Persistence of invariant manifolds for nonlinear PDEs

We prove that under certain stability and smoothing properties of the semi-groups generated by the partial differential equations that we consider, manifolds left invariant by these flows persist under $C^1$ perturbation. In particular, we extend well known finite-dimensional results to the setting of an infinite-dimensional Hilbert manifold with a semi-group that leaves a submanifold invariant. We then study the persistence of global unstable manifolds of hyperbolic fixed-points, and as an application consider the two-dimensional Navier-Stokes equation under a fully discrete approximation. Finally, we apply our theory to the persistence of inertial manifolds for those PDEs which possess them. teComment: LaTeX2E, 32 pages, to appear in Studies in Applied Mathematic

Parameter Identification in a Probabilistic Setting

Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g. through a measurement, by connecting it to Bayes's theorem. The unknown quantity is modelled as a (may be high-dimensional) random variable. Such a description has two constituents, the measurable function and the measure. One group of methods is identified as updating the measure, the other group changes the measurable function. We connect both groups with the relatively recent methods of functional approximation of stochastic problems, and introduce especially in combination with the second group of methods a new procedure which does not need any sampling, hence works completely deterministically. It also seems to be the fastest and more reliable when compared with other methods. We show by example that it also works for highly nonlinear non-smooth problems with non-Gaussian measures.Comment: 29 pages, 16 figure

Discrete Lie Advection of Differential Forms

In this paper, we present a numerical technique for performing Lie advection of arbitrary differential forms. Leveraging advances in high-resolution finite volume methods for scalar hyperbolic conservation laws, we first discretize the interior product (also called contraction) through integrals over Eulerian approximations of extrusions. This, along with Cartan's homotopy formula and a discrete exterior derivative, can then be used to derive a discrete Lie derivative. The usefulness of this operator is demonstrated through the numerical advection of scalar fields and 1-forms on regular grids.Comment: Accepted version; to be published in J. FoC