Adaptive time-integration for goal-oriented and coupled problems

We consider efficient methods for the partitioned time-integration of multiphysics problems, which commonly exhibit a multiscale behavior, requiring independent time-grids. Examples are fluid structure interaction in e.g., the simulation of blood-flow or cooling of rocket engines, or ocean-atmosphere-vegetation interaction. The ideal method for solving these problems allows independent and adaptive time-grids, higher order time-discretizations, is fast and robust, and allows the coupling of existing subsolvers, executed in parallel. We consider Waveform relaxation (WR) methods, which can have all of these properties. WR methods iterate on continuous-in-time interface functions, obtained via suitable interpolation. The difficulty is to find suitable convergence acceleration, which is required for the iteration converge quickly. We develop a fast and highly robust, second order in time, adaptive WR method for unsteady thermal fluid structure interaction (FSI), modelled by heterogeneous coupled linear heat equations. We use a Dirichlet-Neumann coupling at the interface and an analytical optimal relaxation parameter derived for the fully-discrete scheme. While this method is sequential, it is notably faster and more robust than similar parallel methods.We further develop a novel, parallel WR method, using asynchronous communication techniques during time-integration to accelerate convergence. Instead of exchanging interpolated time-dependent functions at the end of each time-window or iteration, we exchange time-point data immediately after each timestep. The analytical description and convergence results of this method generalize existing WR theory.Since WR methods allow coupling of problems in a relative black-box manner, we developed adapters to PDE-subsolvers implemented using DUNE and FEniCS. We demonstrate this coupling in a thermal FSI test case.Lastly, we consider adaptive time-integration for goal-oriented problems, where one is interested in a quantity of interest (QoI), which is a functional of the solution. The state-of-the-art method is the dual-weighted residual (DWR) method, which is extremely costly in both computation and implementation. We develop a goal oriented adaptive method based on local error estimates, which is considerably cheaper in computation. We prove convergence of the error in the QoI for tolerance to zero under a controllability assumption. By analyzing global error propagation with respect to the QoI, we can identify possible issues and make performance predictions. Numerical results verify these results and show our method to be more efficient than the DWR method

Finite element methods for deterministic simulation of polymeric fluids

In this work we consider a finite element method for solving the coupled Navier-Stokes (NS) and Fokker-Planck (FP) multiscale model that describes the dynamics of dilute polymeric fluids. Deterministic approaches such as ours have not received much attention in the literature because they present a formidable computational challenge, due to the fact that the analytical solution to the Fokker-Planck equation may be a function of a large number of independent variables. For instance, to simulate a non-homogeneous flow one must solve the coupled NS-FP system in which (for a 3-dimensional flow, using the dumbbell model for polymers) the Fokker-Planck equation is posed in a 6-dimensional domain. In this work we seek to demonstrate the feasibility of our deterministic approach. We begin by discussing the physical and mathematical foundations of the NS-FP model. We then present a literature review of relevant developments in computational rheology and develop our deterministic finite element based method in detail. Numerical results demonstrating the efficiency of our approach are then given, including some novel results for the simulation of a fully 3-dimensional flow. We utilise parallel computation to perform the large-scale numerical simulations

How Gibbs distributions may naturally arise from synaptic adaptation mechanisms. A model-based argumentation

This paper addresses two questions in the context of neuronal networks dynamics, using methods from dynamical systems theory and statistical physics: (i) How to characterize the statistical properties of sequences of action potentials ("spike trains") produced by neuronal networks ? and; (ii) what are the effects of synaptic plasticity on these statistics ? We introduce a framework in which spike trains are associated to a coding of membrane potential trajectories, and actually, constitute a symbolic coding in important explicit examples (the so-called gIF models). On this basis, we use the thermodynamic formalism from ergodic theory to show how Gibbs distributions are natural probability measures to describe the statistics of spike trains, given the empirical averages of prescribed quantities. As a second result, we show that Gibbs distributions naturally arise when considering "slow" synaptic plasticity rules where the characteristic time for synapse adaptation is quite longer than the characteristic time for neurons dynamics.Comment: 39 pages, 3 figure

Hybrid Behaviour of Markov Population Models

We investigate the behaviour of population models written in Stochastic Concurrent Constraint Programming (sCCP), a stochastic extension of Concurrent Constraint Programming. In particular, we focus on models from which we can define a semantics of sCCP both in terms of Continuous Time Markov Chains (CTMC) and in terms of Stochastic Hybrid Systems, in which some populations are approximated continuously, while others are kept discrete. We will prove the correctness of the hybrid semantics from the point of view of the limiting behaviour of a sequence of models for increasing population size. More specifically, we prove that, under suitable regularity conditions, the sequence of CTMC constructed from sCCP programs for increasing population size converges to the hybrid system constructed by means of the hybrid semantics. We investigate in particular what happens for sCCP models in which some transitions are guarded by boolean predicates or in the presence of instantaneous transitions

Deep Learning Methods for Partial Differential Equations and Related Parameter Identification Problems

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where deep learning algorithms are used to solve problems in mathematics. The latter has popularised the field of scientific machine learning where deep learning is applied to problems in scientific computing. Specifically, more and more neural network architectures have been developed to solve specific classes of partial differential equations (PDEs). Such methods exploit properties that are inherent to PDEs and thus solve the PDEs better than standard feed-forward neural networks, recurrent neural networks, or convolutional neural networks. This has had a great impact in the area of mathematical modeling where parametric PDEs are widely used to model most natural and physical processes arising in science and engineering. In this work, we review such methods as well as their extensions for parametric studies and for solving the related inverse problems. We equally proceed to show their relevance in some industrial applications