Error saturation in Gaussian radial basis functions on a finite interval

AbstractRadial basis function (RBF) interpolation is a “meshless” strategy with great promise for adaptive approximation. One restriction is “error saturation” which occurs for many types of RBFs including Gaussian RBFs of the form ϕ(x;α,h)=exp(−α2(x/h)2): in the limit h→0 for fixed α, the error does not converge to zero, but rather to ES(α). Previous studies have theoretically determined the saturation error for Gaussian RBF on an infinite, uniform interval and for the same with a single point omitted. (The gap enormously increases ES(α).) We show experimentally that the saturation error on the unit interval, x∈[−1,1], is about 0.06exp(−0.47/α2)‖f‖∞ — huge compared to the O(2π/α2)exp(−π2/[4α2]) saturation error for a grid with one point omitted. We show that the reason the saturation is so large on a finite interval is that it is equivalent to an infinite grid which is uniform except for a gap of many points. The saturation error can be avoided by choosing α≪1, the “flat limit”, but the condition number of the interpolation matrix explodes as O(exp(π2/[4α2])). The best strategy is to choose the largest α which yields an acceptably small saturation error: If the user chooses an error tolerance δ, then αoptimum(δ)=1/−2log(δ/0.06)

Parametric Level Set Methods for Inverse Problems

In this paper, a parametric level set method for reconstruction of obstacles in general inverse problems is considered. General evolution equations for the reconstruction of unknown obstacles are derived in terms of the underlying level set parameters. We show that using the appropriate form of parameterizing the level set function results a significantly lower dimensional problem, which bypasses many difficulties with traditional level set methods, such as regularization, re-initialization and use of signed distance function. Moreover, we show that from a computational point of view, low order representation of the problem paves the path for easier use of Newton and quasi-Newton methods. Specifically for the purposes of this paper, we parameterize the level set function in terms of adaptive compactly supported radial basis functions, which used in the proposed manner provides flexibility in presenting a larger class of shapes with fewer terms. Also they provide a "narrow-banding" advantage which can further reduce the number of active unknowns at each step of the evolution. The performance of the proposed approach is examined in three examples of inverse problems, i.e., electrical resistance tomography, X-ray computed tomography and diffuse optical tomography

Solución bidimensional sin malla de la ecuación no lineal de convección-difusión-reacción mediante el método de Interpolación Local Hermítica

A meshless numerical scheme is developed for solving a generic version of the non-linear convection-diffusion-reaction equation in two-dimensional domains. The Local Hermitian Interpolation (LHI) method is employed for the spatial discretization and several strategies are implemented for the solution of the resulting non-linear equation system, among them the Picard iteration, the Newton Raphson method and a truncated version of the Homotopy Analysis Method (HAM). The LHI method is a local collocation strategy in which Radial Basis Functions (RBFs) are employed to build the interpolation function. Unlike the original Kansa’s Method, the LHI is applied locally and the boundary and governing equation differential operators are used to obtain the interpolation function, giving a symmetric and non-singular collocation matrix. Analytical and Numerical Jacobian matrices are tested for the Newton-Raphson method and the derivatives of the governing equation with respect to the homotopy parameter are obtained analytically. The numerical scheme is verified by comparing the obtained results to the one-dimensional Burgers’ and two-dimensional Richards’ analytical solutions. The same results are obtained for all the non-linear solvers tested, but better convergence rates are attained with the Newton Raphson method in a double iteration scheme.Se desarrolla un esquema numérico sin malla para resolver una versión genérica de la ecuación no lineal de convección-difusión-reacción en dominios bidimensionales. El método de Interpolación Hermitiana Local (LHI) se emplea para la discretización espacial y se implementan varias estrategias para la solución del sistema de ecuaciones no lineal resultante, entre ellas la iteración Picard, el método Newton Raphson y una versión truncada del Método de Análisis de Homotopía. (JAMÓN). El método LHI es una estrategia de colocación local en la que se utilizan funciones de base radial (RBF) para construir la función de interpolación. A diferencia del método original de Kansa, el LHI se aplica localmente y los operadores diferenciales de ecuación límite y gobernante se utilizan para obtener la función de interpolación, dando una matriz de colocación simétrica y no singular. Las matrices analíticas y numéricas jacobianas se prueban para el método de Newton-Raphson y las derivadas de la ecuación de gobierno con respecto al parámetro de homotopía se obtienen analíticamente. El esquema numérico se verifica comparando los resultados obtenidos con las soluciones analíticas unidimensionales de Burgers y Richards bidimensionales. Se obtienen los mismos resultados para todos los solucionadores no lineales probados, pero se obtienen mejores tasas de convergencia con el método Newton Raphson en un esquema de doble iteración

Detection of high codimensional bifurcations in variational PDEs

We derive bifurcation test equations for A-series singularities of nonlinear functionals and, based on these equations, we propose a numerical method for detecting high codimensional bifurcations in parameter-dependent PDEs such as parameter-dependent semilinear Poisson equations. As an example, we consider a Bratu-type problem and show how high codimensional bifurcations such as the swallowtail bifurcation can be found numerically. In particular, our original contributions are (1) the use of the Infinite-dimensional Splitting Lemma, (2) the unified and simplified treatment of all A-series bifurcations, (3) the presentation in Banach spaces, i.e. our results apply both to the PDE and its (variational) discretization, (4) further simplifications for parameter-dependent semilinear Poisson equations (both continuous and discrete), and (5) the unified treatment of the continuous problem and its discretisation

Simulation of auto-pulses in channel flows between active elastic walls

The present research is concerned with the model of self-propagating fluid pulses (auto-pulses) through the channel simulating an artificial artery. The key mechanism behind the model is the active motion of the walls similarly to the earlier model of Roberts (1994). While he considered the case of wide channels, where inertia prevails over viscosity, we considered the case of narrow channels, where viscosity prevails over inertia. The model is autonomous, nonlinear and has the form of the partial differential equation describing the displacement of the wall in time and along the channel (Strunin, 2009a). In this thesis, the One-dimensional Integrated Radial Basis Function Network (1D-IRBFN) method is used for solving the equation. The method was previously tested by other authors on a variety of problems such as viscous and viscoelastic flows, structural analysis and turbulent flows in open channels. It was demonstrated that the 1D-IRBFN method has advantages over other numerical methods, for example finite difference and finite element methods, in terms of accuracy, faster approach and efficiency (Mai-Duy and Tran-Cong, 2001a). In this thesis the following main results are obtained. We demonstrated that different initial conditions always lead to the settling of pulse trains where an individual pulse has certain speed and amplitude controlled by the governing equation. A variety of pulse solutions is obtained using homogeneous and periodic boundary conditions. The dynamics of one, two and three pulses per period are explored. The fluid mass flux due to the pulses is calculated using theoretical and numer-ical analysis. Based on the numerical results, we evaluated magnitudes of the phenomenological coefficients of the model equation responsible for the active motion of the walls. Further, we presented numerical solutions for the channel branching into two thinner channels to simulate branching of the artificial artery. Using homogeneous boundary conditions on the edges of space domain and continuity conditions at the branching point, we obtained and analysed the pulses penetrating from the thick channel into the thin channels. We also derived and analysed the model for cylindrical geometry, that is the flow in a tube with active elastic walls. Lastly, we analysed the auto-pulses in the channel with pre-existent non-constant width, namely the channel with global and local (partly blockading) narrowing. The obtained results can be used in other areas of applicability of the nonlinear high-order partial differential equation considered in this thesis, such as reaction fronts and reaction-diffusion systems

Novel Computational and Analytic Techniques for Nonlinear Systems Applied to Structural and Celestial Mechanics

In this Dissertation, computational and analytic methods are presented to address nonlinear systems with applications in structural and celestial mechanics. Scalar Homotopy Methods (SHM) are first introduced for the solution of general systems of nonlinear algebraic equations. The methods are applied to the solution of postbuckling and limit load problems of solids and structures as exemplified by simple plane elastic frames, considering only geometrical nonlinearities. In many problems, instead of simply adopting a root solving method, it is useful to study the particular problem in more detail in order to establish an especially efficient and robust method. Such a problem arises in satellite geodesy coordinate transformation where a new highly efficient solution, providing global accuracy with a non-iterative sequence of calculations, is developed. Simulation results are presented to compare the solution accuracy and algorithm performance for applications spanning the LEOtoGEO range of missions. Analytic methods are introduced to address problems in structural mechanics and astrodynamics. Analytic transfer functions are developed to address the frequency domain control problem of flexible rotating aerospace structures. The transfer functions are used to design a Lyapunov stable controller that drives the spacecraft to a target position while suppressing vibrations in the flexible appendages. In astrodynamics, a Taylor series based analytic continuation technique is developed to address the classical two-body problem. A key algorithmic innovation for the trajectory propagation is that the classical averaged approximation strategy is replaced with a rigorous series based solution for exactly computing the acceleration derivatives. Evidence is provided to demonstrate that high precision solutions are easily obtained with the analytic continuation approach. For general nonlinear initial value problems (IVPs), the method of Radial Basis Functions time domain collocation (RBF-Coll ) is used to address strongly nonlinear dynamical systems and to analyze short as well as long-term responses. The algorithm is compared against, the second order central difference, the classical Runge-Kutta, the adaptive Runge-Kutta-Fehlberg, the Newmark-β, the Hilber-Hughes-Taylor and the modified Chebyshev-Picard iteration methods in terms of accuracy and computational cost for three types of problems; (1) the unforced highly nonlinear Duffing oscillator, (2) the Duffing oscillator with impact loading and (3) a nonlinear three degrees of freedom (3-DOF) dynamical system. The RBF-Collmethod is further extended for time domain inverse problems addressing fixed time optimal control problems and Lamberts orbital transfer problem. It is shown that this method is very simple, efficient and very accurate in obtaining the solutions. The proposed algorithm is advantageous and has promising applications in solving general nonlinear dynamical systems, optimal control problems and high accuracy orbit propagation in celestial mechanics