Tomáš Kozubek

A fictitious domain approach to the numerical solution of PDEs in stochastic domains

We present an efficient method for the numerical realization of elliptic PDEs in domains depending on random variables. Domains are bounded, and have finite fluctuations. The key feature is the combination of a fictitious domain approach and a polynomial chaos expansion. The PDE is solved in a larger, fixed domain (the fictitious domain), with the original boundary condition enforced via a Lagrange multiplier acting on a random manifold inside the new domain. A (generalized) Wiener expansion is invoked to convert such a stochastic problem into a deterministic one, depending on an extra set of real variables (the stochastic variables). Discretization is accomplished by standard mixed finite elements in the physical variables and a Galerkin projection method with numerical integration (which coincides with a collocation scheme) in the stochastic variables. A stability and convergence analysis of the method, as well as numerical results, are provided. The convergence is “spectral” in the polynomial chaos order, in any subdomain which does not contain the random boundaries.

Shape Optimization and Fictitious Domain Approach for Solving Free Boundary Problems of Bernoulli Type

This contribution deals with an efficient method for the numerical realization of the exterior and interior Bernoulli free boundary problems. It is based on a shape optimization approach. The state problems are solved by a fictitious domain solver using boundary Lagrange multipliers.

Cholesky decomposition of a positive semidefinite matrix with known kernel

The Cholesky decomposition of a symmetric positive semidefinite matrix A is a useful tool for solving the related consistent system of linear equations or evaluating the action of a generalized inverse, especially when A is relatively large and sparse. To use the Cholesky decomposition effectively, it is necessary to identify reliably the positions of zero rows or columns of the factors and to choose these positions so that the nonsingular submatrix of A of the maximal rank is reasonably conditioned. The point of this note is to show how to exploit information about the kernel of A to accomplish both tasks. The results are illustrated by numerical experiments.

A scalable TFETI algorithm for two-dimensional multibody contact problems with friction

A Total FETI (TFETI) based domain decomposition algorithm with preconditioning by a natural coarse grid of rigid body motions is adapted to the solution of two-dimensional multibody contact problems of elasticity with the Coulomb friction and proved to be scalable for the Tresca friction. The algorithm finds an approximate solution at the cost asymptotically proportional to the number of variables provided the ratio of the decomposition parameter and the discretization parameter is bounded. The analysis is based on the classical results by Farhat, Mandel, and Roux on scalability of FETI with a natural coarse grid for linear problems and on our development of optimal quadratic programming algorithms for bound and equality constrained problems. The algorithm preserves parallel scalability of the classical FETI method. Both theoretical results and numerical experiments indicate a high efficiency of our algorithm. In addition, its performance is illustrated on analysis of the yielding clamp connection with the Coulomb friction.

A TFETI domain decomposition solver for elastoplastic problems

We propose an algorithm for the efficient parallel implementation of elastoplastic problems with hardening based on the so-called TFETI (Total Finite Element Tearing and Interconnecting) domain decomposition method. We consider an associated elastoplastic model with the von Mises plastic criterion and the linear isotropic hardening law. Such a model is discretized by the implicit Euler method in time and the consequent one time step elastoplastic problem by the finite element method in space. The latter results in a system of nonlinear equations with a strongly semismooth and strongly monotone operator. The semismooth Newton method is applied to solve this nonlinear system. Corresponding linearized problems arising in the Newton iterations are solved in parallel by the above mentioned TFETI domain decomposition method. The proposed TFETI based algorithm was implemented in Matlab parallel environment and its performance was illustrated on a 3D elastoplastic benchmark. Numerical results for different time discretizations and mesh levels are presented and discussed and a local quadratic convergence of the semismooth Newton method is observed.

Total FETI domain decomposition method and its massively parallel implementation

We describe an efficient massively parallel implementation of our variant of the FETI type domain decomposition method called Total FETI with a lumped preconditioner. A special attention is paid to the discussion of several variants of parallelization of the action of the projections to the natural coarse grid and to the effective regularization of the stiffness matrices of the subdomains. Both numerical and parallel scalability of the proposed TFETI method are demonstrated on a 2D elastostatic benchmark up to 314,505,600 unknowns and 4800cores. The results are also important for implementation of scalable algorithms for the solution of nonlinear contact problems of elasticity by TFETI based domain decomposition method.

Projected Schur complement method for solving non-symmetric systems arising from a smooth fictitious domain approach

SUMMARY The paper deals with a fast method for solving large scale algebraic saddle-point systems arising from fictitious domain formulations of elliptic boundary value problems. A new variant of the fictitious domain approach is analyzed. Boundary conditions are enforced by control variables introduced on an auxiliary boundary located outside of the original domain. This approach has a significantly higher convergence rate, however the algebraic systems resulting from finite element discretizations are typically non-symmetric. The presented method is based on the Schur complement reduction. If the stiffness matrix is singular, the reduced system can be formulated again as another saddle-point problem. Its modification by orthogonal projectors leads to an equation that can be efficiently solved by a projected Krylov subspace method for non-symmetric operators. For this purpose, the projected variant of the BiCGSTAB algorithm is derived from the non-projected one. The behavior of the method is illustrated by examples, in which the BiCGSTAB iterations are accelerated by a multigrid strategy. Copyright c � 2007 John Wiley & Sons, Ltd.

Genetic and Random Search Methods in Optimal Shape Design Problems

We describe the application of two global optimization methods, namely of genetic and random search type algorithms in shape optimization. When the so-called fictitious domain approaches are used for the numerical realization of state problems, the resulting minimized function is non-differentiable and stair-wise, in general. Such complicated behaviour excludes the use of classical local methods. Specific modifications of the above-mentioned global methods for our class of problems are described. Numerical results of several model examples computed by different variants of genetic and random search type algorithms are discussed.

An Adaptive WEM Algorithm for Solving Elliptic Boundary Value Problems in Fairly General Domains

In this paper, we introduce a simple adaptive wavelet element algorithm similar to the Cohen-Dahmen-DeVore algorithm [A. Cohen, W. Dahmen, and R. DeVore, Math. Comp., 70 (2001), pp. 27-75]. The main difference is that we do not assume knowledge of the many constants appearing therein. The algorithm is easy to implement and applicable to a large class of problems in fairly general domains. The efficiency is illustrated by several two-dimensional numerical examples and compared with an adaptive finite element method.

A Description of a Highly Modular System for the Emergent Flood Prediction

The main goal of our system is to provide the end user with information about an approaching disaster. The concept is to ensure information access to adequate data for all potential users, including citizens, local mayors, governments, and specialists, within one system. It is obvious that there is a knowledge gap between the lay user and specialist. Therefore, the system must be able to provide this information in a simple format for the less informed user while providing more complete information with computation adjustment and parameterization options to more qualified users. Important feature is the open structure and modular architecture that enables the usage of different modules. Modules can contain different functions, alternative simulations or additional features. Since the architectural structure is open, modules can be combined in any way to achieve any desired function in the system. One of many important modules is our own analytic solution to the flood waves for a small basin to our system.