Exponential Runge-Kutta methods for stiff kinetic equations

We introduce a class of exponential Runge-Kutta integration methods for kinetic equations. The methods are based on a decomposition of the collision operator into an equilibrium and a non equilibrium part and are exact for relaxation operators of BGK type. For Boltzmann type kinetic equations they work uniformly for a wide range of relaxation times and avoid the solution of nonlinear systems of equations even in stiff regimes. We give sufficient conditions in order that such methods are unconditionally asymptotically stable and asymptotic preserving. Such stability properties are essential to guarantee the correct asymptotic behavior for small relaxation times. The methods also offer favorable properties such as nonnegativity of the solution and entropy inequality. For this reason, as we will show, the methods are suitable both for deterministic as well as probabilistic numerical techniques

A RBF partition of unity collocation method based on finite difference for initial-boundary value problems

Meshfree radial basis function (RBF) methods are popular tools used to numerically solve partial differential equations (PDEs). They take advantage of being flexible with respect to geometry, easy to implement in higher dimensions, and can also provide high order convergence. Since one of the main disadvantages of global RBF-based methods is generally the computational cost associated with the solution of large linear systems, in this paper we focus on a localizing RBF partition of unity method (RBF-PUM) based on a finite difference (FD) scheme. Specifically, we propose a new RBF-PUM-FD collocation method, which can successfully be applied to solve time-dependent PDEs. This approach allows to significantly decrease ill-conditioning of traditional RBF-based methods. Moreover, the RBF-PUM-FD scheme results in a sparse matrix system, reducing the computational effort but maintaining at the same time a high level of accuracy. Numerical experiments show performances of our collocation scheme on two benchmark problems, involving unsteady convection-diffusion and pseudo-parabolic equations

Cardiac Electromechanics: The effect of contraction model on the mathematical problem and accuracy of the numerical scheme

Models of cardiac electromechanics usually contain a contraction model determining the active tension induced at the cellular level, and the equations of nonlinear elasticity to determine tissue deformation in response to this active tension. All contraction models are dependent on cardiac electro-physiology, but can also be dependent on\ud the stretch and stretch-rate in the fibre direction. This fundamentally affects the mathematical problem being solved, through classification of the governing PDEs, which affects numerical schemes that can be used to solve the governing equations. We categorise contraction models into three types, and for each consider questions such as classification and the most appropriate choice from two numerical methods (the explicit and implicit schemes). In terms of mathematical classification, we consider the question of strong ellipticity of the total strain energy (important for precluding ‘unnatural’ material behaviour) for stretch-rate-independent contraction models; whereas for stretch-rate-dependent contraction models we introduce a corresponding third-order problem and explain how certain choices of boundary condition could lead to constraints on allowable initial condition. In terms of suitable numerical methods, we show that an explicit approach (where the contraction model is integrated in the timestep prior to the bulk deformation being computed) is: (i) appropriate for stretch-independent contraction models; (ii) only conditionally-stable, with the stability criterion independent of timestep, for contractions models which just depend on stretch (but not stretch-rate), and (iii) inappropriate for stretch-rate-dependent models

A rational deferred correction approach to parabolic optimal control problems

The accurate and efficient solution of time-dependent PDE-constrained optimization problems is a challenging task, in large part due to the very high dimension of the matrix systems that need to be solved. We devise a new deferred correction method for coupled systems of time-dependent PDEs, allowing one to iteratively improve the accuracy of low-order time stepping schemes. We consider two variants of our method, a splitting and a coupling version, and analyze their convergence properties. We then test our approach on a number of PDE-constrained optimization problems. We obtain solution accuracies far superior to that achieved when solving a single discretized problem, in particular in cases where the accuracy is limited by the time discretization. Our approach allows for the direct reuse of existing solvers for the resulting matrix systems, as well as state-of-the-art preconditioning strategies

Contracting Nonlinear Observers: Convex Optimization and Learning from Data

A new approach to design of nonlinear observers (state estimators) is proposed. The main idea is to (i) construct a convex set of dynamical systems which are contracting observers for a particular system, and (ii) optimize over this set for one which minimizes a bound on state-estimation error on a simulated noisy data set. We construct convex sets of continuous-time and discrete-time observers, as well as contracting sampled-data observers for continuous-time systems. Convex bounds for learning are constructed using Lagrangian relaxation. The utility of the proposed methods are verified using numerical simulation.Comment: conference submissio

A One Step Method for the Solution of General Second Order Ordinary Differential Equations

In this paper, an implicit one step method for the numerical solution of second order initial value problems of ordinary differential equations has been developed by collocation and interpolation technique. The introduction of an o step point guaranteed the zero stability and consistency of the method. The implicit method developed was implemented as a block which gave simultaneous solutions, as well as their rst derivatives, at both o step and the step point. A comparison of our method to the predictor-corrector method after solving some sample problems reveals that our method performs better

Deformations of minimal Lagrangian submanifolds with boundary

Let $L$ be a special Lagrangian submanifold of a compact, Calabi-Yau manifold $M$ with boundary lying on the symplectic, codimension 2 submanifold $W$. It is shown how deformations of $L$ which keep the boundary of $L$ confined to $W$ can be described by an elliptic boundary value problem, and two results about minimal Lagrangian submanifolds with boundary are derived using this fact. The first is that the space of minimal Lagrangian submanifolds near $L$ with boundary on $W$ is found to be finite dimensional and is parametrised over the space of harmonic 1-forms of $L$ satisfying Neumann boundary conditions. The second is that if $W'$ is a symplectic, codimension 2 submanifold sufficiently near $W$, then under suitable conditions, there exists a minimal Lagrangian submanifold $L'$ near $L$ with boundary on $W'$.Comment: Final version; to appear in Proceedings of the American Mathematical Society. The presentation is somewhat cleaner in places and the result is restated for a general Calabi-Yau settin