New Discretization Methods for the Numerical Approximation of PDEs

The construction and mathematical analysis of numerical methods for PDEs is a fundamental area of modern applied mathematics. Among the various techniques that have been proposed in the past, some – in particular, finite element methods, – have been exceptionally successful in a range of applications. There are however a number of important challenges that remain, including the optimal adaptive finite element approximation of solutions to transport-dominated diffusion problems, the efficient numerical approximation of parametrized families of PDEs, and the efficient numerical approximation of high-dimensional partial differential equations (that arise from stochastic analysis and statistical physics, for example, in the form of a backward Kolmogorov equation, which, unlike its formal adjoint, the forward Kolmogorov equation, is not in divergence form, and therefore not directly amenable to finite element approximation, even when the spatial dimension is low). In recent years several original and conceptionally new ideas have emerged in order to tackle these open problems. The goal of this workshop was to discuss and compare a number of novel approaches, to study their potential and applicability, and to formulate the strategic goals and directions of research in this field for the next five years

Sensitivity analysis for models with dynamic inputs: a case study to control the heat consumption of a real passive house

International audienceIn this communication, we perform the sensitivity analysis of a building energy model. The aim is to assess the impact of the weather data on the performance of a model of a passive house, in order to better control it. The weather data are uncertain dynamic inputs to the model. To evaluate their impact, the problem of generating coherent weather data arises. To solve it, we carry out the Karhunen-Loève decomposition of the uncertain dynamic inputs. We then propose an approach for the sensitivity analysis of this kind of models. The originality for sensitivity analysis purpose is to separate the random variable of the dynamic inputs, propagated to the model response, from the deterministic spatio/temporal function. This analysis highlights the role of the solar gain on a high-insulated passive building, during winter time

Numerical Methods for the Chemical Master Equation

The dynamics of biochemical networks can be described by a Markov jump process on a high-dimensional state space, with the corresponding probability distribution being the solution of the Chemical Master Equation (CME). In this thesis, adaptive wavelet methods for the time-dependent and stationary CME, as well as for the approximation of committor probabilities are devised. The methods are illustrated on multi-dimensional models with metastable solutions and large state spaces

Numerical investigation of Differential Biological-Models via GA-Kansa Method Inclusive Genetic Strategy

In this paper, we use Kansa method for solving the system of differential equations in the area of biology. One of the challenges in Kansa method is picking out an optimum value for Shape parameter in Radial Basis Function to achieve the best result of the method because there are not any available analytical approaches for obtaining optimum Shape parameter. For this reason, we design a genetic algorithm to detect a close optimum Shape parameter. The experimental results show that this strategy is efficient in the systems of differential models in biology such as HIV and Influenza. Furthermore, we prove that using Pseudo-Combination formula for crossover in genetic strategy leads to convergence in the nearly best selection of Shape parameter.Comment: 42 figures, 23 page

Numerical solution for anti-persistent process based stochastic integral equations

In this article, we propose the shifted Legendre polynomial solutions for anti-persistent process based stochastic integral equations. The operational matrices for stochastic integration and fractional stochastic integration are efficiently generated using the properties of shifted Legendre polynomials. In addition, the original problem can be reduced to a system of simultaneous equations with (N + 1) unknowns in the function approximation. By solving the given stochastic integral equations, we obtain numerical solutions. The proposed method’s convergence is derived in terms of the error function’s expectation, and the upper bound of the error in L² norm is also discussed in detail. The applicability of this methodology is demonstrated using numerical examples and the solution’s quality is statistically validated by comparing it with the exact solution.Publisher's Versio

Uncertainty quantification for problems in radionuclide transport

The field of radionuclide transport has long recognised the stochastic nature of the problems encountered. Many parameters that are used in computational models are very difficult, if not impossible, to measure with any great degree of confidence. For example, bedrock properties can only be measured at a few discrete points, the properties between these points may be inferred or estimated using experiments but it is difficult to achieve any high levels of confidence. This is a major problem when many countries around the world are considering deep geologic repositories as a disposal option for long-lived nuclear waste but require a high degree of confidence that any release of radioactive material will not pose a risk to future populations. In this thesis we apply Polynomial Chaos methods to a model of the biosphere that is similar to those used to assess exposure pathways for humans and associated dose rates by many countries worldwide. We also apply the Spectral-Stochastic Finite Element Method to the problem of contaminated fluid flow in a porous medium. For this problem we use the Multi-Element generalized Polynomial Chaos method to discretise the random dimensions in a manner similar to the well known Finite Element Method. The stochastic discretisation is then refined adaptively to mitigate the build up errors over the solution times. It was found that these methods have the potential to provide much improved estimates for radionuclide transport problems. However, further development is needed in order to obtain the necessary efficiency that would be required to solve industrial problems

JDNN: Jacobi Deep Neural Network for Solving Telegraph Equation

In this article, a new deep learning architecture, named JDNN, has been proposed to approximate a numerical solution to Partial Differential Equations (PDEs). The JDNN is capable of solving high-dimensional equations. Here, Jacobi Deep Neural Network (JDNN) has demonstrated various types of telegraph equations. This model utilizes the orthogonal Jacobi polynomials as the activation function to increase the accuracy and stability of the method for solving partial differential equations. The finite difference time discretization technique is used to overcome the computational complexity of the given equation. The proposed scheme utilizes a Graphics Processing Unit (GPU) to accelerate the learning process by taking advantage of the neural network platforms. Comparing the existing methods, the numerical experiments show that the proposed approach can efficiently learn the dynamics of the physical problem

Computation and Learning in High Dimensions (hybrid meeting)

The most challenging problems in science often involve the learning and accurate computation of high dimensional functions. High-dimensionality is a typical feature for a multitude of problems in various areas of science. The so-called curse of dimensionality typically negates the use of traditional numerical techniques for the solution of high-dimensional problems. Instead, novel theoretical and computational approaches need to be developed to make them tractable and to capture fine resolutions and relevant features. Paradoxically, increasing computational power may even serve to heighten this demand, since the wealth of new computational data itself becomes a major obstruction. Extracting essential information from complex problem-inherent structures and developing rigorous models to quantify the quality of information in a high-dimensional setting pose challenging tasks from both theoretical and numerical perspective. This has led to the emergence of several new computational methodologies, accounting for the fact that by now well understood methods drawing on spatial localization and mesh-refinement are in their original form no longer viable. Common to these approaches is the nonlinearity of the solution method. For certain problem classes, these methods have drastically advanced the frontiers of computability. The most visible of these new methods is deep learning. Although the use of deep neural networks has been extremely successful in certain application areas, their mathematical understanding is far from complete. This workshop proposed to deepen the understanding of the underlying mathematical concepts that drive this new evolution of computational methods and to promote the exchange of ideas emerging in various disciplines about how to treat multiscale and high-dimensional problems