17,600 research outputs found
Numerical simulation of conservation laws with moving grid nodes: Application to tsunami wave modelling
In the present article we describe a few simple and efficient finite volume
type schemes on moving grids in one spatial dimension combined with appropriate
predictor-corrector method to achieve higher resolution. The underlying finite
volume scheme is conservative and it is accurate up to the second order in
space. The main novelty consists in the motion of the grid. This new dynamic
aspect can be used to resolve better the areas with large solution gradients or
any other special features. No interpolation procedure is employed, thus
unnecessary solution smearing is avoided, and therefore, our method enjoys
excellent conservation properties. The resulting grid is completely
redistributed according the choice of the so-called monitor function. Several
more or less universal choices of the monitor function are provided. Finally,
the performance of the proposed algorithm is illustrated on several examples
stemming from the simple linear advection to the simulation of complex shallow
water waves. The exact well-balanced property is proven. We believe that the
techniques described in our paper can be beneficially used to model tsunami
wave propagation and run-up.Comment: 46 pages, 7 figures, 7 tables, 94 references. Accepted to
Geosciences. Other author's papers can be downloaded at
http://www.denys-dutykh.com
An Efficient Policy Iteration Algorithm for Dynamic Programming Equations
We present an accelerated algorithm for the solution of static
Hamilton-Jacobi-Bellman equations related to optimal control problems. Our
scheme is based on a classic policy iteration procedure, which is known to have
superlinear convergence in many relevant cases provided the initial guess is
sufficiently close to the solution. In many cases, this limitation degenerates
into a behavior similar to a value iteration method, with an increased
computation time. The new scheme circumvents this problem by combining the
advantages of both algorithms with an efficient coupling. The method starts
with a value iteration phase and then switches to a policy iteration procedure
when a certain error threshold is reached. A delicate point is to determine
this threshold in order to avoid cumbersome computation with the value
iteration and, at the same time, to be reasonably sure that the policy
iteration method will finally converge to the optimal solution. We analyze the
methods and efficient coupling in a number of examples in dimension two, three
and four illustrating its properties
Can local single-pass methods solve any stationary Hamilton-Jacobi-Bellman equation?
The use of local single-pass methods (like, e.g., the Fast Marching method)
has become popular in the solution of some Hamilton-Jacobi equations. The
prototype of these equations is the eikonal equation, for which the methods can
be applied saving CPU time and possibly memory allocation. Then, some natural
questions arise: can local single-pass methods solve any Hamilton-Jacobi
equation? If not, where the limit should be set? This paper tries to answer
these questions. In order to give a complete picture, we present an overview of
some fast methods available in literature and we briefly analyze their main
features. We also introduce some numerical tools and provide several numerical
tests which are intended to exhibit the limitations of the methods. We show
that the construction of a local single-pass method for general Hamilton-Jacobi
equations is very hard, if not impossible. Nevertheless, some special classes
of problems can be actually solved, making local single-pass methods very
useful from the practical point of view.Comment: 19 page
Optimal control of non-stationary differential linear repetitive processes
Differential repetitive processes are a distinct class of continuousdiscrete 2D linear systems of both systems theoretic and applications interest. The feature which makes them distinct from other classes of such systems is the fact that information propagation in one of the two independent directions only occurs over a finite interval. Applications areas include iterative learning control and iterative solution algorithms for classes of dynamic nonlinear optimal control problems based on the maximum principle, and the modelling of numerous industrial processes such as metal rolling, and long-wall cutting etc. The new results in is paper solve a general optimal problem in the presence of non-stationary dynamics
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