Continuation-conjugate gradient methods for the least squares solution of nonlinear boundary value problems

We discuss in this paper a new combination of methods for solving nonlinear boundary value problems containing a parameter. Methods of the continuation type are combined with least squares formulations, preconditioned conjugate gradient algorithms and finite element approximations. We can compute branches of solutions with limit points, bifurcation points, etc. Several numerical tests illustrate the possibilities of the methods discussed in the present paper; these include the Bratu problem in one and two dimensions, one-dimensional bifurcation and perturbed bifurcation problems, the driven cavity problem for the Navier–Stokes equations

Control of distributed parameter systems modelled by parabolic variational inequalities of the obstacle type

We will investigate the numerical solution of the control problem modelled by parabolic variational inequalities. The general point of view adopted in this work has its roots in the work by R. Glowinski. The optimal control of parabolic variational inequalities is a hot topic in the control of distributed parameter system, since the classical optimality conditions such as KKT conditions do not apply and tools from non-smooth analysis have to be used. We demonstrate the simple approach to address optimal control of parabolic variational inequalities. First, we will introduce the model and describe the solution method. In Section 4 and 5, we will discuss the discretization of the model problem and then a conjugate gradient algorithm for solving the problem numerically. Finally we will present numerical results of optimal control problem related to variational inequality

A Simulation Method to Resolve Hydrodynamic Interactions in Colloidal Dispersions

A new computational method is presented to resolve hydrodynamic interactions acting on solid particles immersed in incompressible host fluids. In this method, boundaries between solid particles and host fluids are replaced with a continuous interface by assuming a smoothed profile. This enabled us to calculate hydrodynamic interactions both efficiently and accurately, without neglecting many-body interactions. The validity of the method was tested by calculating the drag force acting on a single cylindrical rod moving in an incompressible Newtonian fluid. This method was then applied in order to simulate sedimentation process of colloidal dispersions.Comment: 7pages, 7 figure

Four-field finite element solver and sensitivities for quasi-Newtonian flows

International audienceA computationally efficient finite element algorithm for power law fluid is elaborated in view of extensive direct and inverse simulations. We adopt a splitting technique to simplify the nonlinear structure of the fluids equations and derive a four-field saddle point formulation for which we prove the existence of a solution. The resolution of the corresponding variational inequalities is based on an augmented Lagrangian method and a mixed finite element discretization. The resulting iterative solver reveals to be fast and robust with low memory consumption. The time-saving provided by the algorithm compared to the standard algorithms of fixed point and Newton increases with the number of degrees of freedom and the nonlinearity of the problem. It is therefore well-suited for the solution of large problems with a great number of elements and for corresponding adjoint-based computations. Bidimensional numerical experiments are performed on two realistic situations of gravity flows: an experimental viscoplastic steady wave and a continental glacier. In the present study, results emphasize that for both cases, the modeling at bottom plays a strongly dominant role. Using surface velocitiy observations, the sensitivity analysis with respect to a spatially varying power-law exponent highlights the importance of an accurate knowledge of the rheology at high shear rate. The one on the basal sliding allows to detect the presence of a short wavelength (two times the thickness) free-slip area indetectable from surface velocities

Constrained optimization in seismic reflection tomography: a Gauss-Newton augmented Lagrangian approach

International audienceS U M M A R Y Seismic reflection tomography is a method for determining a subsurface velocity model from the traveltimes of seismic waves reflecting on geological interfaces. From an optimization viewpoint , the problem consists in minimizing a non-linear least-squares function measuring the mismatch between observed traveltimes and those calculated by ray tracing in this model. The introduction of a priori information on the model is crucial to reduce the under-determination. The contribution of this paper is to introduce a technique able to take into account geological a priori information in the reflection tomography problem expressed as inequality constraints in the optimization problem. This technique is based on a Gauss-Newton (GN) sequential quadratic programming approach. At each GN step, a solution to a convex quadratic optimization problem subject to linear constraints is computed thanks to an augmented Lagrangian algorithm. Our choice for this optimization method is motivated and its original aspects are described. First applications on real data sets are presented to illustrate the potential of the approach in practical use of reflection tomography

A new approach to hyperbolic inverse problems

We present a modification of the BC-method in the inverse hyperbolic problems. The main novelty is the study of the restrictions of the solutions to the characteristic surfaces instead of the fixed time hyperplanes. The main result is that the time-dependent Dirichlet-to-Neumann operator prescribed on a part of the boundary uniquely determines the coefficients of the self-adjoint hyperbolic operator up to a diffeomorphism and a gauge transformation. In this paper we prove the crucial local step. The global step of the proof will be presented in the forthcoming paper.Comment: We corrected the proof of the main Lemma 2.1 by assuming that potentials A(x),V(x) are real value

A penalty approach to the numerical simulation of a constrained wave motion

The main goal of this article is to investigate the numerical solution of a vector-valued nonlinear wave equation, the nonlinearity being of the Ginzburg-Landau type, namely (|u|2-1)u. This equation is obtained when treating by penalty a constrained wave-motion, where the displacement vector is of constant length (1 here, after rescaling). An important step of the approximation process is the construction of a time discretization scheme preserving-in some sense-the energy conservation property of the continuous model. The stability properties of the above scheme are discussed. The authors discuss also the finite element approximation and the quasi-Newton solution of the nonlinear elliptic system obtained at each time step from the time discretization. The results of numerical experiments are presented; they show that for the constraint of the original wave problem to be accurately verified we need to use a small value of the penalty parameter