HAZniCS -- Software Components for Multiphysics Problems

We introduce the software toolbox HAZniCS for solving interface-coupled multiphysics problems. HAZniCS is a suite of modules that combines the well-known FEniCS framework for finite element discretization with solver and graph library HAZmath. The focus of the paper is on the design and implementation of a pool of robust and efficient solver algorithms which tackle issues related to the complex interfacial coupling of the physical problems often encountered in applications in brain biomechanics. The robustness and efficiency of the numerical algorithms and methods is shown in several numerical examples, namely the Darcy-Stokes equations that model flow of cerebrospinal fluid in the human brain and the mixed-dimensional model of electrodiffusion in the brain tissue

Iterative solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order method

We consider the solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order (HHO) methods. The two resulting second-order elliptic problems can be decoupled via the introduction of a new unknown, corresponding to the boundary value of the solution of the first Laplacian problem. This technique yields a global linear problem that can be solved iteratively via a Krylov-type method. More precisely, at each iteration of the scheme, two second-order elliptic problems have to be solved, and a normal derivative on the boundary has to be computed. In this work, we specialize this scheme for the HHO discretization. To this aim, an explicit technique to compute the discrete normal derivative of an HHO solution of a Laplacian problem is proposed. Moreover, we show that the resulting discrete scheme is well-posed. Finally, a new preconditioner is designed to speed up the convergence of the Krylov method. Numerical experiments assessing the performance of the proposed iterative algorithm on both two- and three-dimensional test cases are presented

Constant & time-varying hedge ratio for FBMKLCI stock index futures

This paper examines hedging strategy in stock index futures for Kuala Lumpur Composite Index futures of Malaysia. We employed two different econometric methods such as-vector error correction model (VECM) and bivariate generalized autoregressive conditional heteroskedasticity (BGARCH) models to estimate optimal hedge ratio by using daily data of KLCI index and KLCI futures for the period from January 2012 to June 2016 amounting to a total of 1107 observations. We found that VECM model provides better results with respect to estimating hedge ratio for spot month futures and one-month futures, while BGACH shows better for distance futures. While VECM estimates time invariant hedge ratio, the BGARCH shows that hedge ratio changes over time. As such, hedger should rebalance his/her position in futures contract time to time in order to reduce risk exposure

Bridging the Hybrid High-Order and Virtual Element methods

International audienceWe present a unifying viewpoint at Hybrid High-Order and Virtual Element methods on general polytopal meshes in dimension $2$ or $3$, both in terms of formulation and analysis. We focus on a model Poisson problem. To build our bridge, (i) we transcribe the (conforming) Virtual Element method into the Hybrid High-Order framework, and (ii) we prove $H^m$ approximation properties for the local polynomial projector in terms of which the local Virtual Element discrete bilinear form is defined. This allows us to perform a unified analysis of Virtual Element/Hybrid High-Order methods, that differs from standard Virtual Element analyses by the fact that the approximation properties of the underlying virtual space are not explicitly used. As a complement to our unified analysis, we also study interpolation in local virtual spaces, shedding light on the differences between the conforming and nonconforming cases

Finite element schemes for elliptic boundary value problems with rough coefficients

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.We consider the task of computing reliable numerical approximations of the solutions of elliptic equations and systems where the coefficients vary discontinuously, rapidly, and by large orders of magnitude. Such problems, which occur in diffusion and in linear elastic deformation of composite materials, have solutions with low regularity with the result that reliable numerical approximations can be found only in approximating spaces, invariably with high dimension, that can accurately represent the large and rapid changes occurring in the solution. The use of the Galerkin approach with such high dimensional approximating spaces often leads to very large scale discrete problems which at best can only be solved using efficient solvers. However, even then, their scale is sometimes so large that the Galerkin approach becomes impractical and alternative methods of approximation must be sought. In this thesis we adopt two approaches. We propose a new asymptotic method of approximation for problems of diffusion in materials with periodic structure. This approach uses Fourier series expansions and enables one to perform all computations on a periodic cell; this overcomes the difficulty caused by the rapid variation of the coefficients. In the one dimensional case we have constructed problems with discontinuous coefficients and computed the analytical expressions for their solutions and the proposed asymptotic approximations. The rates at which the given asymptotic approximations converge, as the period of the material decreases, are obtained through extensive computational tests which show that these rates are fundamentally dependent on the level of regularity of the right hand sides of the equations. In the two dimensional case we show how one can use the Galerkin method to approximate the solutions of the problems associated with the periodic cell. We construct problems with discontinuous coefficients and perform extensive computational tests which show that the asymptotic properties of the approximations are identical to those observed in the one dimensional case. However, the computational results show that the application of the Galerkin method of approximation introduces a discretization error which can obscure the precise asymptotic rate of convergence for low regularity right hand sides. For problems of two dimensional linear elasticity we are forced to consider an alternative approach. We use domain decomposition techniques that interface the subdomains with conjugate gradient methods and obtain algorithms which can be efficiently implemented on computers with parallel architectures. We construct the balancing preconditioner, M,, and show that it has the optimal conditioning property k(Mh(^-1)Sh) = 0 is a constant which is independent of the magnitude of the material discontinuities, H is the maximum subdomain diameter, and h is the maximum finite element diameter. These properties of the preconditioning operator Mh allow one to use the computational power of a parallel computer to overcome the difficulties caused by the changing form of the solution of the problem. We have implemented this approach for a variety of problems of planar linear elasticity and, using different domain decompositions, approximating spaces, and materials, find that the algorithm is robust and scales with the dimension of the approximating space and the number of subdomains according to the condition number bound above and is unaffected by material discontinuities. In this we have proposed and implemented new inner product expressions which we use to modify the bilinear forms associated with problems over subdomains that have pure traction boundary conditions.This work is funded by the Engineering and Physical Sciences Research Council

A cVEM-DG space-time method for the dissipative wave equation

A novel space-time discretization for the (linear) scalar-valued dissipative wave equation is presented. It is a structured approach, namely, the discretization space is obtained tensorizing the Virtual Element (VE) discretization in space with the Discontinuous Galerkin (DG) method in time. As such, it combines the advantages of both the VE and the DG methods. The proposed scheme is implicit and it is proved to be unconditionally stable and accurate in space and time

Numerical study of the vibrations of an elastic container filled with an inviscid fluid

International audienceWe investigate numerically the vibrational behavior of a simple finite element model that stands for an elastic container filled with an inviscid fluid. The underlying mathematical model is detailed and its spectra is characterized. The finite element method relies upon the added-mass formulation of Morand and Ohayon. A parametric study allows to characterize the system's response to dimensionless parameters in terms of eigenfrequencies. Then an insight into the mode shapes is provided, with a discussion on the presence and the behavior of singular modes caused by specific boundary conditions in the fluid