Showing papers on "Partial differential equation published in 2000"

The chemical Langevin equation

Abstract: The stochastic dynamical behavior of a well-stirred mixture of N molecular species that chemically interact through M reaction channels is accurately described by the chemical master equation. It is shown here that, whenever two explicit dynamical conditions are satisfied, the microphysical premise from which the chemical master equation is derived leads directly to an approximate time-evolution equation of the Langevin type. This chemical Langevin equation is the same as one studied earlier by Kurtz, in contradistinction to some other earlier proposed forms that assume a deterministic macroscopic evolution law. The novel aspect of the present analysis is that it shows that the accuracy of the equation depends on the satisfaction of certain specific conditions that can change from moment to moment, rather than on a static system size parameter. The derivation affords a new perspective on the origin and magnitude of noise in a chemically reacting system. It also clarifies the connection between the stochas...

An introduction to homogenization

Abstract: Homogenization theory is a powerful method for modeling the microstructure of composite materials, including superconductors and optical fibers. This book is a complete introduction to the theory. It includes background material on partial differential equations and chapters devoted to the steady and non-steady heat equations, the wave equation, and the linearized system of elasticity.

Principles of Computational Fluid Dynamics

Abstract: The basic equation of fluid dynamics.- Partial differential equations: analytic aspects.- Finite volume and finite difference discretization on nonuniform grids.- The stationary convection-diffusion equation.- The nonstationary convection-diffusion equation.- The incompressible Navier-Stokes equations.- Iterative methods.- The shallow-water equations.- Scalar conservation laws.- The Euler equations in one space dimension.- Discretization in general domains.- Numerical solution of the Euler equations in general domains.- Numerical solution of the Navier-Stokes equations in general domains.- Unified methods for computing incompressible and compressible flow.

Control Theory for Partial Differential Equations: Continuous and Approximation Theories

Abstract: Originally published in 2000, this is the second volume of a comprehensive two-volume treatment of quadratic optimal control theory for partial differential equations over a finite or infinite time horizon, and related differential (integral) and algebraic Riccati equations. Both continuous theory and numerical approximation theory are included. The authors use an abstract space, operator theoretic approach, which is based on semigroups methods, and which unifies across a few basic classes of evolution. The various abstract frameworks are motivated by, and ultimately directed to, partial differential equations with boundary/point control. Volume 2 is focused on the optimal control problem over a finite time interval for hyperbolic dynamical systems. A few abstract models are considered, each motivated by a particular canonical hyperbolic dynamics. It presents numerous fascinating results. These volumes will appeal to graduate students and researchers in pure and applied mathematics and theoretical engineering with an interest in optimal control problems.

Data Oscillation and Convergence of Adaptive FEM

Abstract: Data oscillation is intrinsic information missed by the averaging process associated with finite element methods (FEM) regardless of quadrature. Ensuring a reduction rate of data oscillation, together with an error reduction based on a posteriori error estimators, we construct a simple and efficient adaptive FEM for elliptic partial differential equations (PDEs) with linear rate of convergence without any preliminary mesh adaptation nor explicit knowledge of constants. Any prescribed error tolerance is thus achieved in a finite number of steps. A number of numerical experiments in two and three dimensions yield quasi-optimal meshes along with a competitive performance.

Tools for PDE

Abstract: This book develops three related tools that are useful in the analysis of partial differential equations, arising from the classical study of singular integral operators: pseudodifferential operators, paradifferential operators, and layer potentials. A theme running throughout the work is the treatment of PDE in the presence of relatively little regularity. The first chapter studies classes of pseudodifferential operators whose symbols have a limited degree of regularity; the second chapter shows how paradifferential operators yield sharp estimates on the action of various nonlinear operators on function spaces. The third chapter applies this material to an assortment of results in PDE, including regularity results for elliptic PDE with rough coefficients, planar fluid flows on rough domains, estimates on Riemannian manifolds given weak bounds on Ricci tensor, div-curl estimates, and results on propagation of singularities for wave equations with rough coefficients. The last chapter studies the method of layer potentials on Lipschitz domains, concentrating on applications to boundary problems for elliptic PDE with variable coefficients. Michael Taylor is the author of several well-known books on topics in PDEs and pseudodifferential operators. His Noncommutative Harmonic Analysis, Volume 22 in the Mathematical Surveys and Monographs series published by the AMS, is a good introduction to the use of Lie groups in linear analysis and PDEs. The present book, Tools for PDE, is suitable as a text for advanced graduate students preparing to concentrate in PDE and/or harmonic analysis.

A reduced-order approach for optimal control of fluids using proper orthogonal decomposition

Abstract: In this article, a reduced-order modeling approach, suitable for active control of fluid dynamical systems, based on proper orthogonal decomposition (POD) is presented. The rationale behind the reduced-order modeling is that numerical simulation of Navier–Stokes equations is still too costly for the purpose of optimization and control of unsteady flows. The possibility of obtaining reduced-order models that reduce the computational complexity associated with the Navier–Stokes equations is examined while capturing the essential dynamics by using the POD. The POD allows the extraction of a reduced set of basis functions, perhaps just a few, from a computational or experimental database through an eigenvalue analysis. The solution is then obtained as a linear combination of this reduced set of basis functions by means of Galerkin projection. This makes it attractive for optimal control and estimation of systems governed by partial differential equations (PDEs). It is used here in active control of fluid flows governed by the Navier–Stokes equations. In particular, flow over a backward-facing step is considered. Reduced-order models/low-dimensional dynamical models for this system are obtained using POD basis functions (global) from the finite element discretizations of the Navier–Stokes equations. Their effectiveness in flow control applications is shown on a recirculation control problem using blowing on the channel boundary. Implementational issues are discussed and numerical experiments are presented. Copyright © 2000 John Wiley & Sons, Ltd.

Mathematical Aspects of Numerical Solution of Hyperbolic Systems

Abstract: A number of physical phenomena are described by nonlinear hyperbolic equations Presence of discontinuous solutions motivates the necessity of development of reliable numerical methods based on the fundamental mathematical properties of hyperbolic systems Construction of such methods for systems more complicated than the Euler gas dynamic equations requires the investigation of existence and uniqueness of the self-similar solutions to be used in the development of discontinuity-capturing high-resolution numerical methods This frequently necessitates the study of the behavior of discontinuities under vanishing viscosity and dispersion We discuss these problems in the application to the magnetohydrodynamic equations, nonlinear waves in elastic media, and electromagnetic wave propagation in magnetics

Pulsating, creeping, and erupting solitons in dissipative systems.

Abstract: We present three novel pulsating solutions of the cubic-quintic complex Ginzburg-Landau equation. They describe some complicated pulsating behavior of solitons in dissipative systems. We study their main features and the regions of parameter space where they exist.

Methods for solving inverse problems in mathematical physics

Abstract: Inverse problems for equations of parabolic type inverse problems for equations of hyperbolic type inverse problems for equations of elliptic type inverse problems in dynamics of viscous incompressible fluid some topics from functional analysis and operator theory abstract inverse problems for first order equations and their applications in mathematical physics two-point inverse problems for first order equations inverse problems for equations of second order applications of the theory of abstract inverse problems to partial differential equations concluding remarks.

Solitons: Differential Equations, Symmetries and Infinite Dimensional Algebras

Abstract: The notion of solitons arose with the study of partial differential equations at the end of the 19th century. In more recent times their study has involved ideas from other areas of mathematics such as algebraic gometry, topology, and in particular infinite dimensional Lie algebras, and it this approach that is the main theme of this book.This book will be of great interest to all whose research interests involves the mathematics of solitons.

The Derivation of Chemotaxis Equations as Limit Dynamics of Moderately Interacting Stochastic Many-Particle Systems

Abstract: The chemotaxis equations are a well-known system of partial differential equations describing aggregation phenomena in biology. In this paper they are rigorously derived from an interacting stochastic many-particle system, where the interaction between the particles is rescaled in a moderate way as population size tends to infinity. The novelty of this result is that in all previous applications of this kind of limiting procedure, the principal part of the system is assumed to fulfill an ellipticity condition which is not satisfied in our case. New techniques which deal with this difficulty are presented.

Higher Order Triangular Finite Elements with Mass Lumping for the Wave Equation

Abstract: In this article, we construct new higher order finite element spaces for the approximation of the two-dimensional (2D) wave equation. These elements lead to explicit methods after time discretization through the use of appropriate quadrature formulas which permit mass lumping. These formulas are constructed explicitly. Error estimates are provided for the corresponding semidiscrete problem. Finally, higher order finite difference time discretizations are proposed and various numerical results are shown.

Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations

Abstract: We consider superlinearly convergent analogues of Newton methods for nondifferentiable operator equations in function spaces. The superlinear convergence analysis of semismooth methods for nondifferentiable equations described by a locally Lipschitzian operator in Rn is based on Rademacher's theorem which does not hold in function spaces. We introduce a concept of slant differentiability and use it to study superlinear convergence of smoothing methods and semismooth methods in a unified framework. We show that a function is slantly differentiable at a point if and only if it is Lipschitz continuous at that point. An application to the Dirichlet problems for a simple class of nonsmooth elliptic partial differential equations is discussed.

Algebraic Multigrid Based on Element Interpolation (AMGe)

Abstract: We introduce AMGe, an algebraic multigrid method for solving the discrete equations that arise in Ritz-type finite element methods for partial differential equations. Assuming access to the element stiffness matrices, we have that AMGe is based on the use of two local measures, which are derived from global measures that appear in existing multigrid theory. These new measures are used to determine local representations of algebraically "smooth" error components that provide the basis for constructing effective interpolation and, hence, the coarsening process for AMG. Here, we focus on the interpolation process; choice of the coarse "grids" based on these measures is the subject of current research. We develop a theoretical foundation for AMGe and present numerical results that demonstrate the efficacy of the method.

Global strichartz estimates for nonthapping perturbations of the laplacian

Abstract: (2000). Global strichartz estimates for nonthapping perturbations of the laplacian. Communications in Partial Differential Equations: Vol. 25, No. 11-12, pp. 2171-2183.

Normal forms and Hopf bifurcation for partial differential equations with delays

Abstract: The paper addresses the computation of normal forms for some Partial Functional Differential Equations (PFDEs) near equilibria. The analysis is based on the theory previously developed for autonomous retarded Functional Differential Equations and on the existence of center (or other invariant) manifolds. As an illustration of this procedure, two examples of PFDEs where a Hopf singularity occurs on the center manifold are considered.

A Third-Order Semidiscrete Central Scheme for Conservation Laws and Convection-Diffusion Equations

Abstract: We present a new third-order, semidiscrete, central method for approximating solutions to multidimensional systems of hyperbolic conservation laws, convection-diffusion equations, and related problems. Our method is a high-order extension of the recently proposed second-order, semidiscrete method in [A. Kurgonov and E. Tadmor, J. Comput Phys., 160 (2000) pp. 241--282]. The method is derived independently of the specific piecewise polynomial reconstruction which is based on the previously computed cell-averages. We demonstrate our results by focusing on the new third-order central weighted essentially nonoscillatory (CWENO) reconstruction presented in [D. Levy, G. Puppo, and G. Russo, SIAM J. Sci. Comput., 21 (1999), pp. 294--322]. The numerical results we present show the desired accuracy, high resolution, and robustness of our method.

Local and parallel finite element algorithms based on two-grid discretizations

Abstract: A number of new local and parallel discretization and adaptive nite element algorithms are proposed and analyzed in this paper for elliptic boundary value problems. These algorithms are motivated by the observation that, for a solution to some elliptic problems, low frequency components can be approximated well by a relatively coarse grid and high frequency components can be computed on a ne grid by some local and parallel procedure. The theoretical tools for analyzing these methods are some local a priori and a posteriori estimates that are also obtained in this paper for nite element solutions on general shape-regular grids. Some numerical experiments are also presented to support the theory. In this paper, we will propose some new parallel techniques for nite element computation. These techniques are based on our understanding of the local and global properties of a nite element solution to some elliptic problems. Simply speaking, the global behavior of a solution is mostly governed by low frequency components while the local behavior is mostly governed by high frequency compo- nents. The main idea of our new algorithms is to use a coarse grid to approximate the low frequencies and then to use a ne grid to correct the resulted residue (which contains mostly high frequencies) by some local/parallel procedures. Let us now give a somewhat more detailed but informal (and hopefully infor- mative) description of the main ideas and results in this paper. We consider the following very simple model problem posed on a convex polygonal domain R 2 : ( u + bru = f; in ;

Uniformly Accurate Diffusive Relaxation Schemes for Multiscale Transport Equations

Abstract: Many transport equations, such as the neutron transport, radiative transfer, and transport equations for waves in random media, have a diffusive scaling that leads to the diffusion equations. In many physical applications, the scaling parameter (mean free path) may differ in several orders of magnitude from the rarefied regimes to the hydrodynamic (diffusive) regimes within one problem, and it is desirable to develop a class of robust numerical schemes that can work uniformly with respect to this relaxation parameter. In an earlier work [Jin, Pareschi, and Toscani, SIAM J. Numer. Anal., 35 (1998), pp. 2405--2439] we handled this numerical problem for discrete-velocity kinetic models by reformulating the system into a form commonly used for a relaxation scheme for conservation laws [Jin and Xin, Comm. Pure Appl. Math., 48 (1995), pp. 235--277]. Such a reformulation allows us to use the splitting technique for relaxation schemes to design a class of implicit, yet explicitly implementable, schemes that work with high resolution uniformly with respect to the relaxation parameter. In this paper we show that such a numerical technique can be applied to a large class of transport equations with continuous velocities, when one uses the even and odd parities of the transport equation.