Analytical and numerical investigation of mixed-type functional differential equations

NOTICE: this is the author’s version of a work that was accepted for publication in Journal of computational and applied mathematics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of computational and applied mathematics, 234 (2010), doi: 10.1016/j.cam.2010.01.028This journal article is concerned with the approximate solution of a linear non-autonomous functional differential equation, with both advanced and delayed arguments

High-order integral equation methods for problems of scattering by bumps and cavities on half-planes

This paper presents high-order integral equation methods for evaluation of electromagnetic wave scattering by dielectric bumps and dielectric cavities on perfectly conducting or dielectric half-planes. In detail, the algorithms introduced in this paper apply to eight classical scattering problems, namely: scattering by a dielectric bump on a perfectly conducting or a dielectric half-plane, and scattering by a filled, overfilled or void dielectric cavity on a perfectly conducting or a dielectric half-plane. In all cases field representations based on single-layer potentials for appropriately chosen Green functions are used. The numerical far fields and near fields exhibit excellent convergence as discretizations are refined--even at and around points where singular fields and infinite currents exist.Comment: 25 pages, 7 figure

Enforcing the non-negativity constraint and maximum principles for diffusion with decay on general computational grids

In this paper, we consider anisotropic diffusion with decay, and the diffusivity coefficient to be a second-order symmetric and positive definite tensor. It is well-known that this particular equation is a second-order elliptic equation, and satisfies a maximum principle under certain regularity assumptions. However, the finite element implementation of the classical Galerkin formulation for both anisotropic and isotropic diffusion with decay does not respect the maximum principle. We first show that the numerical accuracy of the classical Galerkin formulation deteriorates dramatically with increase in the decay coefficient for isotropic medium and violates the discrete maximum principle. However, in the case of isotropic medium, the extent of violation decreases with mesh refinement. We then show that, in the case of anisotropic medium, the classical Galerkin formulation for anisotropic diffusion with decay violates the discrete maximum principle even at lower values of decay coefficient and does not vanish with mesh refinement. We then present a methodology for enforcing maximum principles under the classical Galerkin formulation for anisotropic diffusion with decay on general computational grids using optimization techniques. Representative numerical results (which take into account anisotropy and heterogeneity) are presented to illustrate the performance of the proposed formulation

On optimal solution error covariances in variational data assimilation problems

The problem of variational data assimilation for a nonlinear evolution model is formulated as an optimal control problem to find unknown parameters such as distributed model coefficients or boundary conditions. The equation for the optimal solution error is derived through the errors of the input data (background and observation errors), and the optimal solution error covariance operator through the input data error covariance operators, respectively. The quasi-Newton BFGS algorithm is adapted to construct the covariance matrix of the optimal solution error using the inverse Hessian of an auxiliary data assimilation problem based on the tangent linear model constraints. Preconditioning is applied to reduce the number of iterations required by the BFGS algorithm to build a quasi-Newton approximation of the inverse Hessian. Numerical examples are presented for the one-dimensional convection-diffusion model

Finite element approximation of high-dimensional transport-dominated diffusion problems

High-dimensional partial differential equations with nonnegative characteristic form arise in numerous mathematical models in science. In problems of this kind, the computational challenge of beating the exponential growth of complexity as a function of dimension is exacerbated by the fact that the problem may be transport-dominated. We develop the analysis of stabilised sparse finite element methods for such high-dimensional, non-self-adjoint and possibly degenerate partial differential equations.\ud \ud (Presented as an invited lecture under the title "Computational multiscale modelling: Fokker-Planck equations and their numerical analysis" at the Foundations of Computational Mathematics conference in Santander, Spain, 30 June - 9 July, 2005.

Review of Summation-by-parts schemes for initial-boundary-value problems

High-order finite difference methods are efficient, easy to program, scales well in multiple dimensions and can be modified locally for various reasons (such as shock treatment for example). The main drawback have been the complicated and sometimes even mysterious stability treatment at boundaries and interfaces required for a stable scheme. The research on summation-by-parts operators and weak boundary conditions during the last 20 years have removed this drawback and now reached a mature state. It is now possible to construct stable and high order accurate multi-block finite difference schemes in a systematic building-block-like manner. In this paper we will review this development, point out the main contributions and speculate about the next lines of research in this area

Is general relativity `essentially understood' ?

The content of Einstein's theory of gravitation is encoded in the properties of the solutions to his field equations. There has been obtained a wealth of information about these solutions in the ninety years the theory has been around. It led to the prediction and the observation of physical phenomena which confirm the important role of general relativity in physics. The understanding of the domain of highly dynamical, strong field configurations is, however, still quite limited. The gravitational wave experiments are likely to provide soon observational data on phenomena which are not accessible by other means. Further theoretical progress will require, however, new methods for the analysis and the numerical calculation of the solutions to Einstein's field equations on large scales and under general assumptions. We discuss some of the problems involved, describe the status of the field and recent results, and point out some open problems.Comment: Extended version of a talk which was to be delivered at the DPG Fruehjahrstagung in Berlin, 5 March 200