Destruction of the family of steady states in the planar problem of Darcy convection

The natural convection of incompressible fluid in a porous medium causes for some boundary conditions a strong non-uniqueness in the form of a continuous family of steady states. We are interested in the situation when these boundary conditions are violated. The resulting destruction of the family of steady states is studied via computer experiments based on a mimetic finite-difference approach. Convection in a rectangular enclosure is considered under different perturbations of boundary conditions (heat sources, infiltration). Two scenario of the family of equilibria are found: the transformation to a limit cycle and the formation of isolated convective patterns.Comment: 12 pages, 6 figure

Poisson integrators

An overview of Hamiltonian systems with noncanonical Poisson structures is given. Examples of bi-Hamiltonian ode's, pde's and lattice equations are presented. Numerical integrators using generating functions, Hamiltonian splitting, symplectic Runge-Kutta methods are discussed for Lie-Poisson systems and Hamiltonian systems with a general Poisson structure. Nambu-Poisson systems and the discrete gradient methods are also presented.Comment: 30 page

Staggered grids discretization in three-dimensional Darcy convection

We consider three-dimensional convection of an incompressible fluid saturated in a parallelepiped with a porous medium. A mimetic finite-difference scheme for the Darcy convection problem in the primitive variables is developed. It consists of staggered nonuniform grids with five types of nodes, differencing and averaging operators on a two-nodes stencil. The nonlinear terms are approximated using special schemes. Two problems with different boundary conditions are considered to study scenarios of instability of the state of rest. Branching off of a continuous family of steady states was detected for the problem with zero heat fluxes on two opposite lateral planes.Comment: 20 pages, 9 figure

Energy preserving model order reduction of the nonlinear Schr\"odinger equation

An energy preserving reduced order model is developed for two dimensional nonlinear Schr\"odinger equation (NLSE) with plane wave solutions and with an external potential. The NLSE is discretized in space by the symmetric interior penalty discontinuous Galerkin (SIPG) method. The resulting system of Hamiltonian ordinary differential equations are integrated in time by the energy preserving average vector field (AVF) method. The mass and energy preserving reduced order model (ROM) is constructed by proper orthogonal decomposition (POD) Galerkin projection. The nonlinearities are computed for the ROM efficiently by discrete empirical interpolation method (DEIM) and dynamic mode decomposition (DMD). Preservation of the semi-discrete energy and mass are shown for the full order model (FOM) and for the ROM which ensures the long term stability of the solutions. Numerical simulations illustrate the preservation of the energy and mass in the reduced order model for the two dimensional NLSE with and without the external potential. The POD-DMD makes a remarkable improvement in computational speed-up over the POD-DEIM. Both methods approximate accurately the FOM, whereas POD-DEIM is more accurate than the POD-DMD

Poisson integrators for Volterra lattice equations

The Volterra lattice equations are completely integrable and possess bi-Hamiltonian structure. They are integrated using partitioned Lobatto IIIA-B methods which preserve the Poisson structure. Modified equations are derived for the symplectic Euler and second order Lobatto IIIA-B method. Numerical results confirm preservation of the corresponding Hamiltonians, Casimirs, quadratic and cubic integrals in the long-term with different orders of accuracy.Comment: 9 pages, 2 figure

Reduced Order Optimal Control of the Convective FitzHugh-Nagumo Equation

In this paper, we compare three model order reduction methods: the proper orthogonal decomposition (POD), discrete empirical interpolation method (DEIM) and dynamic mode decomposition (DMD) for the optimal control of the convective FitzHugh-Nagumo (FHN) equations. The convective FHN equations consists of the semi-linear activator and the linear inhibitor equations, modeling blood coagulation in moving excitable media. The semilinear activator equation leads to a non-convex optimal control problem (OCP). The most commonly used method in reduced optimal control is POD. We use DEIM and DMD to approximate efficiently the nonlinear terms in reduced order models. We compare the accuracy and computational times of three reduced-order optimal control solutions with the full order discontinuous Galerkin finite element solution of the convection dominated FHN equations with terminal controls. Numerical results show that POD is the most accurate whereas POD-DMD is the fastest

Pricing European and American Options under Heston Model using Discontinuous Galerkin Finite Elements

This paper deals with pricing of European and American options, when the underlying asset price follows Heston model, via the interior penalty discontinuous Galerkin finite element method (dGFEM). The advantages of dGFEM space discretization with Rannacher smoothing as time integrator with nonsmooth initial and boundary conditions are illustrated for European vanilla options, digital call and American put options. The convection dominated Heston model for vanishing volatility is efficiently solved utilizing the adaptive dGFEM. For fast solution of the linear complementary problem of the American options, a projected successive over relaxation (PSOR) method is developed with the norm preconditioned dGFEM. We show the efficiency and accuracy of dGFEM for option pricing by conducting comparison analysis with other methods and numerical experiments