615 research outputs found
An approximation scheme for an Eikonal Equation with discontinuous coefficient
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
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?
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
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 -monotone
property. Convergence results and precise error estimates are given, of the
order of where 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
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
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
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
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