Accuracy of least-squares methods for the Navier-Stokes equations

Recently there has been substantial interest in least-squares finite element methods for velocity-vorticity-pressure formulations of the incompressible Navier-Stokes equations. The main cause for this interest is the fact that algorithms for the resulting discrete equations can be devised which require the solution of only symmetric, positive definite systems of algebraic equations. On the other hand, it is well-documented that methods using the vorticity as a primary variable often yield very poor approximations. Thus, here we study the accuracy of these methods through a series of computational experiments, and also comment on theoretical error estimates. It is found, despite the failure of standard methods for deriving error estimates, that computational evidence suggests that these methods are, at the least, nearly optimally accurate. Thus, in addition to the desirable matrix properties yielded by least-squares methods, one also obtains accurate approximations

Stability of Gaussian elimination without pivoting on tridiagonal Toeplitz matrices

AbstractUsing the simple vehicle of tridiagonal Toeplitz matrices, the question of whether one must pivot during the Gauss elimination procedure is examined. An exact expression for the multipliers encountered during the elimination process is given. It is then shown that for a prototype Helmholtz problem, one cannot guarantee that elimination without pivoting is stable

Finite dimensional approximation of a class of constrained nonlinear optimal control problems

An abstract framework for the analysis and approximation of a class of nonlinear optimal control and optimization problems is constructed. Nonlinearities occur in both the objective functional and in the constraints. The framework includes an abstract nonlinear optimization problem posed on infinite dimensional spaces, and approximate problem posed on finite dimensional spaces, together with a number of hypotheses concerning the two problems. The framework is used to show that optimal solutions exist, to show that Lagrange multipliers may be used to enforce the constraints, to derive an optimality system from which optimal states and controls may be deduced, and to derive existence results and error estimates for solutions of the approximate problem. The abstract framework and the results derived from that framework are then applied to three concrete control or optimization problems and their approximation by finite element methods. The first involves the von Karman plate equations of nonlinear elasticity, the second, the Ginzburg-Landau equations of superconductivity, and the third, the Navier-Stokes equations for incompressible, viscous flows

Analysis and Finite-Element Approximation of Optimal-Control Problems for the Stationary Navier-Stokes Equations with Distributed and Neumann Controls

We examine certain analytic and numerical aspects of optimal control problems for the stationary Navier-Stokes equations. The controls considered may be of either the distributed or Neumann type; the functionals minimized are either the viscous dissipation or the L4-distance of candidate flows to some desired flow. We show the existence of optimal solutions and justify the use of Lagrange multiplier techniques to derive a system of partial differential equations from which optimal solutions may be deduced. We study the regularity of solutions of this system. Then, we consider the approximation, by finite element methods, of solutions of the optimality system and derive optimal error estimates

Analysis, approximation, and computation of a coupled solid/fluid temperature control problem

An optimization problem is formulated motivated by the desire to remove temperature peaks, i.e., 'hot spots', along the bounding surfaces of containers of fluid flows. The heat equation of the solid container is coupled to the energy equations for the fluid. Heat sources can be located in the solid body, the fluid, or both. Control is effected by adjustments to the temperature of the fluid at the inflow boundary. Both mathematical analyses and computational experiments are given

An adaptive sparse-grid high-order stochastic collocation method for Bayesian inference in groundwater reactive transport modeling

Although Bayesian analysis has become vital to the quantification of prediction uncertainty in groundwater modeling, its application has been hindered due to the computational cost associated with numerous model executions needed for exploring the posterior probability density function (PPDF) of model parameters. This is particularly the case when the PPDF is estimated using Markov Chain Monte Carlo (MCMC) sampling. In this study, we develop a new approach that improves computational efficiency of Bayesian inference by constructing a surrogate system based on an adaptive sparse-grid high-order stochastic collocation (aSG-hSC) method. Unlike previous works using first-order hierarchical basis, we utilize a compactly supported higher-order hierar- chical basis to construct the surrogate system, resulting in a significant reduction in the number of computational simulations required. In addition, we use hierarchical surplus as an error indi- cator to determine adaptive sparse grids. This allows local refinement in the uncertain domain and/or anisotropic detection with respect to the random model parameters, which further improves computational efficiency. Finally, we incorporate a global optimization technique and propose an iterative algorithm for building the surrogate system for the PPDF with multiple significant modes. Once the surrogate system is determined, the PPDF can be evaluated by sampling the surrogate system directly with very little computational cost. The developed method is evaluated first using a simple analytical density function with multiple modes and then using two synthetic groundwater reactive transport models. The groundwater models represent different levels of complexity; the first example involves coupled linear reactions and the second example simulates nonlinear ura- nium surface complexation. The results show that the aSG-hSC is an effective and efficient tool for Bayesian inference in groundwater modeling in comparison with conventional MCMC sim- ulations. The computational efficiency is expected to be more beneficial to more computational expensive groundwater problems

A self-contained, automated methodology for optimal flow control validated for transition delay

This paper describes a self-contained, automated methodology for flow control along with a validation of the methodology for the problem of boundary layer instability suppression. The objective of control is to match the stress vector along a portion of the boundary to a given vector; instability suppression is achieved by choosing the given vector to be that of a steady base flow, e.g., Blasius boundary layer. Control is effected through the injection or suction of fluid through a single orifice on the boundary. The present approach couples the time-dependent Navier-Stokes system with an adjoint Navier-Stokes system and optimality conditions from which optimal states, i.e., unsteady flow fields, and control, e.g., actuators, may be determined. The results demonstrate that instability suppression can be achieved without any a priori knowledge of the disturbance, which is significant because other control techniques have required some knowledge of the flow unsteadiness such as frequencies, instability type, etc

An adaptive wavelet stochastic collocation method for irregular solutions of stochastic partial differential equations

Accurate predictive simulations of complex real world applications require numerical approximations to first, oppose the curse of dimensionality and second, converge quickly in the presence of steep gradients, sharp transitions, bifurcations or finite discontinuities in high-dimensional parameter spaces. In this paper we present a novel multi-dimensional multi-resolution adaptive (MdMrA) sparse grid stochastic collocation method, that utilizes hierarchical multiscale piecewise Riesz basis functions constructed from interpolating wavelets. The basis for our non-intrusive method forms a stable multiscale splitting and thus, optimal adaptation is achieved. Error estimates and numerical examples will used to compare the efficiency of the method with several other techniques

On the Lawrence–Doniach and Anisotropic Ginzburg–Landau Models for Layered Superconductors

The authors consider two models, the Lawrence-Doniach and the anisotropic Ginzburg-Landau models for layered superconductors such as the recently discovered high-temperature superconductors. A mathematical description of both models is given and existence results for their solution are derived. The authors then relate the two models in the sense that they show that as the layer spacing tends to zero, the Lawrence-Doniach model reduces to the anisotropic Ginzburg- Landau model. Finally, simplified versions of the models are derived that can be used to accurately simulate high-temperature superconductors