4,273 research outputs found
Energy-corrected FEM and explicit time-stepping for parabolic problems
The presence of corners in the computational domain, in general, reduces the
regularity of solutions of parabolic problems and diminishes the convergence
properties of the finite element approximation introducing a so-called
"pollution effect". Standard remedies based on mesh refinement around the
singular corner result in very restrictive stability requirements on the
time-step size when explicit time integration is applied. In this article, we
introduce and analyse the energy-corrected finite element method for parabolic
problems, which works on quasi-uniform meshes, and, based on it, create fast
explicit time discretisation. We illustrate these results with extensive
numerical investigations not only confirming the theoretical results but also
showing the flexibility of the method, which can be applied in the presence of
multiple singular corners and a three-dimensional setting. We also propose a
fast explicit time-stepping scheme based on a piecewise cubic energy-corrected
discretisation in space completed with mass-lumping techniques and numerically
verify its efficiency
A Dynamically Adaptive Sparse Grid Method for Quasi-Optimal Interpolation of Multidimensional Analytic Functions
In this work we develop a dynamically adaptive sparse grids (SG) method for
quasi-optimal interpolation of multidimensional analytic functions defined over
a product of one dimensional bounded domains. The goal of such approach is to
construct an interpolant in space that corresponds to the "best -terms"
based on sharp a priori estimate of polynomial coefficients. In the past, SG
methods have been successful in achieving this, with a traditional construction
that relies on the solution to a Knapsack problem: only the most profitable
hierarchical surpluses are added to the SG. However, this approach requires
additional sharp estimates related to the size of the analytic region and the
norm of the interpolation operator, i.e., the Lebesgue constant. Instead, we
present an iterative SG procedure that adaptively refines an estimate of the
region and accounts for the effects of the Lebesgue constant. Our approach does
not require any a priori knowledge of the analyticity or operator norm, is
easily generalized to both affine and non-affine analytic functions, and can be
applied to sparse grids build from one dimensional rules with arbitrary growth
of the number of nodes. In several numerical examples, we utilize our
dynamically adaptive SG to interpolate quantities of interest related to the
solutions of parametrized elliptic and hyperbolic PDEs, and compare the
performance of our quasi-optimal interpolant to several alternative SG schemes
Numerical Methods for Solving Convection-Diffusion Problems
Convection-diffusion equations provide the basis for describing heat and mass
transfer phenomena as well as processes of continuum mechanics. To handle flows
in porous media, the fundamental issue is to model correctly the convective
transport of individual phases. Moreover, for compressible media, the pressure
equation itself is just a time-dependent convection-diffusion equation.
For different problems, a convection-diffusion equation may be be written in
various forms. The most popular formulation of convective transport employs the
divergent (conservative) form. In some cases, the nondivergent (characteristic)
form seems to be preferable. The so-called skew-symmetric form of convective
transport operators that is the half-sum of the operators in the divergent and
nondivergent forms is of great interest in some applications.
Here we discuss the basic classes of discretization in space: finite
difference schemes on rectangular grids, approximations on general polyhedra
(the finite volume method), and finite element procedures. The key properties
of discrete operators are studied for convective and diffusive transport. We
emphasize the problems of constructing approximations for convection and
diffusion operators that satisfy the maximum principle at the discrete level
--- they are called monotone approximations.
Two- and three-level schemes are investigated for transient problems.
Unconditionally stable explicit-implicit schemes are developed for
convection-diffusion problems. Stability conditions are obtained both in
finite-dimensional Hilbert spaces and in Banach spaces depending on the form in
which the convection-diffusion equation is written
Polynomial Chaos Expansion of random coefficients and the solution of stochastic partial differential equations in the Tensor Train format
We apply the Tensor Train (TT) decomposition to construct the tensor product
Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic
elliptic diffusion PDE with the stochastic Galerkin discretization, and to
compute some quantities of interest (mean, variance, exceedance probabilities).
We assume that the random diffusion coefficient is given as a smooth
transformation of a Gaussian random field. In this case, the PCE is delivered
by a complicated formula, which lacks an analytic TT representation. To
construct its TT approximation numerically, we develop the new block TT cross
algorithm, a method that computes the whole TT decomposition from a few
evaluations of the PCE formula. The new method is conceptually similar to the
adaptive cross approximation in the TT format, but is more efficient when
several tensors must be stored in the same TT representation, which is the case
for the PCE. Besides, we demonstrate how to assemble the stochastic Galerkin
matrix and to compute the solution of the elliptic equation and its
post-processing, staying in the TT format.
We compare our technique with the traditional sparse polynomial chaos and the
Monte Carlo approaches. In the tensor product polynomial chaos, the polynomial
degree is bounded for each random variable independently. This provides higher
accuracy than the sparse polynomial set or the Monte Carlo method, but the
cardinality of the tensor product set grows exponentially with the number of
random variables. However, when the PCE coefficients are implicitly
approximated in the TT format, the computations with the full tensor product
polynomial set become possible. In the numerical experiments, we confirm that
the new methodology is competitive in a wide range of parameters, especially
where high accuracy and high polynomial degrees are required.Comment: This is a major revision of the manuscript arXiv:1406.2816 with
significantly extended numerical experiments. Some unused material is remove
Spectral methods for CFD
One of the objectives of these notes is to provide a basic introduction to spectral methods with a particular emphasis on applications to computational fluid dynamics. Another objective is to summarize some of the most important developments in spectral methods in the last two years. The fundamentals of spectral methods for simple problems will be covered in depth, and the essential elements of several fluid dynamical applications will be sketched
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