Geometric Numerical Integration

The subject of this workshop was numerical methods that preserve geometric properties of the flow of an ordinary or partial differential equation. This was complemented by the question as to how structure preservation affects the long-time behaviour of numerical methods

Stochastic collocation on unstructured multivariate meshes

Collocation has become a standard tool for approximation of parameterized systems in the uncertainty quantification (UQ) community. Techniques for least-squares regularization, compressive sampling recovery, and interpolatory reconstruction are becoming standard tools used in a variety of applications. Selection of a collocation mesh is frequently a challenge, but methods that construct geometrically "unstructured" collocation meshes have shown great potential due to attractive theoretical properties and direct, simple generation and implementation. We investigate properties of these meshes, presenting stability and accuracy results that can be used as guides for generating stochastic collocation grids in multiple dimensions.Comment: 29 pages, 6 figure

Nonlinear Geometric Optics Based Multiscale Stochastic Galerkin Methods for Highly Oscillatory Transport Equations with Random Inputs

We develop generalized polynomial chaos (gPC) based stochastic Galerkin (SG) methods for a class of highly oscillatory transport equations that arise in semiclassical modeling of non-adiabatic quantum dynamics. These models contain uncertainties, particularly in coefficients that correspond to the potentials of the molecular system. We first focus on a highly oscillatory scalar model with random uncertainty. Our method is built upon the nonlinear geometrical optics (NGO) based method, developed in \cite{NGO} for numerical approximations of deterministic equations, which can obtain accurate pointwise solution even without numerically resolving spatially and temporally the oscillations. With the random uncertainty, we show that such a method has oscillatory higher order derivatives in the random space, thus requires a frequency dependent discretization in the random space. We modify this method by introducing a new "time" variable based on the phase, which is shown to be non-oscillatory in the random space, based on which we develop a gPC-SG method that can capture oscillations with the frequency-independent time step, mesh size as well as the degree of polynomial chaos. A similar approach is then extended to a semiclassical surface hopping model system with a similar numerical conclusion. Various numerical examples attest that these methods indeed capture accurately the solution statistics {\em pointwisely} even though none of the numerical parameters resolve the high frequencies of the solution.Comment: 35 page