1,201 research outputs found
Continuous, Semi-discrete, and Fully Discretized Navier-Stokes Equations
The Navier--Stokes equations are commonly used to model and to simulate flow
phenomena. We introduce the basic equations and discuss the standard methods
for the spatial and temporal discretization. We analyse the semi-discrete
equations -- a semi-explicit nonlinear DAE -- in terms of the strangeness index
and quantify the numerical difficulties in the fully discrete schemes, that are
induced by the strangeness of the system. By analyzing the Kronecker index of
the difference-algebraic equations, that represent commonly and successfully
used time stepping schemes for the Navier--Stokes equations, we show that those
time-integration schemes factually remove the strangeness. The theoretical
considerations are backed and illustrated by numerical examples.Comment: 28 pages, 2 figure, code available under DOI: 10.5281/zenodo.998909,
https://doi.org/10.5281/zenodo.99890
A random map implementation of implicit filters
Implicit particle filters for data assimilation generate high-probability
samples by representing each particle location as a separate function of a
common reference variable. This representation requires that a certain
underdetermined equation be solved for each particle and at each time an
observation becomes available. We present a new implementation of implicit
filters in which we find the solution of the equation via a random map. As
examples, we assimilate data for a stochastically driven Lorenz system with
sparse observations and for a stochastic Kuramoto-Sivashinski equation with
observations that are sparse in both space and time
Flat systems, equivalence and trajectory generation
Flat systems, an important subclass of nonlinear control systems introduced
via differential-algebraic methods, are defined in a differential
geometric framework. We utilize the infinite dimensional geometry developed
by Vinogradov and coworkers: a control system is a diffiety, or more
precisely, an ordinary diffiety, i.e. a smooth infinite-dimensional manifold
equipped with a privileged vector field. After recalling the definition of
a Lie-Backlund mapping, we say that two systems are equivalent if they
are related by a Lie-Backlund isomorphism. Flat systems are those systems
which are equivalent to a controllable linear one. The interest of
such an abstract setting relies mainly on the fact that the above system
equivalence is interpreted in terms of endogenous dynamic feedback. The
presentation is as elementary as possible and illustrated by the VTOL
aircraft
Bounding stationary averages of polynomial diffusions via semidefinite programming
We introduce an algorithm based on semidefinite programming that yields
increasing (resp. decreasing) sequences of lower (resp. upper) bounds on
polynomial stationary averages of diffusions with polynomial drift vector and
diffusion coefficients. The bounds are obtained by optimising an objective,
determined by the stationary average of interest, over the set of real vectors
defined by certain linear equalities and semidefinite inequalities which are
satisfied by the moments of any stationary measure of the diffusion. We
exemplify the use of the approach through several applications: a Bayesian
inference problem; the computation of Lyapunov exponents of linear ordinary
differential equations perturbed by multiplicative white noise; and a
reliability problem from structural mechanics. Additionally, we prove that the
bounds converge to the infimum and supremum of the set of stationary averages
for certain SDEs associated with the computation of the Lyapunov exponents, and
we provide numerical evidence of convergence in more general settings
Interpolation and model reduction of nonlinear systems in the Loewner framework
This thesis studies the problem of interpolation and model order reduction for dynamical systems, with the primary objective being the development of an enhancement of the Loewner framework for general families of nonlinear differential-algebraic systems. First, an interconnection-based interpretation of the Loewner framework for linear time-invariant systems is developed. This interpretation does not rely on frequency domain notions, yielding a natural approach for enhancement of the Loewner framework to more complex systems possessing nonlinear dynamics. Next, the interconnection-based interpretation is used to develop the framework, first for systems of nonlinear ordinary differential equations, then for systems of nonlinear differential-algebraic equations, and interpolants are constructed using the so-called tangential data mappings and Loewner functions. Following this, parameterized families of systems interpolating the tangential data mappings are given. The problem of constructing interpolants from tangential data mappings and Loewner functions is considered in the most general scenario, and a dynamic extension approach to interpolant construction is developed. As a result, all systems matching the tangential data mappings, and having dimension at least as large as that of the auxiliary interpolation systems, are parameterized under mild conditions. Hence, if an interpolant exists while possessing additional desired properties, then it is contained in the dynamically extended family of interpolants. Finally, the use of behaviourally equivalent representations of a system is investigated with the goal of selecting a representation having less stringent conditions guaranteeing the existence of solution to partial differential equations. This is accomplished for a class of semi-explicit nonlinear differential-algebraic systems by making use of the explicit algebraic constraints to simplify the model of the system.Open Acces
Implicit particle methods and their connection with variational data assimilation
The implicit particle filter is a sequential Monte Carlo method for data
assimilation that guides the particles to the high-probability regions via a
sequence of steps that includes minimizations. We present a new and more
general derivation of this approach and extend the method to particle smoothing
as well as to data assimilation for perfect models. We show that the
minimizations required by implicit particle methods are similar to the ones one
encounters in variational data assimilation and explore the connection of
implicit particle methods with variational data assimilation. In particular, we
argue that existing variational codes can be converted into implicit particle
methods at a low cost, often yielding better estimates, that are also equipped
with quantitative measures of the uncertainty. A detailed example is presented
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