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‣ Discovery and optimization of low-storage Runge-Kutta methods

Fletcher, Matthew T.
Fonte: Monterey, California: Naval Postgraduate School Publicador: Monterey, California: Naval Postgraduate School
Tipo: Tese de Doutorado
Português
Relevância na Pesquisa
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Approved for public release; distribution is unlimited; Runge-Kutta (RK) methods are an important family of iterative methods for approximating the solutions of ordinary differential equations (ODEs) and differential algebraic equations (DAEs). It is common to use an RK method to discretize in time when solving time dependent partial differential equations (PDEs) with a method-of-lines approach as in Maxwell’s Equations. Different types of PDEs are discretized in such a way that could result in a high dimensional ODE or DAE.We use a low-storage RK (LSRK) method that stores two registers per ODE dimension, which limits the impact of increased storage requirements. Classical RK methods, however, have one storage variable per stage. In this thesis we compare the efficiency and accuracy of LSRK methods to RK methods. We then focus on optimizing the truncation error coefficients for LSRK to discover new methods. Reusing the tools from the optimization method, we discover new methods for low-storage half-explicit RK (LSHERK) methods for solving DAEs.; ; Captain, United States Army

‣ A Dynamic Bi-orthogonal Field Equation Approach for Efficient Bayesian Calibration of Large-Scale Systems

Tagade, Piyush; Choi, Han-Lim
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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This paper proposes a novel computationally efficient dynamic bi-orthogonality based approach for calibration of a computer simulator with high dimensional parametric and model structure uncertainty. The proposed method is based on a decomposition of the solution into mean and a random field using a generic Karhunnen-Loeve expansion. The random field is represented as a convolution of separable Hilbert spaces in stochastic and spacial dimensions that are spectrally represented using respective orthogonal bases. In particular, the present paper investigates generalized polynomial chaos bases for stochastic dimension and eigenfunction bases for spacial dimension. Dynamic orthogonality is used to derive closed form equations for the time evolution of mean, spacial and the stochastic fields. The resultant system of equations consists of a partial differential equation (PDE) that define dynamic evolution of the mean, a set of PDEs to define the time evolution of eigenfunction bases, while a set of ordinary differential equations (ODEs) define dynamics of the stochastic field. This system of dynamic evolution equations efficiently propagates the prior parametric uncertainty to the system response. The resulting bi-orthogonal expansion of the system response is used to reformulate the Bayesian inference for efficient exploration of the posterior distribution. Efficacy of the proposed method is investigated for calibration of a 2D transient diffusion simulator with uncertain source location and diffusivity. Computational efficiency of the method is demonstrated against a Monte Carlo method and a generalized polynomial chaos approach.

‣ Probabilistic Representation of Weak Solutions of Partial Differential Equations with Polynomial Growth Coefficients

Zhang, Qi; Zhao, Huaizhong
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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46.44093%
In this paper we develop a new weak convergence and compact embedding method to study the existence and uniqueness of the $L_{\rho}^2({\mathbb{R}^{d}};{\mathbb{R}^{1}})\otimes L_{\rho}^2({\mathbb{R}^{d}};{\mathbb{R}^{d}})$ valued solution of backward stochastic differential equations with p-growth coefficients. Then we establish the probabilistic representation of the weak solution of PDEs with p-growth coefficients via corresponding BSDEs.

‣ Symmetries of PDEs Systems in Solar Physics and Contact Geometry

Nicoleta, Bila
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 26/10/1999 Português
Relevância na Pesquisa
56.744736%
One considers a special class of PDEs systems and one determines the associated symmetry group. Particulary, for the Blair system, one finds the symmetry group. A solutions of the Blair system gives a conformally flat contact metric structure and also it defines a "force-free" model of solar physics. By using the symmetry groups theory, one shows that the known solutions are group-invariant solutions and one gives new solutions.; Comment: 16 pages

‣ Backward Stochastic Differential Equations with Markov Chains and The Application: Homogenization of PDEs System

Tang, Huaibin; Wu, Zhen
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 26/09/2010 Português
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46.75631%
Stemmed from the derivation of the optimal control to a stochastic linear-quadratic control problem with Markov jumps, we study one kind of backward stochastic differential equations (BSDEs) that the generator f is affected by a Markovian switching. Then, the case that the Markov chain is involved in a large state space is considered. Following the classical approach, a hierarchical approach is adopted to reduce the complexity and a singularly perturbed Markov chain is involved. We will study the asymptotic property of BSDE with the singularly perturbed Markov chain. At last, as an application of our theoretical result, we show the homogenization of one system of partial differential equations (PDEs) with a singularly perturbed Markov chain.

‣ p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities

Bahlali, K.; Essaky, E. H.; Hassani, M.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 14/07/2010 Português
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We study multidimensional backward stochastic differential equations (BSDEs) which cover the logarithmic nonlinearity u log u. More precisely, we establish the existence and uniqueness as well as the stability of p-integrable solutions (p > 1) to multidimensional BSDEs with a p-integrable terminal condition and a super-linear growth generator in the both variables y and z. This is done with a generator f(y, z) which can be neither locally monotone in the variable y nor locally Lipschitz in the variable z. Moreover, it is not uniformly continuous. As application, we establish the existence and uniqueness of Sobolev solutions to possibly degenerate systems of semilinear parabolic PDEs with super-linear growth generator and an p-integrable terminal data. Our result cover, for instance, certain (systems of) PDEs arising in physics.; Comment: 35

‣ Viscosity solutions of systems of PDEs with interconnected obstacles and Multi modes switching problems

Hamadène, Said; Morlais, Marie-Amélie
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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This paper deals with existence and uniqueness, in viscosity sense, of a solution for a system of m variational partial differential inequalities with inter-connected obstacles. A particular case of this system is the deterministic version of the Verification Theorem of the Markovian optimal m-states switching problem. The switching cost functions are arbitrary. This problem is connected with the valuation of a power plant in the energy market. The main tool is the notion of systems of reflected BSDEs with oblique reflection.; Comment: 36 pages

‣ Solutions of DEs and PDEs as Potential Maps Using First Order Lagrangians

Udriste, Constantin
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 10/07/2000 Português
Relevância na Pesquisa
46.758486%
Using parametrized curves (Section 1) or parametrized sheets (Section 3), and suitable metrics, we treat the jet bundle of order one as a semi-Riemann manifold. This point of view allows the description of solutions of DEs as pregeodesics (Section 1) and the solutions of PDEs as potential maps (Section 3), via Lagrangians of order one or via generalized Lorentz world-force laws. Implicitly, we solved a problem rised first by Poincar\'e: find a suitable geometric structure that converts the trajectories of a given vector field into geodesics (see also [6] - [11]). Section 2 and Section 3 realize the passage from the Lagrangian dynamics to the covariant Hamilton equations.; Comment: 18 pages

‣ $k$-symplectic Pontryagin's Maximum Principle for some families of PDEs

Barbero-Liñán, María; Muñoz-Lecanda, Miguel C.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 25/10/2012 Português
Relevância na Pesquisa
46.62865%
An optimal control problem associated with the dynamics of the orientation of a bipolar molecule in the plane can be understood by means of tools in differential geometry. For first time in the literature $k$-symplectic formalism is used to provide the optimal control problems associated to some families of partial differential equations with a geometric formulation. A parallel between the classic formalism of optimal control theory with ordinary differential equations and the one with particular families of partial differential equations is established. This description allows us to state and prove Pontryagin's Maximum Principle on $k$-symplectic formalism. We also consider the unified Skinner-Rusk formalism for optimal control problems governed by an implicit partial differential equation.; Comment: 21 pages

‣ Control of Homodirectional and General Heterodirectional Linear Coupled Hyperbolic PDEs

Hu, Long; Di Meglio, Florent; Vazquez, Rafael; Krstic, Miroslav
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 28/04/2015 Português
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Research on stabilization of coupled hyperbolic PDEs has been dominated by the focus on pairs of counter-convecting ("heterodirectional") transport PDEs with distributed local coupling and with controls at one or both boundaries. A recent extension allows stabilization using only one control for a system containing an arbitrary number of coupled transport PDEs that convect at different speeds against the direction of the PDE whose boundary is actuated. In this paper we present a solution to the fully general case, in which the number of PDEs in either direction is arbitrary, and where actuation is applied on only one boundary (to all the PDEs that convect downstream from that boundary). To solve this general problem, we solve, as a special case, the problem of control of coupled "homodirectional" hyperbolic linear PDEs, where multiple transport PDEs convect in the same direction with arbitrary local coupling. Our approach is based on PDE backstepping and yields solutions to stabilization, by both full-state and observer-based output feedback, trajectory planning, and trajectory tracking problems.

‣ Barrier Functionals for Output Functional Estimation of PDEs

Ahmadi, Mohamadreza; Valmorbida, Giorgio; Papachristodoulou, Antonis
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 09/12/2014 Português
Relevância na Pesquisa
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We propose a method for computing bounds on output functionals of a class of time-dependent PDEs. To this end, we introduce barrier functionals for PDE systems. By defining appropriate unsafe sets and optimization problems, we formulate an output functional bound estimation approach based on barrier functionals. In the case of polynomial data, sum of squares (SOS) programming is used to construct the barrier functionals and thus to compute bounds on the output functionals via semidefinite programs (SDPs). An example is given to illustrate the results.; Comment: 8 pages, 1 figure, preprint submitted to 2015 American Control Conference

‣ The kinetic limit of a system of coagulating Brownian particles

Hammond, Alan; Rezakhanlou, Fraydoun
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
46.455205%
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by that mass. When any two particles are close, they are liable to combine into a single particle that bears the mass of each of them. Choosing the initial density of particles so that, if their size is very small, a typical one is liable to interact with a unit order of other particles in a unit of time, we determine the macroscopic evolution of the system, in any dimension d \geq 3. The density of particles evolves according to the Smoluchowski system of PDEs, indexed by the mass parameter, in which the interaction term is a sum of products of densities. Central to the proof is establishing the so-called Stosszahlensatz, which asserts that, at any given time, the presence of particles of two distinct masses at any given point in macroscopic space is asymptotically independent, as the size of the particles is taken towards zero.; Comment: 58 pages. Theorem 1.1 and Proposition 1 rewritten to indicate how the proved convergence to the Smoluchowski PDE is stronger when uniqueness of this solution is known

‣ On construction of symmetries and recursion operators from zero-curvature representations and the Darboux-Egoroff system

Igonin, Sergei; Marvan, Michal
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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The Darboux-Egoroff system of PDEs with any number $n\ge 3$ of independent variables plays an essential role in the problems of describing $n$-dimensional flat diagonal metrics of Egoroff type and Frobenius manifolds. We construct a recursion operator and its inverse for symmetries of the Darboux-Egoroff system and describe some symmetries generated by these operators. The constructed recursion operators are not pseudodifferential, but are Backlund autotransformations for the linearized system whose solutions correspond to symmetries of the Darboux-Egoroff system. For some other PDEs, recursion operators of similar types were considered previously by Papachristou, Guthrie, Marvan, Poboril, and Sergyeyev. In the structure of the obtained third and fifth order symmetries of the Darboux-Egoroff system, one finds the third and fifth order flows of an $(n-1)$-component vector modified KdV hierarchy. The constructed recursion operators generate also an infinite number of nonlocal symmetries. In particular, we obtain a simple construction of nonlocal symmetries that were studied by Buryak and Shadrin in the context of the infinitesimal version of the Givental-van de Leur twisted loop group action on the space of semisimple Frobenius manifolds. We obtain these results by means of rather general methods...

‣ On the Equality of Solutions of Max-Min and Min-Max Systems of Variational Inequalities with Interconnected Bilateral Obstacles

Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amélie; Zhao, Xuzhe
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 19/08/2014 Português
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In this paper we deal with the solutions of systems of PDEs with bilateral inter-connected obstacles of min-max and max-min types. These systems arise naturally in stochastic switching zero-sum game problems. We show that when the switching costs of one side are regular, the solutions of the min-max and max-min systems coincide. Furthermore, this solution is identified as the value function of a zero-sum switching game.

‣ The Maslov index in PDEs geometry

Prástaro, Agostino
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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47.10716%
It is proved that the Maslov index naturally arises in the framework of PDEs geometry. The characterization of PDE solutions by means of Maslov index is given. With this respect, Maslov index for Lagrangian submanifolds is given on the ground of PDEs geometry. New formulas to calculate bordism groups of $(n-1)$-dimensional compact sub-manifolds bording via $n$-dimensional Lagrangian submanifolds of a fixed $2n$-dimensional symplectic manifold are obtained too. As a by-product it is given a new proof of global smooth solutions existence, defined on all $\mathbb{R}^3$, for the Navier-Stokes PDE. Further, complementary results are given in Appendices concerning Navier-Stokes PDE and Legendrian submanifolds of contact manifolds.; Comment: 40 pages, 2 figures

‣ Second order quasilinear PDEs and conformal structures in projective space

Burovskiy, P. A.; Ferapontov, E. V.; Tsarev, S. P.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
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We investigate second order quasilinear equations of the form f_{ij} u_{x_ix_j}=0 where u is a function of n independent variables x_1, ..., x_n, and the coefficients f_{ij} are functions of the first order derivatives p^1=u_{x_1}, >..., p^n=u_{x_n} only. We demonstrate that the natural equivalence group of the problem is isomorphic to SL(n+1, R), which acts by projective transformations on the space P^n with coordinates p^1, ..., p^n. The coefficient matrix f_{ij} defines on P^n a conformal structure f_{ij} dp^idp^j. In this paper we concentrate on the case n=3, although some results hold in any dimension. The necessary and sufficient conditions for the integrability of such equations by the method of hydrodynamic reductions are derived. These conditions constitute a complicated over-determined system of PDEs for the coefficients f_{ij}, which is in involution. We prove that the moduli space of integrable equations is 20-dimensional. Based on these results, we show that any equation satisfying the integrability conditions is necessarily conservative, and possesses a dispersionless Lax pair. Reformulated in differential-geometric terms, the integrability conditions imply that the conformal structure f_{ij} dp^idp^j is conformally flat...

‣ On the Lagrangian formulation of multidimensionally consistent systems

Xenitidis, Pavlos; Nijhoff, Frank; Lobb, Sarah
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 11/08/2010 Português
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Multidimensional consistency has emerged as a key integrability property for partial difference equations (P$\Delta$Es) defined on the "space-time" lattice. It has led, among other major insights, to a classification of scalar affine-linear quadrilateral P$\Delta$Es possessing this property, leading to the so-called ABS list. Recently, a new variational principle has been proposed that describes the multidimensional consistency in terms of discrete Lagrangian multi-forms. This description is based on a fundamental and highly nontrivial property of Lagrangians for those integrable lattice equations, namely the fact that on the solutions of the corresponding P$\Delta$E the Lagrange forms are closed, i.e. they obey a {\it closure relation}. Here we extend those results to the continuous case: it is known that associated with the integrable P$\Delta$Es there exist systems of PDEs, in fact differential equations with regard to the parameters of the lattice as independent variables, which equally possess the property of multidimensional consistency. In this paper we establish a universal Lagrange structure for affine-linear quad-lattices alongside a universal Lagrange multi-form structure for the corresponding continuous PDEs, and we show that the Lagrange forms possess the closure property.; Comment: 22 pages

‣ Uniqueness of Viscosity Solutions for Optimal Multi-Modes Switching Problem with Risk of default

Asri, Brahim El
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 06/02/2012 Português
Relevância na Pesquisa
46.636245%
In this paper we study the optimal m-states switching problem in finite horizon as well as infinite horizon with risk of default. We allow the switching cost functionals and cost of default to be of polynomial growth and arbitrary. We show uniqueness of a solution for a system of m variational partial differential inequalities with inter-connected obstacles. This system is the deterministic version of the Verification Theorem of the Markovian optimal m-states switching problem with risk of default. This problem is connected with the valuation of a power plant in the energy market.; Comment: 25 pages; Real options, Backward stochastic differential equations, Snell envelope, Stopping times, Switching, Viscosity solution of PDEs, Variational inequalities. arXiv admin note: text overlap with arXiv:0805.1306 and arXiv:0904.0707

‣ New Method for Solving Large Classes of Nonlinear Systems of PDEs

Rosinger, Elemer E
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 09/10/2006 Português
Relevância na Pesquisa
57.209673%
The essentials of a new method in solving very large classes of nonlinear systems of PDEs, possibly associated with initial and/or boundary value problems, are presented. The PDEs can be defined by continuous, not necessarily smooth expressions, and the solutions obtained cab be assimilated with usual measurable functions, or even with Hausdorff continuous ones. The respective result sets aside completely, and with a large nonlinear margin, the celebrated 1957 impossibility of Hans Lewy regarding the nonexistence of solution in distributions of large classes of linear smooth coefficient PDEs.

‣ Open intersection numbers and the wave function of the KdV hierarchy

Buryak, A.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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Recently R. Pandharipande, J. Solomon and R. Tessler initiated a study of the intersection theory on the moduli space of Riemann surfaces with boundary. They conjectured that the generating series of the intersection numbers is a specific solution of a system of PDEs, that they called the open KdV equations. In this paper we show that the open KdV equations are closely related to the equations for the wave function of the KdV hierarchy. This allows us to give an explicit formula for the specific solution in terms of Witten's generating series of the intersection numbers on the moduli space of stable curves.; Comment: Revised version: 15 pages, to be published in the Moscow Mathematical Journal