6,607 research outputs found
Method of lines transpose: High order L-stable O(N) schemes for parabolic equations using successive convolution
We present a new solver for nonlinear parabolic problems that is L-stable and
achieves high order accuracy in space and time. The solver is built by first
constructing a single-dimensional heat equation solver that uses fast O(N)
convolution. This fundamental solver has arbitrary order of accuracy in space,
and is based on the use of the Green's function to invert a modified Helmholtz
equation. Higher orders of accuracy in time are then constructed through a
novel technique known as successive convolution (or resolvent expansions).
These resolvent expansions facilitate our proofs of stability and convergence,
and permit us to construct schemes that have provable stiff decay. The
multi-dimensional solver is built by repeated application of dimensionally
split independent fundamental solvers. Finally, we solve nonlinear parabolic
problems by using the integrating factor method, where we apply the basic
scheme to invert linear terms (that look like a heat equation), and make use of
Hermite-Birkhoff interpolants to integrate the remaining nonlinear terms. Our
solver is applied to several linear and nonlinear equations including heat,
Allen-Cahn, and the Fitzhugh-Nagumo system of equations in one and two
dimensions
Immersed Boundary Smooth Extension: A high-order method for solving PDE on arbitrary smooth domains using Fourier spectral methods
The Immersed Boundary method is a simple, efficient, and robust numerical
scheme for solving PDE in general domains, yet it only achieves first-order
spatial accuracy near embedded boundaries. In this paper, we introduce a new
high-order numerical method which we call the Immersed Boundary Smooth
Extension (IBSE) method. The IBSE method achieves high-order accuracy by
smoothly extending the unknown solution of the PDE from a given smooth domain
to a larger computational domain, enabling the use of simple Cartesian-grid
discretizations (e.g. Fourier spectral methods). The method preserves much of
the flexibility and robustness of the original IB method. In particular, it
requires minimal geometric information to describe the boundary and relies only
on convolution with regularized delta-functions to communicate information
between the computational grid and the boundary. We present a fast algorithm
for solving elliptic equations, which forms the basis for simple, high-order
implicit-time methods for parabolic PDE and implicit-explicit methods for
related nonlinear PDE. We apply the IBSE method to solve the Poisson, heat,
Burgers', and Fitzhugh-Nagumo equations, and demonstrate fourth-order pointwise
convergence for Dirichlet problems and third-order pointwise convergence for
Neumann problems
Dynamical problems and phase transitions
Issued as Financial status report, Technical reports [nos. 1-12], and Final report, Project B-06-68
Galerkin approximations for the optimal control of nonlinear delay differential equations
Optimal control problems of nonlinear delay differential equations (DDEs) are
considered for which we propose a general Galerkin approximation scheme built
from Koornwinder polynomials. Error estimates for the resulting
Galerkin-Koornwinder approximations to the optimal control and the value
function, are derived for a broad class of cost functionals and nonlinear DDEs.
The approach is illustrated on a delayed logistic equation set not far away
from its Hopf bifurcation point in the parameter space. In this case, we show
that low-dimensional controls for a standard quadratic cost functional can be
efficiently computed from Galerkin-Koornwinder approximations to reduce at a
nearly optimal cost the oscillation amplitude displayed by the DDE's solution.
Optimal controls computed from the Pontryagin's maximum principle (PMP) and the
Hamilton-Jacobi-Bellman equation (HJB) associated with the corresponding ODE
systems, are shown to provide numerical solutions in good agreement. It is
finally argued that the value function computed from the corresponding reduced
HJB equation provides a good approximation of that obtained from the full HJB
equation.Comment: 29 pages. This is a sequel of the arXiv preprint arXiv:1704.0042
Status of research at the Institute for Computer Applications in Science and Engineering (ICASE)
Research conducted at the Institute for Computer Applications in Science and Engineering in applied mathematics, numerical analysis and computer science is summarized
Boolean Delay Equations: A simple way of looking at complex systems
Boolean Delay Equations (BDEs) are semi-discrete dynamical models with
Boolean-valued variables that evolve in continuous time. Systems of BDEs can be
classified into conservative or dissipative, in a manner that parallels the
classification of ordinary or partial differential equations. Solutions to
certain conservative BDEs exhibit growth of complexity in time. They represent
therewith metaphors for biological evolution or human history. Dissipative BDEs
are structurally stable and exhibit multiple equilibria and limit cycles, as
well as more complex, fractal solution sets, such as Devil's staircases and
``fractal sunbursts``. All known solutions of dissipative BDEs have stationary
variance. BDE systems of this type, both free and forced, have been used as
highly idealized models of climate change on interannual, interdecadal and
paleoclimatic time scales. BDEs are also being used as flexible, highly
efficient models of colliding cascades in earthquake modeling and prediction,
as well as in genetics. In this paper we review the theory of systems of BDEs
and illustrate their applications to climatic and solid earth problems. The
former have used small systems of BDEs, while the latter have used large
networks of BDEs. We moreover introduce BDEs with an infinite number of
variables distributed in space (``partial BDEs``) and discuss connections with
other types of dynamical systems, including cellular automata and Boolean
networks. This research-and-review paper concludes with a set of open
questions.Comment: Latex, 67 pages with 15 eps figures. Revised version, in particular
the discussion on partial BDEs is updated and enlarge
Cumulative reports and publications thru 31 December 1982
Institute for Computer Applications in Science and Engineering (ICASE) reports are documented
Cumulative reports and publications through December 31, 1988
This document contains a complete list of ICASE Reports. Since ICASE Reports are intended to be preprints of articles that will appear in journals or conference proceedings, the published reference is included when it is available
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