615 research outputs found

    An approximation scheme for an Eikonal Equation with discontinuous coefficient

    Full text link
    We consider the stationary Hamilton-Jacobi equation where the dynamics can vanish at some points, the cost function is strictly positive and is allowed to be discontinuous. More precisely, we consider special class of discontinuities for which the notion of viscosity solution is well-suited. We propose a semi-Lagrangian scheme for the numerical approximation of the viscosity solution in the sense of Ishii and we study its properties. We also prove an a-priori error estimate for the scheme in an integral norm. The last section contains some applications to control and image processing problems

    Macroscopic modeling and simulations of room evacuation

    Full text link
    We analyze numerically two macroscopic models of crowd dynamics: the classical Hughes model and the second order model being an extension to pedestrian motion of the Payne-Whitham vehicular traffic model. The desired direction of motion is determined by solving an eikonal equation with density dependent running cost, which results in minimization of the travel time and avoidance of congested areas. We apply a mixed finite volume-finite element method to solve the problems and present error analysis for the eikonal solver, gradient computation and the second order model yielding a first order convergence. We show that Hughes' model is incapable of reproducing complex crowd dynamics such as stop-and-go waves and clogging at bottlenecks. Finally, using the second order model, we study numerically the evacuation of pedestrians from a room through a narrow exit.Comment: 22 page

    Can local single-pass methods solve any stationary Hamilton-Jacobi-Bellman equation?

    Get PDF
    The use of local single-pass methods (like, e.g., the Fast Marching method) has become popular in the solution of some Hamilton-Jacobi equations. The prototype of these equations is the eikonal equation, for which the methods can be applied saving CPU time and possibly memory allocation. Then, some natural questions arise: can local single-pass methods solve any Hamilton-Jacobi equation? If not, where the limit should be set? This paper tries to answer these questions. In order to give a complete picture, we present an overview of some fast methods available in literature and we briefly analyze their main features. We also introduce some numerical tools and provide several numerical tests which are intended to exhibit the limitations of the methods. We show that the construction of a local single-pass method for general Hamilton-Jacobi equations is very hard, if not impossible. Nevertheless, some special classes of problems can be actually solved, making local single-pass methods very useful from the practical point of view.Comment: 19 page

    An efficient filtered scheme for some first order Hamilton-Jacobi-Bellman equations

    Get PDF
    We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are not monotone but still satisfy some ϵ\epsilon-monotone property. Convergence results and precise error estimates are given, of the order of Δx\sqrt{\Delta x} where Δx\Delta x is the mesh size. The framework allows to construct finite difference discretizations that are easy to implement, high--order in the domains where the solution is smooth, and provably convergent, together with error estimates. Numerical tests on several examples are given to validate the approach, also showing how the filtered technique can be applied to stabilize an otherwise unstable high--order scheme.Comment: 20 pages (including references), 26 figure

    Non-Euclidean geometry in nature

    Full text link
    I describe the manifestation of the non-Euclidean geometry in the behavior of collective observables of some complex physical systems. Specifically, I consider the formation of equilibrium shapes of plants and statistics of sparse random graphs. For these systems I discuss the following interlinked questions: (i) the optimal embedding of plants leaves in the three-dimensional space, (ii) the spectral statistics of sparse random matrix ensembles.Comment: 52 pages, 21 figures, last section is rewritten, a reference to chaotic Hamiltonian systems is adde

    A New Discontinuous Galerkin Finite Element Method for Directly Solving the Hamilton-Jacobi Equations

    Full text link
    In this paper, we improve upon the discontinuous Galerkin (DG) method for Hamilton-Jacobi (HJ) equation with convex Hamiltonians in (Y. Cheng and C.-W. Shu, J. Comput. Phys. 223:398-415,2007) and develop a new DG method for directly solving the general HJ equations. The new method avoids the reconstruction of the solution across elements by utilizing the Roe speed at the cell interface. Besides, we propose an entropy fix by adding penalty terms proportional to the jump of the normal derivative of the numerical solution. The particular form of the entropy fix was inspired by the Harten and Hyman's entropy fix (A. Harten and J. M. Hyman. J. Comput. Phys. 50(2):235-269, 1983) for Roe scheme for the conservation laws. The resulting scheme is compact, simple to implement even on unstructured meshes, and is demonstrated to work for nonconvex Hamiltonians. Benchmark numerical experiments in one dimension and two dimensions are provided to validate the performance of the method

    A Semi-Lagrangian scheme for a modified version of the Hughes model for pedestrian flow

    Get PDF
    In this paper we present a Semi-Lagrangian scheme for a regularized version of the Hughes model for pedestrian flow. Hughes originally proposed a coupled nonlinear PDE system describing the evolution of a large pedestrian group trying to exit a domain as fast as possible. The original model corresponds to a system of a conservation law for the pedestrian density and an Eikonal equation to determine the weighted distance to the exit. We consider this model in presence of small diffusion and discuss the numerical analysis of the proposed Semi-Lagrangian scheme. Furthermore we illustrate the effect of small diffusion on the exit time with various numerical experiments
    • …
    corecore