An exponential time-differencing method for monotonic relaxation systems

We present first and second-order accurate exponential time differencing methods for a special class of stiff ODEs, denoted as monotonic relaxation ODEs. Some desirable accuracy and robustness properties of our methods are established. In particular, we prove a strong form of stability denoted as monotonic asymptotic stability, guaranteeing that no overshoots of the equilibrium value are possible. This is motivated by the desire to avoid spurious unphysical values that could crash a large simulation. We present a simple numerical example, demonstrating the potential for increased accuracy and robustness compared to established Runge-Kutta and exponential methods. Through operator splitting, an application to granular-gas flow is provided.acceptedVersio

Numerical simulation of a highly underexpanded carbon dioxide jet

The underexpanded jets are present in many processes such as rocket propulsion, mass spectrometry, fuel injection, as well as in the process called rapid expansion of supercritical solutions (RESS). In the RESS process a supercritical solution flows through a capillary nozzle until an expansion chamber where the strong changes in the thermodynamic properties of the solvent are used to encapsulate the solute in very fine particles. The research project was focused on the hydrodynamic modeling of an hypersonic carbon dioxide jet produced in the context of the RESS process. The mathematical modeling of the jet was developed using the set of the compressible Navier-Stokes equations along with the generalized Bender equation of state. This set of PDE was solved using an adaptive discontinuous Galerkin discretization for space and the exponential Rosenbrock-Euler method for the time integration. The numerical solver was implemented in C++ using several libraries such as deal.ii and Sacado-Trilinos

Recent Developments in the Numerics of Nonlinear Hyperbolic Conservation Laws

The development of reliable numerical methods for the simulation of real life problems requires both a fundamental knowledge in the field of numerical analysis and a proper experience in practical applications as well as their mathematical modeling. Thus, the purpose of the workshop was to bring together experts not only from the field of applied mathematics but also from civil and mechanical engineering working in the area of modern high order methods for the solution of partial differential equations or even approximation theory necessary to improve the accuracy as well as robustness of numerical algorithms

Adaptive Wavelet Methods for Inverse Problems: Acceleration Strategies, Adaptive Rothe Method and Generalized Tensor Wavelets

In general, inverse problems can be described as the task of inferring conclusions about the cause u from given observations y of its effect. This can be described as the inversion of an operator equation K(u) = y, which is assumed to be ill-posed or ill-conditioned. To arrive at a meaningful solution in this setting, regularization schemes need to be applied. One of the most important regularization methods is the so called Tikhonov regularization. As an approximation to the unknown truth u it is possible to consider the minimizer v of the sum of the data error K(v)-y (in a certain norm) and a weighted penalty term F(v). The development of efficient schemes for the computation of the minimizers is a field of ongoing research and a central Task in this thesis. Most computation schemes for v are based on some generalized gradient descent approach. For problems with weighted lp-norm penalty terms this typically leads to iterated soft shrinkage methods. Without additional assumptions the convergence of these iterations is only guaranteed for subsequences, and even then only to stationary points. In general, stationary points of the minimization problem do not have any regularization properties. Also, the basic iterated soft shrinkage algorithm is known to converge very poorly in practice. This is critical as each iteration step includes the application of the nonlinear operator K and the adjoint of its derivative. This in itself may already be numerically demanding. This thesis is concerned with the development of strategies for the fast computation of the solution of inverse problems with provable convergence rates. In particular, the application and generalization of efficient numerical schemes for the treatment of the arising nonlinear operator equations is considered. The first result of this thesis is a general acceleration strategy for the iterated soft thresholding iteration to compute the solution of the inverse problem. It is based on a decreasing strategy for the weights of the penalty term. The new method converges with linear rate to a global minimizer. A very important class of inverse problems are parameter identification problems for partial differential equations. As a prototype for this class of problems the identification of parameters in a specific parabolic partial differential equation is investigated. The arising operators are analyzed, the applicability of Tikhonov Regularization is proven and the parameters in a simplified test equation are reconstructed. The parabolic differential equations are solved by means of the so called horizontal method of lines, also known as Rothes method. Here the parabolic problem is interpreted as an abstract Cauchy problem. It is discretized in time by means of an implicit scheme. This is combined with a discretization of the resulting system of spatial problems. In this thesis the application of adaptive discretization schemes to solve the spatial subproblems is investigated. Such methods realize highly nonuniform discretizations. Therefore, they tend to require much less degrees of freedom than classical discretization schemes. To ensure the convergence of the resulting inexact Rothe method, a rigorous convergence proof is given. In particular, the application of implementable asymptotically optimal adaptive methods, based on wavelet bases, is considered. An upper bound for the degrees of freedom of the overall scheme that are needed to adaptively approximate the solution up to a prescribed tolerance is derived. As an important case study, the complexity of the approximate solution of the heat equation is investigated. To this end a regularity result for the spatial equations that arise in the Rothe method is proven. The rate of convergence of asymptotically optimal adaptive methods deteriorates with the spatial dimension of the problem. This is often called the curse of dimensionality. One way to avoid this problem is to consider tensor wavelet discretizations. Such discretizations lead to dimension independent convergence rates. However, the classical tensor wavelet construction is limited to domains with simple product geometry. Therefor, in this thesis, a generalized tensor wavelet basis is constructed. It spans a range of Sobolev spaces over a domain with a fairly general geometry. The construction is based on the application of extension operators to appropriate local bases on subdomains that form a non-overlapping domain decomposition. The best m-term approximation of functions with the new generalized tensor product basis converges with a rate that is independent of the spatial dimension of the domain. For two- and three-dimensional polytopes it is shown that the solution of Poisson type problems satisfies the required regularity condition. Numerical tests show that the dimension independent rate is indeed realized in practice

Differential Models, Numerical Simulations and Applications

This Special Issue includes 12 high-quality articles containing original research findings in the fields of differential and integro-differential models, numerical methods and efficient algorithms for parameter estimation in inverse problems, with applications to biology, biomedicine, land degradation, traffic flows problems, and manufacturing systems

Cooperative control theory and integrated flight and propulsion control

The major contribution of this research was the exposition of the fact that airframe and engine interactions could be present, and their effects could include loss of stability and performance of the control systems. Also, the significance of two directional, as opposed to one-directional, coupling was identified and explained. A multivariable stability and performance analysis methodology was developed, and applied to several candidate aircraft configurations. In these example evaluations, the significance of these interactions was underscored. Also exposed was the fact that with interactions present along with some integrated control approaches, the engine command/limiting logic (which represents an important nonlinear component of the engine control system) can impact closed-loop airframe/engine system stability. Finally, a brief investigation of control-law synthesis techniques appropriate for the class of systems was pursued, and it was determined that multivariable techniques, including model-following formulations of LQG and/or H infinity methods, showed promise. However, for practical reasons, decentralized control architectures are preferred, which is an architecture incompatible with these synthesis methods. The major contributions of the second phase of the grant was the development of conditions under which no decentralized controller could achieve closed loop system requirements on stability and/or performance. Sought were conditions that depended only on properties of the plant and the requirement, and independent of any particular control law or synthesis approach. Therefore, they could be applied a priori, before synthesis of a candidate control law. Under this grant, such conditions were found regarding stability, and encouraging initial results were obtained regarding performance