A forward--backward stochastic algorithm for quasi-linear PDEs

We propose a time-space discretization scheme for quasi-linear parabolic PDEs. The algorithm relies on the theory of fully coupled forward--backward SDEs, which provides an efficient probabilistic representation of this type of equation. The derivated algorithm holds for strong solutions defined on any interval of arbitrary length. As a bypass product, we obtain a discretization procedure for the underlying FBSDE. In particular, our work provides an alternative to the method described in [Douglas, Ma and Protter (1996) Ann. Appl. Probab. 6 940--968] and weakens the regularity assumptions required in this reference.Comment: Published at http://dx.doi.org/10.1214/105051605000000674 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Algorithmic Verification of Continuous and Hybrid Systems

We provide a tutorial introduction to reachability computation, a class of computational techniques that exports verification technology toward continuous and hybrid systems. For open under-determined systems, this technique can sometimes replace an infinite number of simulations.Comment: In Proceedings INFINITY 2013, arXiv:1402.661

Numerical implementation of the eXtended Finite Element Method for dynamic crack analysis

A numerical implementation of the eXtended Finite Element Method (X-FEM) to analyze crack propagation in a structure under dynamic loading is presented in this paper. The arbitrary crack is treated by the X-FEM method without re-meshing but using an enrichment of the classical displacement-based finite element approximation in the framework of the partition of unity method. Several algorithms have been implemented, within an Oriented Object framework in C++, in the home made explicit FEM code. The new module, called DynaCrack, included in the dynamic FEM code DynELA, evaluates the crack geometry, the propagation of the crack and allow the post-processing of the numerical results. The module solves the system of discrete equations using an explicit integration scheme. Some numerical examples illustrating the main features and the computational efficiency of the DynaCrack module for dynamic crack propagation are presented in the last section of the paper

A partitioned model order reduction approach to rationalise computational expenses in multiscale fracture mechanics

We propose in this paper an adaptive reduced order modelling technique based on domain partitioning for parametric problems of fracture. We show that coupling domain decomposition and projection-based model order reduction permits to focus the numerical effort where it is most needed: around the zones where damage propagates. No \textit{a priori} knowledge of the damage pattern is required, the extraction of the corresponding spatial regions being based solely on algebra. The efficiency of the proposed approach is demonstrated numerically with an example relevant to engineering fracture.Comment: Submitted for publication in CMAM

Koopman operator-based model reduction for switched-system control of PDEs

We present a new framework for optimal and feedback control of PDEs using Koopman operator-based reduced order models (K-ROMs). The Koopman operator is a linear but infinite-dimensional operator which describes the dynamics of observables. A numerical approximation of the Koopman operator therefore yields a linear system for the observation of an autonomous dynamical system. In our approach, by introducing a finite number of constant controls, the dynamic control system is transformed into a set of autonomous systems and the corresponding optimal control problem into a switching time optimization problem. This allows us to replace each of these systems by a K-ROM which can be solved orders of magnitude faster. By this approach, a nonlinear infinite-dimensional control problem is transformed into a low-dimensional linear problem. In situations where the Koopman operator can be computed exactly using Extended Dynamic Mode Decomposition (EDMD), the proposed approach yields optimal control inputs. Furthermore, a recent convergence result for EDMD suggests that the approach can be applied to more complex dynamics as well. To illustrate the results, we consider the 1D Burgers equation and the 2D Navier--Stokes equations. The numerical experiments show remarkable performance concerning both solution times and accuracy.Comment: arXiv admin note: text overlap with arXiv:1801.0641

A congestion model for cell migration

This paper deals with a class of macroscopic models for cell migration in a saturated medium for two-species mixtures. Those species tend to achieve some motion according to a desired velocity, and congestion forces them to adapt their velocity. This adaptation is modelled by a correction velocity which is chosen minimal in a least-square sense. We are especially interested in two situations: a single active species moves in a passive matrix (cell migration) with a given desired velocity, and a closed-loop Keller-Segel type model, where the desired velocity is the gradient of a self-emitted chemoattractant. We propose a theoretical framework for the open-loop model (desired velocities are defined as gradients of given functions) based on a formulation in the form of a gradient flow in the Wasserstein space. We propose a numerical strategy to discretize the model, and illustrate its behaviour in the case of a prescribed velocity, and for the saturated Keller-Segel model