Geometrically-exact time-integration mesh-free schemes for advection-diffusion problems derived from optimal transportation theory and their connection with particle methods

We develop an Optimal Transportation Meshfree (OTM) particle method for advection-diffusion in which the concentration or density of the diffusive species is approximated by Dirac measures. We resort to an incremental variational principle for purposes of time discretization of the diffusive step. This principle characterizes the evolution of the density as a competition between the Wasserstein distance between two consecutive densities and entropy. Exploiting the structure of the Euler-Lagrange equations, we approximate the density as a collection of Diracs. The interpolation of the incremental transport map is effected through mesh-free max-ent interpolation. Remarkably, the resulting update is geometrically exact with respect to advection and volume. We present three-dimensional examples of application that illustrate the scope and robustness of the method.Comment: 19 pages, 8 figure

Anti-selfdual Lagrangians: Variational resolutions of non self-adjoint equations and dissipative evolutions

We develop the concept and the calculus of anti-self dual (ASD) Lagrangians which seems inherent to many questions in mathematical physics, geometry, and differential equations. They are natural extensions of gradients of convex functions --hence of self-adjoint positive operators-- which usually drive dissipative systems, but also rich enough to provide representations for the superposition of such gradients with skew-symmetric operators which normally generate unitary flows. They yield variational formulations and resolutions for large classes of non-potential boundary value problems and initial-value parabolic equations. Solutions are minima of functionals of the form $I(u)=L(u, \Lambda u)$ (resp. $I(u)=\int_{0}^{T}L(t, u(t), \dot u (t)+\Lambda_{t}u(t))dt$) where $L$ is an anti-self dual Lagrangian and where $\Lambda_{t}$ are essentially skew-adjoint operators. However, and just like the self (and antiself) dual equations of quantum field theory (e.g. Yang-Mills) the equations associated to such minima are not derived from the fact they are critical points of the functional $I$, but because they are also zeroes of the Lagrangian $L$ itself.Comment: 50 pages. For the most updated version of this paper, please visit http://www.pims.math.ca/~nassif/pims_papers.htm

Variational Data Assimilation via Sparse Regularization

This paper studies the role of sparse regularization in a properly chosen basis for variational data assimilation (VDA) problems. Specifically, it focuses on data assimilation of noisy and down-sampled observations while the state variable of interest exhibits sparsity in the real or transformed domain. We show that in the presence of sparsity, the $\ell_{1}$-norm regularization produces more accurate and stable solutions than the classic data assimilation methods. To motivate further developments of the proposed methodology, assimilation experiments are conducted in the wavelet and spectral domain using the linear advection-diffusion equation

A variational approach to Navier-Stokes

We present a variational resolution of the incompressible Navier-Stokes system by means of stabilized Weighted-Inertia-Dissipation-Energy (WIDE) functionals. The minimization of these parameter-dependent functionals corresponds to an elliptic-in-time regularization of the system. By passing to the limit in the regularization parameter along subsequences of WIDE minimizers one recovers a classical Leray-Hopf weak solution

Space-modulated Stability and Averaged Dynamics

In this brief note we give a brief overview of the comprehensive theory, recently obtained by the author jointly with Johnson, Noble and Zumbrun, that describes the nonlinear dynamics about spectrally stable periodic waves of parabolic systems and announce parallel results for the linearized dynamics near cnoidal waves of the Korteweg-de Vries equation. The latter are expected to contribute to the development of a dispersive theory, still to come.Comment: Proceedings of the "Journ\'ees \'Equations aux d\'eriv\'ees partielles", Roscoff 201