Space-time Methods for Time-dependent Partial Differential Equations

Modern discretizations of time-dependent PDEs consider the full problem in the space-time cylinder and aim to overcome limitations of classical approaches such as the method of lines (first discretize in space and then solve the resulting ODE) and the Rothe method (first discretize in time and then solve the PDE). A main advantage of a holistic space-time method is the direct access to space-time adaptivity and to the backward problem (required for the dual problem in optimization or error control). Moreover, this allows for parallel solution strategies simultaneously in time and space. Several space-time concepts where proposed (different conforming and nonconforming space-time finite elements, the parareal method, wavefront relaxation etc.) but this topic has become a rapidly growing field in numerical analysis and scientific computing. In this workshop the focus is the development of adaptive and flexible space-time discretization methods for solving parabolic and hyperbolic space-time partial differential equations

Evolution equations in physical chemistry

textWe analyze a number of systems of evolution equations that arise in the study of physical chemistry. First we discuss the well-posedness of a system of mixing compressible barotropic multicomponent flows. We discuss the regularity of these variational solutions, their existence and uniqueness, and we analyze the emergence of a novel type of entropy that is derived for the system of equations. Next we present a numerical scheme, in the form of a discontinuous Galerkin (DG) finite element method, to model this compressible barotropic multifluid. We find that the DG method provides stable and accurate solutions to our system, and that further, these solutions are energy consistent; which is to say that they satisfy the classical entropy of the system in addition to an additional integral inequality. We discuss the initial-boundary problem and the existence of weak entropy at the boundaries. Next we extend these results to include more complicated transport properties (i.e. mass diffusion), where exotic acoustic and chemical inlets are explicitly shown. We continue by developing a mixed method discontinuous Galerkin finite element method to model quantum hydrodynamic fluids, which emerge in the study of chemical and molecular dynamics. These solutions are solved in the conservation form, or Eulerian frame, and show a notable scale invariance which makes them particularly attractive for high dimensional calculations. Finally we implement a wide class of chemical reactors using an adapted discontinuous Galerkin finite element scheme, where reaction terms are analytically integrated locally in time. We show that these solutions, both in stationary and in flow reactors, show remarkable stability, accuracy and consistency.Chemistry and Biochemistr

Fractional Calculus and the Future of Science

Newton foresaw the limitations of geometry’s description of planetary behavior and developed fluxions (differentials) as the new language for celestial mechanics and as the way to implement his laws of mechanics. Two hundred years later Mandelbrot introduced the notion of fractals into the scientific lexicon of geometry, dynamics, and statistics and in so doing suggested ways to see beyond the limitations of Newton’s laws. Mandelbrot’s mathematical essays suggest how fractals may lead to the understanding of turbulence, viscoelasticity, and ultimately to end of dominance of the Newton’s macroscopic world view.Fractional Calculus and the Future of Science examines the nexus of these two game-changing contributions to our scientific understanding of the world. It addresses how non-integer differential equations replace Newton’s laws to describe the many guises of complexity, most of which lay beyond Newton’s experience, and many had even eluded Mandelbrot’s powerful intuition. The book’s authors look behind the mathematics and examine what must be true about a phenomenon’s behavior to justify the replacement of an integer-order with a noninteger-order (fractional) derivative. This window into the future of specific science disciplines using the fractional calculus lens suggests how what is seen entails a difference in scientific thinking and understanding

An inverse problem for a one-dimensional time-fractional diffusion problem

Over the last two decades, anomalous diusion processes in which the mean squares variance grows slower or faster than that in a Gaussian process have found many applications. At a macroscopic level, these processes are adequately described by fractional dierential equations, which involves fractional derivatives in time or/and space. The fractional derivatives describe either history mechanism or long range interactions of particle motions at a microscopic level. The new physics can change dramatically the behavior of the forward problems. For example, the solution operator of the time fractional diusion diusion equation has only limited smoothing property, whereas the solution for the space fractional diusion equation may contain weakly singularity. Naturally one expects that the new physics will impact related inverse problems in terms of uniqueness, stability, and degree of ill-posedness. The last aspect is especially important from a practical point of view, i.e., stably reconstructing the quantities of interest. In this paper, we employ a formal analytic and numerical way, especially the two-parameter Mittag-Leer function and singular value decomposition, to examine the degree of ill-posedness of several \classical" inverse problems for fractional dierential equations involving a Djrbashian-Caputo fractional derivative in either time or space, which represent the fractional analogues of that for classical integral order dierential equations. We discuss four inverse problems, i.e., backward fractional diusion, sideways problem, inverse source problem and inverse potential problem for time fractional diusion, and inverse Sturm-Liouville problem, Cauchy problem, backward fractional diusion and sideways problem for space fractional diusion. It is found that contrary to the wide belief, the in uence of anomalous diusion on the degree of ill-posedness is not denitive: it can either signicantly improve or worsen the conditioning of related inverse problems, depending crucially on the specic type of given data and quantity of interest. Further, the study exhibits distinct new features of \fractional" inverse problems, and a partial list of surprising observations is given below. (a) Classical backward diusion is exponentially ill-posed, whereas time fractional backward diusion is only mildly ill-posed in the sense of norms on the domain and range spaces. However, this does not imply that the latter always allows a more eective reconstruction. (b) Theoretically, the time fractional sideways problem is severely ill-posed like its classical counterpart, but numerically can be nearly well-posed. (c) The classical Sturm-Liouville problem requires two pieces of spectral data to uniquely determine a general potential, but in the fractional case, one single Dirichlet spectrum may suce. (d) The space fractional sideways problem can be far more or far less ill-posed than the classical counterpart, depending on the location of the lateral Cauchy data. In many cases, the precise mechanism of these surprising observations is unclear, and awaits further analytical and numerical exploration, which requires new mathematical tools and ingenuities. Further, our ndings indicate fractional diusion inverse problems also provide an excellent case study in the dierences between theoretical ill-conditioning involving domain and range norms and the numerical analysis of a nite-dimensional reconstruction procedure. Throughout we will also describe known analytical and numerical results in the literature

Generalized averaged Gaussian quadrature and applications

A simple numerical method for constructing the optimal generalized averaged Gaussian quadrature formulas will be presented. These formulas exist in many cases in which real positive GaussKronrod formulas do not exist, and can be used as an adequate alternative in order to estimate the error of a Gaussian rule. We also investigate the conditions under which the optimal averaged Gaussian quadrature formulas and their truncated variants are internal