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Maximum bound principle preserving integrating factor Runge–Kutta methods for semilinear parabolic equations
A large class of semilinear parabolic equations satisfy the maximum bound principle (MBP) in the sense that the time-dependent solution preserves for any time a uniform pointwise bound imposed by its initial and boundary conditions. Here, the MBP plays a crucial role in understanding the physical meaning and the well-posedness of the mathematical model. Investigation on numerical algorithms with preservation of the MBP has attracted increasingly attentions in recent years, especially for the temporal discretizations, since the violation of MBP may lead to nonphysical solutions or even blow-ups of the algorithms. In this paper, we study high-order MBP-preserving time integration schemes by means of the integrating factor Runge-Kutta (IFRK) method. Beginning with the space-discrete system of semilinear parabolic equations, we present the IFRK method in general form and derive the sufficient conditions for the method to preserve the MBP. In particular, we show that the classic four-stage, fourth-order IFRK scheme is MBP preserving for some typical semilinear systems although not strong stability preserving, which can be instantly applied to the Allen-Cahn type of equations. To our best knowledge, this is the first time to present a fourth-order linear numerical method preserving the MBP. In addition, convergence of these numerical schemes is proved theoretically and verified numerically, as well as their efficiency by simulations of 2D and 3D long-time evolutional behaviors. Numerical experiments are also carried out for a model which is not a typical gradient flow as the Allen-Cahn type of equations.
High-order limiting methods using maximum principle bounds derived from the Boltzmann equation I: Euler equations
The use of limiting methods for high-order numerical approximations of hyperbolic conservation laws generally requires defining an admissible region/bounds for the solution. In this work, we present a novel approach for computing solution bounds and limiting for the Euler equations through the kinetic representation provided by the Boltzmann equation, which allows for extending limiters designed for linear advection directly to the Euler equations. Given an arbitrary set of solution values to compute bounds over (e.g., numerical stencil) and a desired linear advection limiter, the proposed approach yields an analytic expression for the admissible region of particle distribution function values, which may be numerically integrated to yield a set of bounds for the density, momentum, and total energy. Further, these solution bounds are shown to preserve positivity of density/pressure/internal energy and, when paired with a limiting technique, can robustly resolve strong discontinuities while recovering high-order accuracy in smooth regions without any ad hoc corrections (e.g., relaxing the bounds). This approach is demonstrated in the context of an explicit unstructured high-order discontinuous Galerkin/flux reconstruction scheme for a variety of difficult problems in gas dynamics, including cases with extreme shocks and shock-vortex interactions. Furthermore, this work presents a foundation for limiting techniques for more complex macroscopic governing equations that can be derived from an underlying kinetic representation for which admissible solution bounds are not well-understood.
A method for bounding high-order finite element functions: Applications to mesh validity and bounds-preserving limiters
We introduce a novel method for bounding high-order multi-dimensional polynomials in finite element approximations. The method involves precomputing optimal piecewise-linear bounding boxes for polynomial basis functions, which can then be used to locally bound any combination of these basis functions. This approach can be applied to any element/basis type at any approximation order, can provide local (i.e., subcell) extremum bounds to a desired level of accuracy, and can be evaluated efficiently on-the-fly in simulations. Furthermore, we show that this approach generally yields more accurate bounds in comparison to traditional methods based on convex hull properties (e.g., Bernstein polynomials). Furthermore, the efficacy of this technique is shown in applications such as mesh validity checks and optimization for high-order curved meshes, where positivity of the element Jacobian determinant can be ensured throughout the entire element, and continuously bounds-preserving limiters for hyperbolic systems, which can enforce maximum principle bounds across the entire solution polynomial.
Overlapping domain decomposition based exponential time differencing methods for semilinear parabolic equations
Not provided.
Shock-layer bounds for a singularly perturbed equation
The size of the shock-layer governed by a conservation law is studied. The conservation law is a parabolic reaction-convection-diffusion equation with a small parameter multiplying the diffusion term and convex flux. Rigorous upper and lower bounding functions for the solution of the conservation law are established based on maximum-principle arguments. The bounding functions demonstrate that the size of the shock-layer is proportional to the parameter multiplying the diffusion term.
Solution of optimal control with bounded control amplitudes and rates.
Optimal control of linear process with bounded control amplitude and rates using maximum principle
The dynamics and control of large flexible space structures - 12, supplement 11
The rapid 2-D slewing and vibrational control of the unsymmetrical flexible SCOLE (Spacecraft Control Laboratory Experiment) with multi-bounded controls is considered. Pontryagin's Maximum Principle is applied to the nonlinear equations of the system to derive the necessary conditions for the optimal control. The resulting two point boundary value problem is then solved by using the quasilinearization technique, and the near minimum time is obtained by sequentially shortening the slewing time until the controls are near the bang-bang type. The tradeoff between the minimum time and the minimum flexible amplitude requirements is discussed. The numerical results show that the responses of the nonlinear system are significantly different from those of the linearized system for rapid slewing. The SCOLE station-keeping closed loop dynamics are re-examined by employing a slightly different method for developing the equations of motion in which higher order terms in the expressions for the mast modal shape functions are now included. A preliminary study on the effect of actuator mass on the closed loop dynamics of large space systems is conducted. A numerical example based on a coupled two-mass two-spring system illustrates the effect of changes caused in the mass and stiffness matrices on the closed loop system eigenvalues. In certain cases the need for redesigning control laws previously synthesized, but not accounting for actuator masses, is indicated.
Rapid in-plane maneuvering of the flexible orbiting SCOLE
The rapid two-dimensional slewing and vibrational control of the unsymmetrical flexible SCOLE (Spacecraft Control Laboratory Experiment) with multi-bounded controls has been considered. Pontryagin's Maximum Principle has been applied to the nonlinear equations of the system to derive the necessary conditions for the optimal control. The resulting two-point boundary-value problem is then solved by using the quasilinearization technique, and the near-minimum time is obtained by sequentially shortening the slewing time until the controls are near the bang-bang type. The trade-off between the minimum time and the minimum flexible amplitude requirements has been discussed. The numerical results show that the responses of the nonlinear system are significantly different from those of the linearized system for rapid slewing.
Proximal Galerkin: A Structure-Preserving Finite Element Method for Pointwise Bound Constraints
The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design with pointwise bound constraints. This paper also introduces the latent variable proximal point (LVPP) algorithm, from which the proximal Galerkin method derives. When analyzing the classical obstacle problem, we discover that the underlying variational inequality can be replaced by a sequence of second-order partial differential equations (PDEs) that are readily discretized and solved with, e.g., the proximal Galerkin method. Throughout this work, we arrive at several contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field, density-based topology optimization. The complete proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. Open-source implementations of our methods accompany this work to facilitate reproduction and broader adoption.
Construction of the minimal time control for processes with bounded control amplitudes and rates.
Linear time varying processes minimal time control by maximum principle to construct extremal control as explicit time function
The dynamics and control of large flexible space structures - 13
The optimal control of three-dimensional large angle maneuvers and vibrations of a Shuttle-mast-reflector system is considered. The nonlinear equations of motion are formulated by using Lagrange's formula, with the mast modeled as a continuous beam subject to three-dimensional deformations. Pontryagin's Maximum Principle is applied to the slewing problem, to derive the necessary conditions for the optimal controls, which are bounded by given saturation levels. The resulting two point boundary value problem is then solved by using the quasilinearization algorithm and the method of particular solutions. The study of the large angle maneuvering of the Shuttle-beam-reflector spacecraft in the plane of a circular earth orbit is extended to consider the effects of the structural offset connection, the axial shortening, and the gravitational torque on the slewing motion. Finally the effect of additional design parameters (such as related to additional payload requirement) on the linear quadratic regulator based design of an orbiting control/structural system is examined.
Maneuver simulations of flexible spacecraft by solving TPBVP
The optimal control of large angle rapid maneuvers and vibrations of a Shuttle mast reflector system is considered. The nonlinear equations of motion are formulated by using Lagrange's formula, with the mast modeled as a continuous beam. The nonlinear terms in the equations come from the coupling between the angular velocities, the modal coordinates, and the modal rates. Pontryagin's Maximum Principle is applied to the slewing problem, to derive the necessary conditions for the optimal controls, which are bounded by given saturation levels. The resulting two point boundary value problem (TPBVP) is then solved by using the quasilinearization algorithm and the method of particular solutions. In the numerical simulations, the structural parameters and the control limits from the Spacecraft Control Lab Experiment (SCOLE) are used. In the 2-D case, only the motion in the plane of an Earth orbit or the single axis slewing motion is discussed. In the 3-D slewing, the mast is modeled as a continuous beam subjected to 3-D deformations. The numerical results for both the linearized system and the nonlinear system are presented to compare the differences in their time response.
Parameter optimization in systems subject to worst /bounded/ disturbance.
Parameter optimization in systems subject to worst bounded disturbance that maximizes chosen performance index
The undetected error probability for Reed-Solomon codes
McEliece and Swanson (1986) offered an upper bound on P(E)u, the decoder error probability given u symbol errors occur. In the present study, by using a combinatoric technique such as the principle of inclusion and exclusion, an exact formula for P(E)u is derived. The P(E)u of a maximum distance separable code is observed to approach Q rapidly as u gets large, where Q is the probability that a completely random error pattern will cause decoder error. An upper bound for the expansion P(E)u/Q - 1 is derived, and is shown to decrease nearly exponentially as u increases. This proves analytically that P(E)u indeed approaches Q as u becomes large, and that some laws of large number come into play.
Modulation/demodulation techniques for satellite communications. Part 3: Advanced techniques. The nonlinear channel
A theory for deducing and predicting the performance of transmitter/receivers for bandwidth efficient modulations suitable for use on the nonlinear satellite channel is presented. The underlying principle used throughout is the development of receiver structures based on the maximum likelihood decision rule and aproximations to it. The bit error probability transfer function bounds developed in great detail in Part 4 is applied to these modulation/demodulation techniques. The effects of the various degrees of receiver mismatch are considered both theoretically and by numerous illustrative examples.