Stochastic Galerkin method and port-Hamiltonian form for linear first-order ordinary differential equations

We consider linear first-order systems of ordinary differential equations (ODEs) in port-Hamiltonian (pH) form. Physical parameters are remodelled as random variables to conduct an uncertainty quantification. A stochastic Galerkin projection yields a larger deterministic system of ODEs, which does not exhibit a pH form in general. We apply transformations of the original systems such that the stochastic Galerkin projection becomes structure-preserving. Furthermore, we investigate meaning and properties of the Hamiltonian function belonging to the stochastic Galerkin system. A large number of random variables implies a highdimensional stochastic Galerkin system, which suggests itself to apply model order reduction (MOR) generating a low-dimensional system of ODEs. We discuss structure preservation in projection-based MOR, where the smaller systems of ODEs feature pH form again. Results of numerical computations are presented using two test examples.Comment: 26 pages, 17 figure

Numerical computation of the conformal map onto lemniscatic domains

We present a numerical method for the computation of the conformal map from unbounded multiply-connected domains onto lemniscatic domains. For $\ell$-times connected domains the method requires solving $\ell$ boundary integral equations with the Neumann kernel. This can be done in $O(\ell^2 n \log n)$ operations, where $n$ is the number of nodes in the discretization of each boundary component of the multiply connected domain. As demonstrated by numerical examples, the method works for domains with close-to-touching boundaries, non-convex boundaries, piecewise smooth boundaries, and for domains of high connectivity.Comment: Minor revision; simplified Example 6.1, and changed Example 6.2 to a set without symmetr

Fast and accurate computation of the logarithmic capacity of compact sets

We present a numerical method for computing the logarithmic capacity of compact subsets of $\mathbb{C}$, which are bounded by Jordan curves and have finitely connected complement. The subsets may have several components and need not have any special symmetry. The method relies on the conformal map onto lemniscatic domains and, computationally, on the solution of a boundary integral equation with the Neumann kernel. Our numerical examples indicate that the method is fast and accurate. We apply it to give an estimate of the logarithmic capacity of the Cantor middle third set and generalizations of it

Construction of open up mappings with rational functions and related questions

Using tools from algebraic geometry and the theory of Riemann surfaces, we establish the existence of special conformal mappings. Special emphasis is put on a constructive approach, and these mappings are rational functions with minimal degree. Three problems are discussed: the existence of a rational open up mapping, the critical value problem, and the critical point problem. We discuss the relations between the three problems, and recollect related questions which are scattered in the literature. Moreover, we investigate the properties of a given rational function as an open up mapping with the theory of quadratic differentials