Featured Researches

Numerical Analysis

Adaptive modelling of variably saturated seepage problems

In this article we present a goal-oriented adaptive finite element method for a class of subsurface flow problems in porous media, which exhibit seepage faces. We focus on a representative case of the steady state flows governed by a nonlinear Darcy-Buckingham law with physical constraints on subsurface-atmosphere boundaries. This leads to the formulation of the problem as a variational inequality. The solutions to this problem are investigated using an adaptive finite element method based on a dual-weighted a posteriori error estimate, derived with the aim of reducing error in a specific target quantity. The quantity of interest is chosen as volumetric water flux across the seepage face, and therefore depends on an a priori unknown free boundary. We apply our method to challenging numerical examples as well as specific case studies, from which this research originates, illustrating the major difficulties that arise in practical situations. We summarise extensive numerical results that clearly demonstrate the designed method produces rapid error reduction measured against the number of degrees of freedom.

Read more
Numerical Analysis

Adaptive two- and three-dimensional multiresolution computations of resistive magnetohydrodynamics

Fully adaptive computations of the resistive magnetohydrodynamic (MHD) equations are presented in two and three space dimensions using a finite volume discretization on locally refined dyadic grids. Divergence cleaning is used to control the incompressibility constraint of the magnetic field. For automatic grid adaptation a cell-averaged multiresolution analysis is applied which guarantees the precision of the adaptive computations, while reducing CPU time and memory requirements. Implementation issues of the open source code CARMEN-MHD are discussed. To illustrate its precision and efficiency different benchmark computations including shock-cloud interaction and magnetic reconnection are presented.

Read more
Numerical Analysis

Additive Average Schwarz Method for Elliptic Mortar Finite Element Problems with Highly Heterogeneous Coefficients

In this paper, we extend the additive average Schwarz method to solve second order elliptic boundary value problems with heterogeneous coefficients inside the subdomains and across their interfaces by the mortar technique, where the mortar finite element discretization is on nonmatching meshes. In this two-level method, we enrich the coarse space in two different ways, i.e., by adding eigenfunctions of two variants of the generalized eigenvalue problems. We prove that the condition numbers of the systems of algebraic equations resulting from the extended additive average Schwarz method, corresponding to both coarse spaces, are of the order O(H/h) and independent of jumps in the coefficients, where H and h are the mesh parameters.

Read more
Numerical Analysis

Aitken-Schwarz heterogeneous Domain Decomposition for EMT-TS Simulation

In this paper, a Schwarz heterogeneous domain decomposition method (DDM) is used to co-simulate an RLC electrical circuit where a part of the domain is modeled with Electro-Magnetic Transients (EMT) modeling and the other part with dynamic phasor (TS) modeling. Domain partitioning is not based on cutting at transmission lines which introduces a physical delay on the dynamics of the solution, as is usually done, but only on connectivity considerations. We show the convergence property of the homogeneous DDM EMT-EMT and TS-TS and of the heterogeneous DDM TS-EMT, with and without overlap and we use the pure linear divergence/convergence of the method to accelerate it toward the searched solution with the Aitken's acceleration of the convergence technique.

Read more
Numerical Analysis

All-at-once formulation meets the Bayesian approach: A study of two prototypical linear inverse problems

In this work, the Bayesian approach to inverse problems is formulated in an all-at-once setting. The advantages of the all-at-once formulation are known to include the avoidance of a parameter-to-state map as well as numerical improvements, especially when considering nonlinear problems. In the Bayesian approach, prior knowledge is taken into account with the help of a prior distribution. In addition, the error in the observation equation is formulated by means of a distribution. This method naturally results in a whole posterior distribution for the unknown target, not just point estimates. This allows for further statistical analysis including the computation of credible intervals. We combine the Bayesian setting with the all-at-once formulation, resulting in a novel approach for investigating inverse problems. With this combination we are able to chose a prior not only for the parameter, but also for the state variable, which directly influences the parameter. Furthermore, errors not only in the observation equation, but additionally, in the model can be taken into account. %The aim of this approach is not only to accomplish reasonable reconstructions of the unknown parameter but also to maximize the information gained from measurements through combining it with prior knowledge, obtained either from certain expertise or former investigation in the model. We analyze this approach with the help of two linear standard examples, namely the inverse source problem for the Poisson equation and the backwards heat equation, i.e. a stationary and a time dependent problem. Appropriate function spaces and derivation of adjoint operators are investigated. To assess the degree of ill-posedness, we analyze the singular values of the corresponding all-at-once forward operators. %as well as the convergence of the method. Finally, joint priors are designed and numerically tested.

Read more
Numerical Analysis

An EIM-degradation free reduced basis method via over collocation and residual hyper reduction-based error estimation

The need for multiple interactive, real-time simulations using different parameter values has driven the design of fast numerical algorithms with certifiable accuracies. The reduced basis method (RBM) presents itself as such an option. RBM features a mathematically rigorous error estimator which drives the construction of a low-dimensional subspace. A surrogate solution is then sought in this low-dimensional space approximating the parameter-induced high fidelity solution manifold. However when the system is nonlinear or its parameter dependence nonaffine, this efficiency gain degrades tremendously, an inherent drawback of the application of the empirical interpolation method (EIM). In this paper, we augment and extend the EIM approach as a direct solver, as opposed to an assistant, for solving nonlinear partial differential equations on the reduced level. The resulting method, called Reduced Over-Collocation method (ROC), is stable and capable of avoiding the efficiency degradation. Two critical ingredients of the scheme are collocation at about twice as many locations as the number of basis elements for the reduced approximation space, and an efficient error indicator for the strategic building of the reduced solution space. The latter, the main contribution of this paper, results from an adaptive hyper reduction of the residuals for the reduced solution. Together, these two ingredients render the proposed R2-ROC scheme both offline- and online-efficient. A distinctive feature is that the efficiency degradation appearing in traditional RBM approaches that utilize EIM for nonlinear and nonaffine problems is circumvented, both in the offline and online stages. Numerical tests on different families of time-dependent and steady-state nonlinear problems demonstrate the high efficiency and accuracy of our R2-ROC and its superior stability performance.

Read more
Numerical Analysis

An Efficient Model Order Reduction Scheme for Dynamic Contact in Linear Elasticity

The paper proposes an approach for the efficient model order reduction of dynamic contact problems in linear elasticity. Instead of the augmented Lagrangian method that is widely used for mechanical contact problems, we prefer here the Linear Complementarity Programming (LCP) method as basic methodology. It has the advantage of resulting in the much smaller dual problem that is associated with the governing variational principle and that turns out to be beneficial for the model order reduction. Since the shape of the contact zone depends strongly on the acting outer forces, the LCP for the Lagrange multipliers has to be solved in each time step. The model order reduction scheme, on the other hand, is applied to the large linear system for the displacements and computed in advance by means of an Arnoldi process. In terms of computational effort the reduction scheme is very appealing because the contact constraints are fully satisfied while the reduction acts only on the displacements. As an extension of our approach, we furthermore take up the idea of the Craig-Bampton method in order to distinguish between interior nodes and the nodes in the contact zone. A careful performance analysis closes the paper.

Read more
Numerical Analysis

An Extended Galerkin analysis in finite element exterior calculus

For the Hodge--Laplace equation in finite element exterior calculus, we introduce several families of discontinuous Galerkin methods in the extended Galerkin framework. For contractible domains, this framework utilizes seven fields and provides a unifying inf-sup analysis with respect to all discretization and penalty parameters. It is shown that the proposed methods can be hybridized as a reduced two-field formulation.

Read more
Numerical Analysis

An Inverse Potential Problem for Subdiffusion: Stability and Reconstruction

In this work, we study the inverse problem of recovering a potential coefficient in the subdiffusion model, which involves a Djrbashian-Caputo derivative of order α∈(0,1) in time, from the terminal data. We prove that the inverse problem is locally Lipschitz for small terminal time, under certain conditions on the initial data. This result extends the result in Choulli and Yamamoto (1997) for the standard parabolic case to the fractional case. The analysis relies on refined properties of two-parameter Mittag-Leffler functions, e.g., complete monotonicity and asymptotics. Further, we develop an efficient and easy-to-implement algorithm for numerically recovering the coefficient based on (preconditioned) fixed point iteration and Anderson acceleration. The efficiency and accuracy of the algorithm is illustrated with several numerical examples.

Read more
Numerical Analysis

An O(n) algorithm for generating uniform random vectors in n-dimensional cones

Unbiased random vectors i.e. distributed uniformly in n-dimensional space, are widely applied and the computational cost of generating a vector increases only linearly with n. On the other hand, generating uniformly distributed random vectors in its subspaces typically involves the inefficiency of rejecting vectors falling outside, or re-weighting a non-uniformly distributed set of samples. Both approaches become severely ineffective as n increases. We present an efficient algorithm to generate uniformly distributed random directions in n-dimensional cones, to aid searching and sampling tasks in high dimensions.

Read more

Ready to get started?

Join us today