Singular value decay of operator-valued differential Lyapunov and Riccati equations

We consider operator-valued differential Lyapunov and Riccati equations, where the operators $B$ and $C$ may be relatively unbounded with respect to $A$ (in the standard notation). In this setting, we prove that the singular values of the solutions decay fast under certain conditions. In fact, the decay is exponential in the negative square root if $A$ generates an analytic semigroup and the range of $C$ has finite dimension. This extends previous similar results for algebraic equations to the differential case. When the initial condition is zero, we also show that the singular values converge to zero as time goes to zero, with a certain rate that depends on the degree of unboundedness of $C$. A fast decay of the singular values corresponds to a low numerical rank, which is a critical feature in large-scale applications. The results reported here provide a theoretical foundation for the observation that, in practice, a low-rank factorization usually exists.Comment: Corrected some misconceptions, which lead to more general results (e.g. exponential stability is no longer required). Also fixed some off-by-one errors, improved the presentation, and added/extended several remarks on possible generalizations. Now 22 pages, 8 figure

On the Singular Neumann Problem in Linear Elasticity

The Neumann problem of linear elasticity is singular with a kernel formed by the rigid motions of the body. There are several tricks that are commonly used to obtain a non-singular linear system. However, they often cause reduced accuracy or lead to poor convergence of the iterative solvers. In this paper, different well-posed formulations of the problem are studied through discretization by the finite element method, and preconditioning strategies based on operator preconditioning are discussed. For each formulation we derive preconditioners that are independent of the discretization parameter. Preconditioners that are robust with respect to the first Lam\'e constant are constructed for the pure displacement formulations, while a preconditioner that is robust in both Lam\'e constants is constructed for the mixed formulation. It is shown that, for convergence in the first Sobolev norm, it is crucial to respect the orthogonality constraint derived from the continuous problem. Based on this observation a modification to the conjugate gradient method is proposed that achieves optimal error convergence of the computed solution

An asymptotic preserving scheme for strongly anisotropic elliptic problems

In this article we introduce an asymptotic preserving scheme designed to compute the solution of a two dimensional elliptic equation presenting large anisotropies. We focus on an anisotropy aligned with one direction, the dominant part of the elliptic operator being supplemented with Neumann boundary conditions. A new scheme is introduced which allows an accurate resolution of this elliptic equation for an arbitrary anisotropy ratio.Comment: 21 page

Harmonic density interpolation methods for high-order evaluation of Laplace layer potentials in 2D and 3D

We present an effective harmonic density interpolation method for the numerical evaluation of singular and nearly singular Laplace boundary integral operators and layer potentials in two and three spatial dimensions. The method relies on the use of Green's third identity and local Taylor-like interpolations of density functions in terms of harmonic polynomials. The proposed technique effectively regularizes the singularities present in boundary integral operators and layer potentials, and recasts the latter in terms of integrands that are bounded or even more regular, depending on the order of the density interpolation. The resulting boundary integrals can then be easily, accurately, and inexpensively evaluated by means of standard quadrature rules. A variety of numerical examples demonstrate the effectiveness of the technique when used in conjunction with the classical trapezoidal rule (to integrate over smooth curves) in two-dimensions, and with a Chebyshev-type quadrature rule (to integrate over surfaces given as unions of non-overlapping quadrilateral patches) in three-dimensions

Low-rank Linear Fluid-structure Interaction Discretizations

Fluid-structure interaction models involve parameters that describe the solid and the fluid behavior. In simulations, there often is a need to vary these parameters to examine the behavior of a fluid-structure interaction model for different solids and different fluids. For instance, a shipping company wants to know how the material, a ship's hull is made of, interacts with fluids at different Reynolds and Strouhal numbers before the building process takes place. Also, the behavior of such models for solids with different properties is considered before the prototype phase. A parameter-dependent linear fluid-structure interaction discretization provides approximations for a bundle of different parameters at one step. Such a discretization with respect to different material parameters leads to a big block-diagonal system matrix that is equivalent to a matrix equation as discussed in [KressnerTobler 2011]. The unknown is then a matrix which can be approximated using a low-rank approach that represents the iterate by a tensor. This paper discusses a low-rank GMRES variant and a truncated variant of the Chebyshev iteration. Bounds for the error resulting from the truncation operations are derived. Numerical experiments show that such truncated methods applied to parameter-dependent discretizations provide approximations with relative residual norms smaller than $10^{-8}$ within a twentieth of the time used by individual standard approaches.Comment: 30 pages, 7 figure

Some energy conservative schemes for vibro-impacts of a beam on rigid obstacles

Caused by the problem of unilateral contact during vibrations of satellite solar arrays, the aim of this paper is to better understand such a phenomenon. Therefore, it is studied here a simplified model composed by a beam moving between rigid obstacles. Our purpose is to describe and compare some families of fully discretized approximations and their properties, in the case of non-penetration Signorini’s conditions. For this, starting from the works of Dumont and Paoli, we adapt to our beam model the singular dynamic method introduced by Renard. A particular emphasis is given in the use of a restitution coefficient in the impact law. Finally, various numerical results are presented and energy conservation capabilities of the schemes are investigated