Feedback Stabilization Methods for the Numerical Solution of Systems of Ordinary Differential Equations

In this work we study the problem of step size selection for numerical schemes, which guarantees that the numerical solution presents the same qualitative behavior as the original system of ordinary differential equations, by means of tools from nonlinear control theory. Lyapunov-based and Small-Gain feedback stabilization methods are exploited and numerous illustrating applications are presented for systems with a globally asymptotically stable equilibrium point. The obtained results can be used for the control of the global discretization error as well.Comment: 33 pages, 9 figures. Submitted for possible publication to BIT Numerical Mathematic

C1-continuous space-time discretization based on Hamilton's law of varying action

We develop a class of C1-continuous time integration methods that are applicable to conservative problems in elastodynamics. These methods are based on Hamilton's law of varying action. From the action of the continuous system we derive a spatially and temporally weak form of the governing equilibrium equations. This expression is first discretized in space, considering standard finite elements. The resulting system is then discretized in time, approximating the displacement by piecewise cubic Hermite shape functions. Within the time domain we thus achieve C1-continuity for the displacement field and C0-continuity for the velocity field. From the discrete virtual action we finally construct a class of one-step schemes. These methods are examined both analytically and numerically. Here, we study both linear and nonlinear systems as well as inherently continuous and discrete structures. In the numerical examples we focus on one-dimensional applications. The provided theory, however, is general and valid also for problems in 2D or 3D. We show that the most favorable candidate -- denoted as p2-scheme -- converges with order four. Thus, especially if high accuracy of the numerical solution is required, this scheme can be more efficient than methods of lower order. It further exhibits, for linear simple problems, properties similar to variational integrators, such as symplecticity. While it remains to be investigated whether symplecticity holds for arbitrary systems, all our numerical results show an excellent long-term energy behavior.Comment: slightly condensed the manuscript, added references, numerical results unchange

A posteriori analysis of fully discrete method of lines DG schemes for systems of conservation laws

We present reliable a posteriori estimators for some fully discrete schemes applied to nonlinear systems of hyperbolic conservation laws in one space dimension with strictly convex entropy. The schemes are based on a method of lines approach combining discontinuous Galerkin spatial discretization with single- or multi-step methods in time. The construction of the estimators requires a reconstruction in time for which we present a very general framework first for odes and then apply the approach to conservation laws. The reconstruction does not depend on the actual method used for evolving the solution in time. Most importantly it covers in addition to implicit methods also the wide range of explicit methods typically used to solve conservation laws. For the spatial discretization, we allow for standard choices of numerical fluxes. We use reconstructions of the discrete solution together with the relative entropy stability framework, which leads to error control in the case of smooth solutions. We study under which conditions on the numerical flux the estimate is of optimal order pre-shock. While the estimator we derive is computable and valid post-shock for fixed meshsize, it will blow up as the meshsize tends to zero. This is due to a breakdown of the relative entropy framework when discontinuities develop. We conclude with some numerical benchmarking to test the robustness of the derived estimator

The VOLNA code for the numerical modelling of tsunami waves: generation, propagation and inundation

A novel tool for tsunami wave modelling is presented. This tool has the potential of being used for operational purposes: indeed, the numerical code \VOLNA is able to handle the complete life-cycle of a tsunami (generation, propagation and run-up along the coast). The algorithm works on unstructured triangular meshes and thus can be run in arbitrary complex domains. This paper contains the detailed description of the finite volume scheme implemented in the code. The numerical treatment of the wet/dry transition is explained. This point is crucial for accurate run-up/run-down computations. Most existing tsunami codes use semi-empirical techniques at this stage, which are not always sufficient for tsunami hazard mitigation. Indeed the decision to evacuate inhabitants is based on inundation maps which are produced with this type of numerical tools. We present several realistic test cases that partially validate our algorithm. Comparisons with analytical solutions and experimental data are performed. Finally the main conclusions are outlined and the perspectives for future research presented.Comment: 47 pages, 27 figures. Other author's papers can be downloaded at http://www.lama.univ-savoie.fr/~dutykh

Algebraic Structures and Stochastic Differential Equations driven by Levy processes

We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders and independent of the governing vector fields. This holds provided the driving processes possess moments of all orders and the vector fields are sufficiently smooth. Moreover the efficient integrator in question is optimal within a broad class of perturbations for half-integer global root mean-square orders of convergence. We obtain these results using the quasi-shuffle algebra of multiple iterated integrals of independent Levy processes.Comment: 41 pages, 11 figure