Search results for " numerical analysis."

Functional A Posteriori Error Equalities for Conforming Mixed Approximations of Elliptic Problems

2014

In this paper we show how to find the exact error (not just an estimate of the error) of a conforming mixed approximation by using the functional type a posteriori error estimates in the spirit of Repin. The error is measured in a mixed norm which takes into account both the primal and dual variables. We derive this result for elliptic partial differential equations of a certain class. We first derive a special version of our main result by using a simplified reaction-diffusion problem to demonstrate the strong connection to the classical functional a posteriori error estimates of Repin. After this we derive the main result in an abstract setting. Our main result states that in order to obt…

Worst case approach in convex minimization problems with uncertain data

2015

This paper concerns quantitative analysis of errors generated by incompletely known data in convex minimization problems. The problems are discussed in the mixed setting and the duality gap is used as the fundamental error measure. The influence of the indeterminate data is measured using the worst case scenario approach. The worst case error is decomposed into two computable quantities, which allows the quantitative comparison between errors resulting from the inaccuracy of the approximation and the data uncertainty. The proposed approach is demonstrated on a paradigm of a nonlinear reaction-diffusion problem together with numerical examples.

An adaptive rectangular mesh administration and refinement technique with application in cancer invasion models

2022

We present an administration technique for the bookkeeping of adaptive mesh refinement on (hyper-)rectangular meshes. Our technique is a unified approach for h-refinement on 1-, 2- and 3D domains, which is easy to use and avoids traversing the connectivity graph of the ancestry of mesh cells. Due to the employed rectangular mesh structure, the identification of the siblings and the neighbouring cells is greatly simplified. The administration technique is particularly designed for smooth meshes, where the smoothness is dynamically used in the matrix operations. It has a small memory footprint that makes it affordable for a wide range of mesh resolutions over a large class of problems. We pre…

NUMERICAL ALGORITHMS

2013

For many systems of differential equations modeling problems in science and engineering, there are natural splittings of the right hand side into two parts, one non-stiff or mildly stiff, and the other one stiff. For such systems implicit-explicit (IMEX) integration combines an explicit scheme for the non-stiff part with an implicit scheme for the stiff part. In a recent series of papers two of the authors (Sandu and Zhang) have developed IMEX GLMs, a family of implicit-explicit schemes based on general linear methods. It has been shown that, due to their high stage order, IMEX GLMs require no additional coupling order conditions, and are not marred by order reduction. This work develops a …

Exact simulation of first exit times for one-dimensional diffusion processes

2019

International audience; The simulation of exit times for diffusion processes is a challenging task since it concerns many applications in different fields like mathematical finance, neuroscience, reliability horizontal ellipsis The usual procedure is to use discretization schemes which unfortunately introduce some error in the target distribution. Our aim is to present a new algorithm which simulates exactly the exit time for one-dimensional diffusions. This acceptance-rejection algorithm requires to simulate exactly the exit time of the Brownian motion on one side and the Brownian position at a given time, constrained not to have exit before, on the other side. Crucial tools in this study …

A spectral approach to a constrained optimization problem for the Helmholtz equation in unbounded domains

2014

We study some convergence issues for a recent approach to the problem of transparent boundary conditions for the Helmholtz equation in unbounded domains (Ciraolo et al. in J Comput Phys 246:78–95, 2013) where the index of refraction is not required to be constant at infinity. The approach is based on the minimization of an integral functional, which arises from an integral formulation of the radiation condition at infinity. In this paper, we implement a Fourier–Chebyshev collocation method to study some convergence properties of the numerical algorithm; in particular, we give numerical evidence of some convergence estimates available in the literature (Ciraolo in Helmholtz equation in unbou…

Speeding up a few orders of magnitude the Jacobi method: high order Chebyshev-Jacobi over GPUs

2017

In this technical note we show how to reach a remarkable speed up when solving elliptic partial differential equations with finite differences thanks to the joint use of the Chebyshev-Jacobi method with high order discretizations and its parallel implementation over GPUs.

On the thermo-mechanical behaviour of the IFMIF target assembly under steady state and transient operative scenarios

Bòvedas tabicadas: experimental and numerical analysis

2008

A class of thin vaults, the so-called “bovedas tabicadas”, which represent one of the most common Spanish traditional building techniques at the end of XIX century are studied here, treating the relevant analysis problem through a numerical, as well as an experimental, approach. At first the problem is studied by searching for the behaviour of the material effecting suitable experiments. Once the constitutive behaviour of the materials and the structural elements are experimentally characterized, a semi inverse method for the identification of the optimum mechanical parameters to assign to an equivalent homogeneous ideal material through analysis reproducing the executed experimental tests …

A numerical approach to Blow-up issues for dispersive perturbations of Burgers' equation

2014

We provide a detailed numerical study of various issues pertaining to the dynamics of the Burgers equation perturbed by a weak dispersive term: blow-up in finite time versus global existence, nature of the blow-up, existence for "long" times, and the decomposition of the initial data into solitary waves plus radiation. We numerically construct solitons for fractionary Korteweg-de Vries equations.