Discretization methods for homogeneous fragmentations

Homogeneous fragmentations describe the evolution of a unit mass that breaks down randomly into pieces as time passes. They can be thought of as continuous time analogs of a certain type of branching random walks, which suggests the use of time-discretization to shift known results from the theory of branching random walks to the fragmentation setting. In particular, this yields interesting information about the asymptotic behaviour of fragmentations. On the other hand, homogeneous fragmentations can also be investigated using a powerful technique of discretization of space due to Kingman, namely, the theory of exchangeable partitions of $\N$. Spatial discretization is especially well-suited to develop directly for continuous times the conceptual method of probability tilting of Lyons, Pemantle and Peres.Comment: 21 page

Polynomial mechanics and optimal control

We describe a new algorithm for trajectory optimization of mechanical systems. Our method combines pseudo-spectral methods for function approximation with variational discretization schemes that exactly preserve conserved mechanical quantities such as momentum. We thus obtain a global discretization of the Lagrange-d'Alembert variational principle using pseudo-spectral methods. Our proposed scheme inherits the numerical convergence characteristics of spectral methods, yet preserves momentum-conservation and symplecticity after discretization. We compare this algorithm against two other established methods for two examples of underactuated mechanical systems; minimum-effort swing-up of a two-link and a three-link acrobot.Comment: Final version to EC

Robust Discretization of Flow in Fractured Porous Media

Flow in fractured porous media represents a challenge for discretization methods due to the disparate scales and complex geometry. Herein we propose a new discretization, based on the mixed finite element method and mortar methods. Our formulation is novel in that it employs the normal fluxes as the mortar variable within the mixed finite element framework, resulting in a formulation that couples the flow in the fractures with the surrounding domain with a strong notion of mass conservation. The proposed discretization handles complex, non-matching grids, and allows for fracture intersections and termination in a natural way, as well as spatially varying apertures. The discretization is applicable to both two and three spatial dimensions. A priori analysis shows the method to be optimally convergent with respect to the chosen mixed finite element spaces, which is sustained by numerical examples

Generalized semi-infinite programming: Numerical aspects

Generalized semi-infinite optimization problems (GSIP) are considered. It is investigated how the numerical methods for standard semi-infinite programming (SIP) can be extended to GSIP. Newton methods can be extended immediately. For discretization methods the situation is more complicated. These difficulties are discussed and convergence results for a discretization and an exchange method are derived under fairly general assumptions. The question under which conditions GSIP represents a convex problem is answered

Analysis of Schwarz methods for a hybridizable discontinuous Galerkin discretization

Schwarz methods are attractive parallel solvers for large scale linear systems obtained when partial differential equations are discretized. For hybridizable discontinuous Galerkin (HDG) methods, this is a relatively new field of research, because HDG methods impose continuity across elements using a Robin condition, while classical Schwarz solvers use Dirichlet transmission conditions. Robin conditions are used in optimized Schwarz methods to get faster convergence compared to classical Schwarz methods, and this even without overlap, when the Robin parameter is well chosen. We present in this paper a rigorous convergence analysis of Schwarz methods for the concrete case of hybridizable interior penalty (IPH) method. We show that the penalization parameter needed for convergence of IPH leads to slow convergence of the classical additive Schwarz method, and propose a modified solver which leads to much faster convergence. Our analysis is entirely at the discrete level, and thus holds for arbitrary interfaces between two subdomains. We then generalize the method to the case of many subdomains, including cross points, and obtain a new class of preconditioners for Krylov subspace methods which exhibit better convergence properties than the classical additive Schwarz preconditioner. We illustrate our results with numerical experiments.Comment: 25 pages, 5 figures, 3 tables, accepted for publication in SINU