLICATION ABSTRACT