Acta Numerica 

About: Acta Numerica is an academic journal published by Cambridge University Press. The journal publishes majorly in the area(s): Computer science & Finite element method. It has an ISSN identifier of 0962-4929. Over the lifetime, 194 publications have been published receiving 50423 citations.

The immersed boundary method

Abstract: This paper is concerned with the mathematical structure of the immersed boundary (IB) method, which is intended for the computer simulation of fluid–structure interaction, especially in biological fluid dynamics. The IB formulation of such problems, derived here from the principle of least action, involves both Eulerian and Lagrangian variables, linked by the Dirac delta function. Spatial discretization of the IB equations is based on a fixed Cartesian mesh for the Eulerian variables, and a moving curvilinear mesh for the Lagrangian variables. The two types of variables are linked by interaction equations that involve a smoothed approximation to the Dirac delta function. Eulerian/Lagrangian identities govern the transfer of data from one mesh to the other. Temporal discretization is by a second-order Runge–Kutta method. Current and future research directions are pointed out, and applications of the IB method are briefly discussed. Introduction The immersed boundary (IB) method was introduced to study flow patterns around heart valves and has evolved into a generally useful method for problems of fluid–structure interaction. The IB method is both a mathematical formulation and a numerical scheme. The mathematical formulation employs a mixture of Eulerian and Lagrangian variables. These are related by interaction equations in which the Dirac delta function plays a prominent role. In the numerical scheme motivated by the IB formulation, the Eulerian variables are defined on a fixed Cartesian mesh, and the Lagrangian variables are defined on a curvilinear mesh that moves freely through the fixed Cartesian mesh without being constrained to adapt to it in any way at all.

Numerical solution of saddle point problems

Abstract: Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has been a surge of interest in saddle point problems, and numerous solution techniques have been proposed for this type of system. The aim of this paper is to present and discuss a large selection of solution methods for linear systems in saddle point form, with an emphasis on iterative methods for large and sparse problems.

Sequential Quadratic Programming

Abstract: Since its popularization in the late 1970s, Sequential Quadratic Programming (SQP) has arguably become the most successful method for solving nonlinearly constrained optimization problems. As with most optimization methods, SQP is not a single algorithm, but rather a conceptual method from which numerous specific algorithms have evolved. Backed by a solid theoretical and computational foundation, both commercial and public-domain SQP algorithms have been developed and used to solve a remarkably large set of important practical problems. Recently large-scale versions have been devised and tested with promising results.

Monte Carlo and quasi-Monte Carlo methods

Abstract: Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N−1/2), is independent of dimension, which shows Monte Carlo to be very robust but also slow. This article presents an introduction to Monte Carlo methods for integration problems, including convergence theory, sampling methods and variance reduction techniques. Accelerated convergence for Monte Carlo quadrature is attained using quasi-random (also called low-discrepancy) sequences, which are a deterministic alternative to random or pseudo-random sequences. The points in a quasi-random sequence are correlated to provide greater uniformity. The resulting quadrature method, called quasi-Monte Carlo, has a convergence rate of approximately O((logN)kN−1). For quasi-Monte Carlo, both theoretical error estimates and practical limitations are presented. Although the emphasis in this article is on integration, Monte Carlo simulation of rarefied gas dynamics is also discussed. In the limit of small mean free path (that is, the fluid dynamic limit), Monte Carlo loses its effectiveness because the collisional distance is much less than the fluid dynamic length scale. Computational examples are presented throughout the text to illustrate the theory. A number of open problems are described.

Inverse problems: A Bayesian perspective

Abstract: The subject of inverse problems in differential equations is of enormous practical importance, and has also generated substantial mathematical and computational innovation. Typically some form of regularization is required to ameliorate ill-posed behaviour. In this article we review the Bayesian approach to regularization, developing a function space viewpoint on the subject. This approach allows for a full characterization of all possible solutions, and their relative probabilities, whilst simultaneously forcing significant modelling issues to be addressed in a clear and precise fashion. Although expensive to implement, this approach is starting to lie within the range of the available computational resources in many application areas. It also allows for the quantification of uncertainty and risk, something which is increasingly demanded by these applications. Furthermore, the approach is conceptually important for the understanding of simpler, computationally expedient approaches to inverse problems.