An exact particle method for scalar conservation laws and its application to stiff reaction kinetics

An "exact" method for scalar one-dimensional hyperbolic conservation laws is presented. The approach is based on the evolution of shock particles, separated by local similarity solutions. The numerical solution is defined everywhere, and is as accurate as the applied ODE solver. Furthermore, the method is extended to stiff balance laws. A special correction approach yields a method that evolves detonation waves at correct velocities, without resolving their internal dynamics. The particle approach is compared to a classical finite volume method in terms of numerical accuracy, both for conservation laws and for an application in reaction kinetics.Comment: 14 page, 7 figures, presented in the Fifth International Workshop on Meshfree Methods for Partial Differential Equation

Estimating Parameters of Partial Differential Equations with Gradient Matching

Parameter inference in partial differential equations (PDEs) is a problem that many researchers are interested in. The conventional methods suffer from severe computational costs because these method require to solve the PDEs repeatedly by numerical integration. The concept of gradient matching have been proposed in order to reduce the computational complexity, which consists of two steps. First, the data are interpolated with certain smoothing methods. Then, the partial derivatives of the interpolants are calculated and the parameters are optimized to minimize the distance (measured by loss functions) between partial derivatives of interpolants and the PDE systems. In this article, we first studied the parameter inference accuracy of gradient matching based on two simple PDE models. Then the method of gradient matching was used to infer the parameters of PDE models describing cell movement and select the most appropriate model

An adaptive octree finite element method for PDEs posed on surfaces

The paper develops a finite element method for partial differential equations posed on hypersurfaces in $\mathbb{R}^N$, $N=2,3$. The method uses traces of bulk finite element functions on a surface embedded in a volumetric domain. The bulk finite element space is defined on an octree grid which is locally refined or coarsened depending on error indicators and estimated values of the surface curvatures. The cartesian structure of the bulk mesh leads to easy and efficient adaptation process, while the trace finite element method makes fitting the mesh to the surface unnecessary. The number of degrees of freedom involved in computations is consistent with the two-dimension nature of surface PDEs. No parametrization of the surface is required; it can be given implicitly by a level set function. In practice, a variant of the marching cubes method is used to recover the surface with the second order accuracy. We prove the optimal order of accuracy for the trace finite element method in $H^1$ and $L^2$ surface norms for a problem with smooth solution and quasi-uniform mesh refinement. Experiments with less regular problems demonstrate optimal convergence with respect to the number of degrees of freedom, if grid adaptation is based on an appropriate error indicator. The paper shows results of numerical experiments for a variety of geometries and problems, including advection-diffusion equations on surfaces. Analysis and numerical results of the paper suggest that combination of cartesian adaptive meshes and the unfitted (trace) finite elements provide simple, efficient, and reliable tool for numerical treatment of PDEs posed on surfaces

Piecewise Constant Policy Approximations to Hamilton-Jacobi-Bellman Equations

An advantageous feature of piecewise constant policy timestepping for Hamilton-Jacobi-Bellman (HJB) equations is that different linear approximation schemes, and indeed different meshes, can be used for the resulting linear equations for different control parameters. Standard convergence analysis suggests that monotone (i.e., linear) interpolation must be used to transfer data between meshes. Using the equivalence to a switching system and an adaptation of the usual arguments based on consistency, stability and monotonicity, we show that if limited, potentially higher order interpolation is used for the mesh transfer, convergence is guaranteed. We provide numerical tests for the mean-variance optimal investment problem and the uncertain volatility option pricing model, and compare the results to published test cases

Multilevel Sparse Grid Methods for Elliptic Partial Differential Equations with Random Coefficients

Stochastic sampling methods are arguably the most direct and least intrusive means of incorporating parametric uncertainty into numerical simulations of partial differential equations with random inputs. However, to achieve an overall error that is within a desired tolerance, a large number of sample simulations may be required (to control the sampling error), each of which may need to be run at high levels of spatial fidelity (to control the spatial error). Multilevel sampling methods aim to achieve the same accuracy as traditional sampling methods, but at a reduced computational cost, through the use of a hierarchy of spatial discretization models. Multilevel algorithms coordinate the number of samples needed at each discretization level by minimizing the computational cost, subject to a given error tolerance. They can be applied to a variety of sampling schemes, exploit nesting when available, can be implemented in parallel and can be used to inform adaptive spatial refinement strategies. We extend the multilevel sampling algorithm to sparse grid stochastic collocation methods, discuss its numerical implementation and demonstrate its efficiency both theoretically and by means of numerical examples

A High-Order Kernel Method for Diffusion and Reaction-Diffusion Equations on Surfaces

In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded in $\mathbb{R}^3$, these types of problems have received growing interest in biology, chemistry, and computer graphics to model such things as diffusion of chemicals on biological cells or membranes, pattern formations in biology, nonlinear chemical oscillators in excitable media, and texture mappings. Our kernel method is based on radial basis functions (RBFs) and uses a semi-discrete approach (or the method-of-lines) in which the surface derivative operators that appear in the PDEs are approximated using collocation. The method only requires nodes at "scattered" locations on the surface and the corresponding normal vectors to the surface. Additionally, it does not rely on any surface-based metrics and avoids any intrinsic coordinate systems, and thus does not suffer from any coordinate distortions or singularities. We provide error estimates for the kernel-based approximate surface derivative operators and numerically study the accuracy and stability of the method. Applications to different non-linear systems of PDEs that arise in biology and chemistry are also presented