Automatic differentiation of non-holonomic fast marching for computing most threatening trajectories under sensors surveillance

We consider a two player game, where a first player has to install a surveillance system within an admissible region. The second player needs to enter the the monitored area, visit a target region, and then leave the area, while minimizing his overall probability of detection. Both players know the target region, and the second player knows the surveillance installation details.Optimal trajectories for the second player are computed using a recently developed variant of the fast marching algorithm, which takes into account curvature constraints modeling the second player vehicle maneuverability. The surveillance system optimization leverages a reverse-mode semi-automatic differentiation procedure, estimating the gradient of the value function related to the sensor location in time N log N

Second order monotone finite differences discretization of linear anisotropic differential operators

We design adaptive finite differences discretizations, which are degenerate elliptic and second order consistent, of linear and quasi-linear partial differential operators featuring both a first order term and an anisotropic second order term. Our approach requires the domain to be discretized on a Cartesian grid, and takes advantage of techniques from the field of low-dimensional lattice geometry. We prove that the stencil of our numerical scheme is optimally compact, in dimension two, and that our approach is quasi-optimal in terms of the compatibility condition required of the first and second order operators, in dimension two and three. Numerical experiments illustrate the efficiency of our method in several contexts

Generalized averaged Gaussian quadrature and applications

A simple numerical method for constructing the optimal generalized averaged Gaussian quadrature formulas will be presented. These formulas exist in many cases in which real positive GaussKronrod formulas do not exist, and can be used as an adequate alternative in order to estimate the error of a Gaussian rule. We also investigate the conditions under which the optimal averaged Gaussian quadrature formulas and their truncated variants are internal

MS FT-2-2 7 Orthogonal polynomials and quadrature: Theory, computation, and applications

Quadrature rules find many applications in science and engineering. Their analysis is a classical area of applied mathematics and continues to attract considerable attention. This seminar brings together speakers with expertise in a large variety of quadrature rules. It is the aim of the seminar to provide an overview of recent developments in the analysis of quadrature rules. The computation of error estimates and novel applications also are described

Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2018

This open access book features a selection of high-quality papers from the presentations at the International Conference on Spectral and High-Order Methods 2018, offering an overview of the depth and breadth of the activities within this important research area. The carefully reviewed papers provide a snapshot of the state of the art, while the extensive bibliography helps initiate new research directions

INITIAL ASSESSMENT OF THE COMPRESSIBLE POOR MAN\u27S NAVIER{STOKES (CPMNS) EQUATION FOR SUBGRID-SCALE MODELS IN LARGE-EDDY SIMULATION

Large-eddy simulation is rapidly becoming the preferred method for calculations involving turbulent phenomena. However, filtering equations as performed in traditional LES procedures leads to significant problems. In this work we present some key components in the construction of a novel LES solver for compressible turbulent flow, designed to overcome most of the problems faced by traditional LES procedures. We describe the construction of the large-scale algorithm, which employs fairly standard numerical techniques to solve the Navier{Stokes equations. We validate the algorithm for both transonic and supersonic ow scenarios. We further explicitly show that the solver is capable of capturing boundary layer effects. We present a detailed derivation of the chaotic map termed the \compressible poor man\u27s Navier{Stokes (CPMNS) equation starting from the Navier{Stokes equations themselves via a Galerkin procedure, which we propose to use as the fluctuating component in the SGS model. We provide computational results to show that the chaotic map can produce a wide range of temporal behaviors when the bifurcation parameters are varied over their ranges of stable behaviors. Investigations of the overall dynamics of the CPMNS equation demonstrates that its use increases the potential realism of the corresponding SGS model